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This is the Matlab scrpt for the numerical experiments in the paper
Feng Guo and Jie Wang, A Moment-SOS Hierarchy for Robust Polynomial Matrix Inequality
Optimization with SOS-Convexity, arXiv: 2304.12628
The primal and dual relaxations in the paper are implemented and
solved for the RPMIO problem
min_{y\in Y} f(y)
s.t. P(y,x)>=0, \forall x\in X\subset R^n
where Y={y\in R^l : theta_1(y)>=0, \ldots, theta_s(y)>=0}
and X={x\in R^n : G(x)>=0} G(x)\in S[x]^m
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Prerequisites to run the code:
* Yalmip: to implement the relaxations
https://yalmip.github.io/
* Mosek: to solve the resulting SDP relaxations
https://www.mosek.com/
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How to run the code:
e.g., for the problem in Example 5.6:
>> prob = Ex_5_6; %generate the problem data
>> k=3; %set the order of the relaxation
>> RPMIOsolve_primal(prob,3); %solve the primal relaxation
>> RPMIOsolve_dual(prob,3); %solve the dual relaxation
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Problem data files:
Ex_4_14.m: problem in Example 4.14
Ex_4_21.m: problem in Example 4.21
Ex_5_6.m: problem in Example 5.6
Ex_5_8.m: problem in Example 5.8
Instructions to set the problem data are included in each data file
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Numerical results: Matlab worksheets for each example
results_Ex_4_14.pdf
results_Ex_4_21.pdf
results_Ex_5_6.pdf
results_Ex_5_8.pdf
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The script is still at its early stage and rudimentary.
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