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
_version_ 1780936267084595200
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