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Moments, Positive Polynomials And Their Applications.
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...
| Clasificación: | Libro Electrónico |
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| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
World Scientific
2009.
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| Temas: | |
| Acceso en línea: | Texto completo |
| Sumario: | 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. |
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| Descripción Física: | 1 online resource (384) |
| ISBN: | 1282760009 9781282760004 9781848164468 1848164467 |