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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.
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.
| Erscheinungsjahr: | 2009 |
|---|---|
| Fachbereich: | Arithmetik & Algebra |
| Genre: | Importe, Mathematik |
| Rubrik: | Naturwissenschaften & Technik |
| Medium: | Taschenbuch |
| Inhalt: | Kartoniert / Broschiert |
| ISBN-13: | 9781911299738 |
| ISBN-10: | 1911299735 |
| Sprache: | Englisch |
| Einband: | Kartoniert / Broschiert |
| Autor: | Bernard, Lasserre Jean |
| Hersteller: | ICP |
| Verantwortliche Person für die EU: | Libri GmbH, Europaallee 1, D-36244 Bad Hersfeld, gpsr@libri.de |
| Maße: | 229 x 152 x 21 mm |
| Von/Mit: | Lasserre Jean Bernard |
| Erscheinungsdatum: | 02.10.2009 |
| Gewicht: | 0,555 kg |
| Erscheinungsjahr: | 2009 |
|---|---|
| Fachbereich: | Arithmetik & Algebra |
| Genre: | Importe, Mathematik |
| Rubrik: | Naturwissenschaften & Technik |
| Medium: | Taschenbuch |
| Inhalt: | Kartoniert / Broschiert |
| ISBN-13: | 9781911299738 |
| ISBN-10: | 1911299735 |
| Sprache: | Englisch |
| Einband: | Kartoniert / Broschiert |
| Autor: | Bernard, Lasserre Jean |
| Hersteller: | ICP |
| Verantwortliche Person für die EU: | Libri GmbH, Europaallee 1, D-36244 Bad Hersfeld, gpsr@libri.de |
| Maße: | 229 x 152 x 21 mm |
| Von/Mit: | Lasserre Jean Bernard |
| Erscheinungsdatum: | 02.10.2009 |
| Gewicht: | 0,555 kg |
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