Summer School 2016 of the joint Mathematics PhD Program Univ. Coimbra & Univ. Porto

 

Polynomial Optimization

Rekha Thomas – University of Washington

 

 

References:

 

1)      Semidefinite Optimization and Convex Algebraic Geometry (free pdf copy),
Editors: Grigoriy Blekherman, Pablo A. Parrilo and Rekha R. Thomas,
MOS-SIAM Series on Optimization 13 , 2012.

 

2)      Sums of squares, moment matrices and optimization over polynomials.

In Emerging Applications of Algebraic Geometry, Vol. 149 of IMA Volumes in Mathematics and its Applications, M. Putinar and S. Sullivant (eds.), Springer, pages 157-270, 2009.

Updated version here, dated February 6, 2010.

 

 

Exercises:

 

1)      Exercises for all lectures.

 

 

Software:

 

1)      Sedumi – Download version 1.3 here

 

2)      Yalmip – Download current version here

 

 

Software tutorials and examples:

 

1)      First day example computed in Yalmip: m files for matlab

Easy automatic version here

Do it yourself version here

 

2)       SOS tutorial for Yalmip here