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math.OC2019
Projections onto the Set of Feasible Inputs and the Set of Feasible Solutions
Claudio Gambella, Jakub Marecek, Martin Mevissen
We study the projection onto the set of feasible inputs and the set of feasible solutions of a polynomial optimisation problem (POP). Our motivation is increasing the robustness of…
math.OC2019
A Fine-Grained Variant of the Hierarchy of Lasserre
Wann-Jiun Ma, Jakub Marecek, Martin Mevissen
There has been much recent interest in hierarchies of progressively stronger convexifications of polynomial optimisation problems (POP). These often converge to the global optimum…
math.OC2012
Mean squared error minimization for inverse moment problems
Didier Henrion, Jean-Bernard Bernard Lasserre, Martin Mevissen
We consider the problem of approximating the unknown density of a measure on , absolutely continuous with respect to some given reference measure…