OPTIMIZATION PROBLEMS OVER NONNEGATIVE TRIGONOMETRIC POLYNOMIALS WITH INTERPOLATION CONSTRAINTS
Yvan Hachez* Yurii Nesterov*
* CESAME Université catholique de Louvain, Av. Georges Lemaître 4-6, B-1348 Louvain-la-Neuve, Belgium
In this article, optimization problems over the cone of nonnegative trigonometric polynomials are described. We focus on linear constraints on the coefficients that represent interpolation constraints. For these problems, the complexity of solving the dual problem is shown to be almost independent of the number of constraints, provided that an appropriate preprocessing has been done. These results can be extended to other curves of the complex plane (real axis, imaginary axis), to nonnegative matrix polynomials and to interpolation constraints on the derivatives.
Keywords: convex optimisation, nonnegative polynomials, interpolation constraints
Session slot T-Mo-M17: Problem-Specific Algorithms for Optimization Problems in/Area code 2d : Optimal Control

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