MOMENTS, POSITIVE POLYNOMIALS AND THEIR AP...

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Sprache: Englisch

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Beschreibung

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.

Details

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