Cargando…

Moments, positive polynomials and their applications

Many important applications in global optimization, algebra, probability and statistics, applied mathematics, control theory, financial mathematics, inverse problems, etc. can be modeled as a particular instance of the Generalized Moment Problem (GMP) . This book introduces a new general methodology...

Descripción completa

Detalles Bibliográficos
Autor principal: Lasserre, Jean Bernard
Lenguaje:eng
Publicado: World Scientific 2009
Materias:
Acceso en línea:http://cds.cern.ch/record/1701373
Descripción
Sumario:Many important applications in global optimization, algebra, probability and statistics, applied mathematics, control theory, financial mathematics, inverse problems, etc. can be modeled as a particular instance of the Generalized Moment Problem (GMP) . This book introduces a new general methodology to solve the GMP when its data are polynomials and basic semi-algebraic sets. This methodology combines semidefinite programming with recent results from real algebraic geometry to provide a hierarchy of semidefinite relaxations converging to the desired optimal value. Applied on appropriate cones,