Lecture series given by Jean-Bernard Lasserre
Jean-Bernard Lasserre, from the Laboratory for Analysis and Architecture of Systems in Toulouse (LAAS CNRS), will give a series of lectures at École Polytechnique on "Moments, positive polynomials and optimization".
Jean-Bernard Lasserre, scientist from the Laboratory for Analysis and Architecture of Systems in Toulouse (LAAS CNRS), will give a series of lectures at École Polytechnique on "Moments, positive polynomials and optimization". The lectures will take place on February 29th, March 1st, March 7th and March 8th.
In the first part, an introduction is provided to the basics of the moment-LP and moment-SOS (sums of squares) approaches for global polynomial optimization problems whose criterion and constraints are described by polynomials (or semialgebraic functions). In particular, the hierarchy of LP and semidefinite programs to approximate the optimal value of such problems is described.
In the second part, one describes how to use the same methodology to help solve the Generalized Moment Problem (GMP) with polynomial data of which the list of applications is endless (Polynomial Optimization being in fact the simplest instance of the GMP).
This lecture series is organized by the Gaspard Monge Program for Optimization and operations research (PGMO), launched by EDF and the Jacques Hadamard Mathematical Foundation (FMJH).
P. Carpentier (ENSTA)
S. Charousset (EDF)
S. Gaubert (INRIA and École Polytechnique)
F. Santambrogio (LMO, Université Paris-Sud)
T. Tomala (HEC)
> When ?
February 29th: 2pm - 4pm
March 1st: 10am - 12pm, 2pm - 4pm
March 7th: 2pm - 4pm
March 8th: 10am - 12pm, 2pm - 4pm