Sensenzhl / Nonlinear-Risk-Assessment

Probability of Satisfying Nonlinear Safety Constraints (Moment-SOS SDP formulation in CVX, Yalmip, GloptiPoly)

Nonlinear-Risk-Assessment

Risk = probability (g(x)>=0) where x is a random vector and g(x)>=0 is a nonlinear safety constraint

Example: Probability ( -x(1)^4+0.5*(x(1)^2-x(2)^2)+0.1 >=0 ) where, x1 hase Uniform probability distribution over [0,1] and x2 has Beta(1.3,3) probability distribution over [0,1].

More information: rarnop.mit.edu, Lecture 10: Probabilistic Nonlinear Safety Verification.

1. Nonlinear-Risk-Assessment in CVX (Standard SDP Formulation)

2. Nonlinear-Risk-Assessment in GloptiPoly (moment SDP Formulation)

3. Nonlinear-Risk-Assessment in Yalmip (sum-of-squares (SOS) SDP Formulation)