On Nesterov's Approach to Semi-infinite Programming

被引:0
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作者
Leonid Faybusovich
机构
[1] University of Notre Dame,Department of Mathematics
[2] Notre Dame,undefined
[3] IN 46556-4618,undefined
[4] U.S.A,undefined
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interior-point algorithms; moment problems; semi-infinite programming; semidefinite programming; nonnegative polynomials;
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摘要
We generalize Nesterov's construction for the reduction of various classes of semi-infinite programming problems to the semidefinite programming form. In this way, we are able to consider ‘cones of squares’ of real-valued and matrix-valued functions as rather particular cases of a unifying abstract scheme. We also interpret from this viewpoint some results of M. Krein and A. Nudelman. This provides (in a way which probably has not been anticipated by these authors) a very powerful tool for solving various optimization problems.
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页码:195 / 215
页数:20
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