yalmip / YALMIP

MATLAB toolbox for optimization modeling
https://yalmip.github.io/
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Pseudo-Expectations in duals of SOS programs should be supported #1311

Closed sarthak-choudhary closed 12 months ago

sarthak-choudhary commented 12 months ago

Problem: As pseudo-distributions are duals of sum-of-squares programs, in many algorithms, it's easy to define the constraints in terms of dual variables i.e. Pseudo-Expectations of primal variables. Therefore, there should be an implementation of pseudo expectation operator in the package which can be helpful for developing many algorithms. You can refer to more details here.

sarthak-choudhary commented 12 months ago

I was trying to implement an SOS algorithm and implemented the pseudo-expectation operator for the package. Please assign this issue to me @johanlofberg.

johanlofberg commented 12 months ago

isn't this just moments https://yalmip.github.io/tutorial/momentrelaxations/ which is the dual of sos