BIRS Workshop Lecture Videos
Semidefinite programming and experiment design Vandenberghe, Lieven
Semidefinite programming (SDP) has important applications in optimization problems that involve moment cones or, by duality, cones of nonnegative polynomials. Examples can be found in statistics, signal processing, control, and non-convex polynomial optimization. The talk will give an introduction to the connections between moment theory and SDP, and discuss SDP algorithms in this context. The focus will be on applications in experiment design.
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