Solving moment and polynomial optimization problems on Sobolev spaces
Résumé
Using standard tools of harmonic analysis, we state and solve the problem of moments for positive measures supported on the unit ball of a Sobolev space of multivariate periodic trigonometric functions. We describe outer and inner semidefinite approximations of the cone of Sobolev moments. They are the basic components of an infinite-dimensional moment-sums of squares hierarchy, allowing to solve numerically non-convex polynomial optimization problems on infinite-dimensional Sobolev spaces, with global convergence guarantees.
Domaines
Optimisation et contrôle [math.OC]| Origine | Fichiers produits par l'(les) auteur(s) |
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