A “Joint+Marginal” Approach to Parametric Polynomial Optimization
نویسندگان
چکیده
منابع مشابه
A "Joint+Marginal" Approach to Parametric Polynomial Optimization
Abstract. Given a compact parameter set Y ⊂ Rp, we consider polynomial optimization problems (Py) on Rn whose description depends on the parameter y ∈ Y. We assume that one can compute all moments of some probability measure φ on Y, absolutely continuous with respect to the Lebesgue measure (e.g. Y is a box or a simplex and φ is uniformly distributed). We then provide a hierarchy of semidefinit...
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ژورنال
عنوان ژورنال: SIAM Journal on Optimization
سال: 2010
ISSN: 1052-6234,1095-7189
DOI: 10.1137/090759240