 CARMA OANT SEMINAR
 Speaker: Dr Jean Lasserre, LAASCNRS, Université de Toulouse
 Title: Tractable characterizations of nonnegativity on closed sets via Linear Matrix Inequalities
 Location: Room V205, Mathematics Building (Callaghan Campus) The University of Newcastle
 Access Grid Venue: CARMA [ENQUIRIES]
 Time and Date: 3:00 pm, Tue, 24^{th} Sep 2013
 Abstract:
In many problems in control, optimal and robust control, one has to solve global
optimization problems of the form: $\mathbf{P}:f^\ast=\min_{\mathbf x}\{f(\mathbf x):\mathbf x\in\mathbf K\}$, or, equivalently, $f^\ast=\max\{\lambda:f\lambda\geq0\text{ on }\mathbf K\}$, where $f$ is a polynomial (or even a semialgebraic function) and $\mathbf K$ is a basic semialgebraic set. One may even need solve the "robust" version $\min\{f(\mathbf x):\mathbf x\in\mathbf K;h(\mathbf x,\mathbf u)\geq0,\forall \mathbf u\in\mathbf U\}$ where $\mathbf U$ is a set of parameters. For
instance, some static output feedback problems can be cast as polynomial optimization
problems whose feasible set $\mathbf K$ is defined by a polynomial matrix inequality (PMI). And
robust stability regions of linear systems can be modeled as parametrized polynomial
matrix inequalities (PMIs) where parameters $\mathbf u$ account for uncertainties and (decision)
variables x are the controller coefficients.
Therefore, to solve such problems one needs tractable characterizations of polynomials
(and even semialgebraic functions) which are nonnegative on a set, a topic of independent
interest and of primary importance because it also has implications in many other areas.
We will review two kinds of tractable characterizations of polynomials which are nonnegative on a basic closed semialgebraic set $\mathbf K\subset\mathbb R^n$. The first type of characterization is
when knowledge on $\mathbf K$ is through its defining polynomials, i.e., $\mathbf K=\{\mathbf x:g_j(\mathbf x)\geq 0, j =1,\dots, m\}$, in which case some powerful certificates of positivity can be stated in terms of some sums of squares (SOS)weighted representation. For instance, this allows to define a hierarchy fo semidefinite relaxations which yields a monotone sequence of lower bounds
converging to $f^\ast$ (and in fact, finite convergence is generic). There is also another way
of looking at nonnegativity where now knowledge on $\mathbf K$ is through moments of a measure
whose support is $\mathbf K$. In this case, checking whether a polynomial is nonnegative on $\mathbf K$
reduces to solving a sequence of generalized eigenvalue problems associated with a count
able (nested) family of real symmetric matrices of increasing size. When applied to $\mathbf P$, this
results in a monotone sequence of upper bounds converging to the global minimum, which
complements the previous sequence of upper bounds. These two (dual) characterizations
provide convex inner (resp. outer) approximations (by spectrahedra) of the convex cone
of polynomials nonnegative on $\mathbf K$.
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 SIGMAOPT SEMINAR
 Speaker: Dr Jean Lasserre, LAASCNRS, Université de Toulouse
 Title: Sublevel sets of positively homogeneous functions and nonGaussian integrals
 Location: Room V205, Mathematics Building (Callaghan Campus) The University of Newcastle
 Access Grid Venue: UNewcastle [ENQUIRIES]
 Time and Date: 3:00 pm, Wed, 11^{th} Apr 2012
 (Rescheduled from 10th April)
 Abstract:
We investigate various properties of the sublevel set $\{x : g(x) \leq 1\}$ and the integration of $h$ on this sublevel set when $g$ and $h$ are positively homogeneous functions. For instance, the latter integral reduces to integrating $h\exp( g)$ on the whole space $\mathbb{R}^n$ (a nonGaussian integral) and when $g$ is a polynomial, then the volume of the sublevel set is a convex function of its coefficients.
In fact, whenever $h$ is nonnegative, the functional $\int \phi(g)h dx$ is a convex function of $g$ for a large class of functions $\phi:\mathbb{R}_{+} \to \mathbb{R}$. We also provide a numerical approximation scheme to compute the volume or integrate $h$ (or, equivalently, to approximate the associated nonGaussian integral). We also show that finding the sublevel set $\{x : g(x) \leq 1\}$ of minimum volume that contains some given subset $K$ is a (hard) convex optimization problem for which we also propose two convergent numerical schemes. Finally, we provide a Gaussianlike property of nonGaussian integrals for homogeneous polynomials that are sums of squares and critical points of a specific function.
 [Permanent link]
