Journal article

The REPOP Toolbox: Tackling Polynomial Optimization Using Relative Entropy Relaxations

O Karaca, G Darivianakis, P Beuchat, A Georghiou, J Lygeros

IFAC-PapersOnLine | Published : 2017

Abstract

Polynomial optimization is an active field of research which can be used in a broad range of applications including the synthesis of control policies for non-linear systems, and solution methods such as approximate dynamic programming. Finding the optimal solution of a generic polynomial optimization problem remains a computationally intractable problem. Several studies in the literature resort to hierarchical schemes that converge to the optimal solution, by employing appropriate convex relaxations of the original problem. In this direction, sum of squares methods have shown to be effective in addressing problems of low degree and dimension, with numerous MATLAB toolboxes allowing for effic..

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