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Moments, positive polynomials and their applications / Jean Bernard Lasserre (LAAS-CNRS and Institute of Mathematics, University of Toulouse, France)

By: Resource type: Ressourcentyp: BuchBookPublisher number: P665 hcLanguage: English Series: Imperial College Press optimization series ; 1Publisher: London : ICP, Imperial College Press, [2010]Copyright date: © 2010Description: xxi, 361 Seiten ; 24 cmISBN:
  • 1848164459
  • 9781848164451
Subject(s): Additional physical formats: Erscheint auch als: Moments, positive polynomials and their applications. Online-Ausgabe London : Imperial College Press, 2010. 1 Online-Ressource (xxi, 361 p)MSC: MSC: *90-02 | 90C22 | 90C25 | 78M05 | 14P10 | 13P15 | 78M05 | 14P10 | 13P15RVK: RVK: SK 230LOC classification:
  • QA402.5
Summary: "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 coverPPN: PPN: 1621958264
Holdings
Item type Home library Shelving location Call number Status Date due Barcode Item holds
Freihandbestand ausleihbar Fachbibliothek Mathematik Bibliothek / frei aufgestellt Untern.-forsch. / Las Available 36491250090
Total holds: 0

Literaturverzeichnis: Seite 341-358

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