Lecture

Robust Optimization: Polynomial Optimization

In course

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Description

This lecture by the instructor covers the topic of polynomial optimization, focusing on writing polynomials as matrix products and solving linear equations to ensure nonnegativity. It also discusses the approximation of non-convex polynomials by solving convex SDPs, as well as key concepts such as robust optimization, uncertainty sets, and robust linear programs.

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Instructor

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Official source

https://mediaspace.epfl.ch/media/0_ggqrlqo6

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Ontological neighbourhood

Mathematics

Algebra: Linear algebra

Theoretical computer science

Algorithms and data structures: Combinatorial optimization

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