Fast numerical methods for multivariate polynomial optimization
Parole chiave OPTIMIZATION
Riferimenti GIUSEPPE CARLO CALAFIORE
Gruppi di ricerca SYSTEMS AND DATA SCIENCE - SDS
Tipo tesi RESEARCH THESIS
Descrizione The minimization of a multivariate polynomial constitutes a key step in several important engineering problems, such as the synthesis of the control signal for discrete-time nonlinear dynamical systems. Exact and efficient computation of a global minimum is unaffordable, in general, and current state-of-the-art approximation techniques include the Sum of Squares (SOS) relaxation, which amounts to solving a convex semidefinite programming problem (SDP). SDPs resulting from SOS are, however, very large in practice, and their numerical solution may still be unviable, in real-world applications. In this thesis, we shall explore the use of fast coordinate minimization techniques for large-scale polynomial optimization, comparing their performance with state-of-the-art SOS methods and discussing control applications.
Conoscenze richieste Matlab, optimization
Scadenza validita proposta 04/04/2018 PROPONI LA TUA CANDIDATURA