Global polynomial optimization with Moment Matrices and Border Basis
Add to your list(s)
Download to your calendar using vCal
If you have a question about this talk, please contact Mustapha Amrani.
Polynomial Optimisation
Optimization appears in many areas of Scientific Computing, since the solution of a problem can often be described as the minimum of an optimization problem. We describe a new method to compute the global minimum of a real polynomial function and the ideal defining the points which minimize this polynomial function, assuming that the minimizer ideal is zerodimensional. Our method is a generalization of Lasserre relaxation method and stops in a finite number of steps. The proposed algorithm combines Border Basis, Moment Matrices and Semidefinite Programming.In the case where the minimum is reached at a finite number of points, it provides a border basis of the minimizer ideal.
This talk is part of the Isaac Newton Institute Seminar Series series.
This talk is included in these lists:
Note that exdirectory lists are not shown.
