Bounds on Linear PDEs via Semidefinite Optimization
Author(s)Bertsimas, Dimitris J.; Caramanis, Constantine
Using recent progress on moment problems, and their connections with semidefinite optimization, we present in this paper a new methodology based on semidefinite optimization, to obtain a hierarchy of upper and lower bounds on both linear and certain nonlinear functionals defined on solutions of linear partial differential equations. We apply the proposed methods to examples of PDEs in one and two dimensions with very encouraging results. We also provide computation evidence that the semidefinite constraints are critically important in improving the quality of the bounds, that is without them the bounds are weak.
High Performance Computation for Engineered Systems (HPCES);
moment problems, semidefinite optimization, linear partial differential equations