A "joint+marginal" algorithm for polynomial optimization

Abstract-- We present a new algorithm for solving a polynomial program P based on the recent "joint + marginal" approach of the first author for parametric polynomial optimization. The idea is to first consider the variable x1 as a parameter and solve the associated (n-1)-variable (x2, . . . , xn) problem P(x1) where the parameter x1 is fixed and takes values in some interval Y1 R, with some probability 1 uniformly

• Type: Journal
• Year: 2010
• Where: CDC
• Authors: Jean B. Lasserre, Tung Phan Thanh
• Keywords: CDC 2010, Control Systems, Parameter, Parametric Polynomial Optimization, Polynomial Program