Moments, Positive Polynomials and Their Applications
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Book Overview Many important applications in global optimization, algebra, probability and statistics, applied mathematics, control theory, financial m...
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.
Book Details Format: Paperback | Pages: 384 | Language: English | Publisher: IMPERIAL COLLEGE PR | ISBN: 1911299735
FormatPaperback
Pages384
LanguageEnglish
ISBN1911299735
EAN9781911299738
PublisherIMPERIAL COLLEGE PR
Publication Date1970-01-01
AccessoriesNo Accessory
ConditionNew
Product TypeQUALITY PAPERBACK BOOKS
Weight1.13 Pounds
Length9.0 Inches
Width6.0 Inches
Height0.79 Inches
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