A Survey of Semidefinite Programming Approaches to the Generalized Problem of Moments and Their Error Analysis

DOI10.1007/978-3-030-21170-7_1zbMath1436.90099arXiv1811.05439OpenAlexW2972919843MaRDI QIDQ3296188

Etienne de Klerk, Monique Laurent

Publication date: 7 July 2020

Published in: Association for Women in Mathematics Series (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1811.05439

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Semidefinite programming (90C22) Research exposition (monographs, survey articles) pertaining to operations research and mathematical programming (90-02)

Related Items

Sum-of-Squares Hierarchies for Polynomial Optimization and the Christoffel--Darboux Kernel, Convergence analysis of a Lasserre hierarchy of upper bounds for polynomial minimization on the sphere, Improved convergence analysis of Lasserre's measure-based upper bounds for polynomial minimization on compact sets, Distributionally robust possibilistic optimization problems, A note on the computational complexity of the moment-SOS hierarchy for polynomial optimization, Exploiting ideal-sparsity in the generalized moment problem with application to matrix factorization ranks, Generalized truncated moment problems with unbounded sets, Minimizing Rational Functions: A Hierarchy of Approximations via Pushforward Measures, Sum-of-squares hierarchies for binary polynomial optimization, Near-optimal analysis of Lasserre's univariate measure-based bounds for multivariate polynomial optimization, Sum-of-squares hierarchies for binary polynomial optimization, Convergence rates of RLT and Lasserre-type hierarchies for the generalized moment problem over the simplex and the sphere

Uses Software

• GloptiPoly

Cites Work

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