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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...
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Lenguaje: | eng |
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World Scientific
2009
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Acceso en línea: | http://cds.cern.ch/record/1701373 |
_version_ | 1780936267084595200 |
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author | Lasserre, Jean Bernard |
author_facet | Lasserre, Jean Bernard |
author_sort | Lasserre, Jean Bernard |
collection | CERN |
description | 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, |
id | cern-1701373 |
institution | Organización Europea para la Investigación Nuclear |
language | eng |
publishDate | 2009 |
publisher | World Scientific |
record_format | invenio |
spelling | cern-17013732021-04-21T21:02:34Zhttp://cds.cern.ch/record/1701373engLasserre, Jean BernardMoments, positive polynomials and their applicationsMathematical Physics and MathematicsMany 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,World Scientificoai:cds.cern.ch:17013732009 |
spellingShingle | Mathematical Physics and Mathematics Lasserre, Jean Bernard Moments, positive polynomials and their applications |
title | Moments, positive polynomials and their applications |
title_full | Moments, positive polynomials and their applications |
title_fullStr | Moments, positive polynomials and their applications |
title_full_unstemmed | Moments, positive polynomials and their applications |
title_short | Moments, positive polynomials and their applications |
title_sort | moments, positive polynomials and their applications |
topic | Mathematical Physics and Mathematics |
url | http://cds.cern.ch/record/1701373 |
work_keys_str_mv | AT lasserrejeanbernard momentspositivepolynomialsandtheirapplications |