Le prochain séminaire de l’équipe Mokaplan aura lieu le mercredi 17 avril à 10h30 à l’INRIA Paris (2 rue Simone Iff) en salle Jacques-Louis Lions 1.
Nous aurons le plaisir d’écouter Georgina HALL (INSEAD).
Venez nombreux!
Title: Sum of squares optimization: fundamentals, applications, and recent scalability developments
Abstract: The problem of optimizing over nonnegative polynomials, and its dual formulation – optimizing over the set of moments that have a representing measure – are optimization problems that naturally arise in a variety of applications. In the first part of this talk, we will review a number of these applications in control, statistics, and probability, among others. We will also discuss how these problems can be tackled using sum of squares optimization, a subclass of optimization problems whose computational backbone is semidefinite programming. In the second part of this talk, we will focus on a major challenge that has limited the dissemination of sum of squares optimization within more applied fields: scalability. We will briefly review a few methods that have been developed to curb this issue, focusing on methods that replace the underlying semidefinite program with cheaper conic programs.
