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- Дата: 8-11-2021, 12:34
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Автор: Didier Henrion, Milan Korda, Jean B. Lasserre
Издательство: World Scientific
Год: 2021
Формат: PDF
Страниц: 248
Размер: 14 Mb
Язык: 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.