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The Moment-SOS Hierarchy

The Moment-SOS Hierarchy

Hardcover

Series: Optimization and Its Applications, Book 4

General MathematicsProbability & Statistics

ISBN10: 1786348535
ISBN13: 9781786348531
Publisher: Wspc (Europe)
Published: Nov 16 2020
Pages: 248
Weight: 1.10
Height: 0.63 Width: 6.00 Depth: 9.00
Language: English

The Moment-SOS hierarchy is a powerful methodology that is used to solve the Generalized Moment Problem (GMP) where the list of applications in various areas of Science and Engineering is almost endless. Initially designed for solving polynomial optimization problems (the simplest example of the GMP), it applies to solving any instance of the GMP whose description only involves semi-algebraic functions and sets. It consists of solving a sequence (a hierarchy) of convex relaxations of the initial problem, and each convex relaxation is a semidefinite program whose size increases in the hierarchy.

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General Mathematics