Appears in collection : Geometry and algebra of linear matrix inequalities / Géométrie et algèbre des inégalités matricielles linéaires
We review basic properties of the moment-LP and moment-SOS hierarchies for polynomial optimization and compare them. We also illustrate how to use such a methodology in two applications outside optimization. Namely :
- for approximating (as claosely as desired in a strong sens) set defined with quantifiers of the form
$R_1 =\{ x\in B : f(x,y)\leq 0 $ for all $y$ such that $(x,y) \in K }$.
$D_1 =\{ x\in B : f(x,y)\leq 0 $ for some $y$ such that $(x,y) \in K }$.
by a hierarchy of inner sublevel set approximations
$\Theta_k = \left \{ x\in B : J_k(x)\leq 0 \right }\subset R_f$.
or outer sublevel set approximations
$\Theta_k = \left \{ x\in B : J_k(x)\leq 0 \right }\supset D_f$.
for some polynomiales $(J_k)$ of increasing degree :
- for computing convex polynomial underestimators of a given polynomial $f$ on a box $B \subset R^n$.