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The Moment-SOS hierarchy
- Source :
- International Congress of Mathematicians 2018 (ICM 2018), International Congress of Mathematicians 2018 (ICM 2018), Aug 2018, Rio de Janeiro, Brazil. 21p
- Publication Year :
- 2018
- Publisher :
- arXiv, 2018.
-
Abstract
- The Moment-SOS hierarchy initially introduced in optimization in 2000, is based on the theory of the K-moment problem and its dual counterpart, polynomials that are positive on K. It turns out that this methodology can be also applied to solve problems with positivity constraints " f (x) $\ge$ 0 for all x $\in$ K " and/or linear constraints on Borel measures. Such problems can be viewed as specific instances of the " Generalized Problem of Moments " (GPM) whose list of important applications in various domains is endless. We describe this methodology and outline some of its applications in various domains.<br />Comment: To appear in Proceedings of ICM-2018, Rio de Janeiro
Details
- Database :
- OpenAIRE
- Journal :
- International Congress of Mathematicians 2018 (ICM 2018), International Congress of Mathematicians 2018 (ICM 2018), Aug 2018, Rio de Janeiro, Brazil. 21p
- Accession number :
- edsair.doi.dedup.....1bfdad560fb42b84c941d7d33d771b8a
- Full Text :
- https://doi.org/10.48550/arxiv.1808.03446