Moments, Positive Polynomials And Their Applications: 1 - Brossura

Lasserre, Jean Bernard

Brossura

ISBN 10: 1911299735 ISBN 13: 9781911299738

Casa editrice: Icp, 2009

Riassunto

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, standard duality in convex optimization nicely expresses the duality between moments and positive polynomials.In the second part, the methodology is particularized and described in detail for various applications, including global optimization, probability, optimal control, mathematical finance, multivariate integration, etc., and examples are provided for each particular application.

Dettagli dell'edizione

• Editore: Icp
• Data di pubblicazione: 2009
• Lingua: Inglese
• ISBN 10: 1911299735
• ISBN 13: 9781911299738
• Rilegatura: Copertina flessibile
• Numero di pagine: 384
• Contatto del produttore: non disponibile
• Persona responsabile: gpsr@libri.de; gpsr@libri.de; ; Europaallee 1; Bad Hersfeld; 36244; Germania