Motivated by problems of uncertainty propagation and robust estimation we are interested in computing a polynomial sublevel set of fixed degree and minimum volume that contains a given semialgebraic set K. At this level of generality this problem is not tractable, even though it becomes convex e. g. when restricted to nonnegative homogeneous polynomials. Our contribution is to describe and justify a tractable L-1-norm or trace heuristic for this problem, relying upon hierarchies of linear matrix inequality (LMI) relaxations when K is semialgebraic, and simplifying to linear constraints when K is a collection of samples, a discrete union of points.

Set approximation via minimum-volume polynomial sublevel sets

Dabbene Fabrizio;
2013

Abstract

Motivated by problems of uncertainty propagation and robust estimation we are interested in computing a polynomial sublevel set of fixed degree and minimum volume that contains a given semialgebraic set K. At this level of generality this problem is not tractable, even though it becomes convex e. g. when restricted to nonnegative homogeneous polynomials. Our contribution is to describe and justify a tractable L-1-norm or trace heuristic for this problem, relying upon hierarchies of linear matrix inequality (LMI) relaxations when K is semialgebraic, and simplifying to linear constraints when K is a collection of samples, a discrete union of points.
2013
European Control Conference
1114
1119
6
Nonconvex set approximation
semialgebraic
1
none
Dabbene, Fabrizio; Henrion, Didier
273
info:eu-repo/semantics/conferenceObject
04 Contributo in convegno::04.01 Contributo in Atti di convegno
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/20.500.14243/226447
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