Semidefinite Programming For Chance Constrained Optimization Over Semialgebraic Sets

Thursday, September 21, 2017 - 4:30pm

Event Calendar Category

LIDS & Stats Tea

Speaker Name

Ashkan Jasour



Building and Room Number

LIDS Lounge


This talk addresses the  “chance constrained problems”, optimization problems with probabilistic constraints, and also "chance optimization" where one aims at maximizing the probability of a set defined by polynomial inequalities. These problems are, in general, nonconvex and computationally hard. With the objective of developing systematic numerical procedures to solve such problems, a sequence of convex relaxations based on the theory of measures and moments and also sum of squares is provided, whose sequence of optimal values is shown to converge to the optimal value of the original problem. Indeed, we provide a sequence of semidefinite programs of increasing dimension which can arbitrarily approximate the solution of the original problem. 


Ashkan Jasour, is a postdoctoral associate at MIT, CSAIL. In 2016, he received his Ph.D. in electrical engineering and Ph.D minor in mathematics from Pennsylvania State University. His research during PhD, focuses on convex relaxations of chance constrained problems in systems and control. His research interests include optimization, control and analysis of dynamical systems, robotics and artificial intelligence.