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Moments, Positive Polynomials And Their Applications
Engelsk Paperback
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Moments, Positive Polynomials And Their Applications
Engelsk Paperback

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Om denne bog

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.

 

Product detaljer
Sprog:
Engelsk
Sider:
384
ISBN-13:
9781911299738
Indbinding:
Paperback
Udgave:
ISBN-10:
1911299735
Kategori:
Udg. Dato:
2 okt 2009
Længde:
0mm
Bredde:
0mm
Højde:
0mm
Forlag:
Imperial College Press
Oplagsdato:
2 okt 2009
Forfatter(e):
Kategori sammenhænge