Skip to content

POP

Seminar

A new convex reformulation and approximation hierarchy for polynomial optimisation

Dickinson, PJC (University of Groningen)
Wednesday 17 July 2013, 16:00-16:30

Seminar Room 1, Newton Institute

Abstract

In this talk we will look at how any polynomial minimisation problem with a bounded feasible set can be reformulated into a conic maximisation problem with a single variable. By reformulated we mean that the optimal values of these problems are equal. The difficulty of the original problem goes into a cone of homogeneous polynomials which are nonnegative over a certain subset of the nonnegative orthant. We shall consider a new hierarchy of inner approximations to this cone. These approximations can be used to produce linear optimisation problems, whose optimal values provide a monotonically increasing sequence of lower bounds to the optimal value of the original problem. Using a new positivstellensatz, we shall show that this sequence of lower bounds in fact converges to the optimal value of the original problem.

Presentation

[pdf ]

Video

The video for this talk should appear here if JavaScript is enabled.
If it doesn't, something may have gone wrong with our embedded player.
We'll get it fixed as soon as possible.

Back to top ∧