IDEAS home Printed from https://ideas.repec.org/h/spr/isochp/978-1-4614-0769-0_10.html
   My bibliography  Save this book chapter

A “Joint+Marginal” Approach in Optimization

In: Handbook on Semidefinite, Conic and Polynomial Optimization

Author

Listed:
  • Jean B. Lasserre

    (University of Toulouse)

Abstract

We present the “joint+marginal” approach initially developed for polynomial optimization. In particular, it is shown that the optimal value (a function of the parameters) can be approximated in a strong sense by polynomials via solving a hierarchy of semidefinite programs whose size depends on the degree of the polynomial approximant. We also show how to exploit this approximation property in other contexts, e.g., to provide (a) an algorithm for robust optimization (where the parameter is the robust decision) and (b), an iterative algorithm for non parametric optimization (where the parameter is the first coordinate x1 of the variable, then x2 after x1 has been calculated, etc.)

Suggested Citation

  • Jean B. Lasserre, 2012. "A “Joint+Marginal” Approach in Optimization," International Series in Operations Research & Management Science, in: Miguel F. Anjos & Jean B. Lasserre (ed.), Handbook on Semidefinite, Conic and Polynomial Optimization, chapter 0, pages 271-295, Springer.
    • Handle: RePEc:spr:isochp:978-1-4614-0769-0_10
    DOI: 10.1007/978-1-4614-0769-0_10
    as

    Download full text from publisher

    To our knowledge, this item is not available for download. To find whether it is available, there are three options:
    1. Check below whether another version of this item is available online.
    2. Check on the provider's web page whether it is in fact available.
    3. Perform a search for a similarly titled item that would be available.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:spr:isochp:978-1-4614-0769-0_10. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Sonal Shukla or Springer Nature Abstracting and Indexing (email available below). General contact details of provider: http://www.springer.com .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.