• DocumentCode
    434792
  • Title

    From coefficients to samples: a new approach to SOS optimization

  • Author

    Lofberg, J. ; Parrilo, P.A.

  • Author_Institution
    Automatic Control Laboratory, Swiss Federal Institute of Technology, Physikstrasse 3 - ETL - ETH Zurich, CH-8092 Zurich - Switzerland
  • Volume
    3
  • fYear
    2004
  • fDate
    14-17 Dec. 2004
  • Firstpage
    3154
  • Lastpage
    3159
  • Abstract
    We introduce a new methodology for the numerical solution of semidefinite relaxations arising from the sum of squares (SOS) decomposition of multivariate polynomials. The method is based on a novel SOS representation, where polynomials are represented by a finite set of values at discrete sampling points. The techniques have very appealing theoretical and numerical properties; the associated semidefinite programs are better conditioned, and have a rank one property that enables a fast computation of the search directions in interior point methods. The results are illustrated with examples, and a preliminary implementation is compared with previous techniques.
  • Keywords
    Autocorrelation; Automatic control; Constraint optimization; Control theory; Equations; Laboratories; Optimization methods; Polynomials; Sampling methods; Subspace constraints;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Decision and Control, 2004. CDC. 43rd IEEE Conference on
  • Conference_Location
    Nassau
  • ISSN
    0191-2216
  • Print_ISBN
    0-7803-8682-5
  • Type

    conf

  • DOI
    10.1109/CDC.2004.1428957
  • Filename
    1428957