The Moment-Sos Hierarchy

Résumé

The Moment-SOS hierarchy initially introduced in optimization in 2000, is based on the theory of the K-moment problem and its dual counterpart, polynomials that are positive on K. It turns out that this methodology can be also applied to solve problems with positivity constraints “f(x) larger than 0 for all x in K” and/or linear constraints on Borel measures. Such problems can be viewed as specific instances of the “Generalized Problem of Moments” (GPM) whose list of important applications in various domains is endless. We describe this methodology and outline some of its applications in various domains.