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Moments, positive polynomials and their applications / Jean-Bernard Lasserre.
| Author/creator | Lasserre, Jean-Bernard, 1953- |
| Format | Electronic |
| Publication Info | London : Imperial College Press ; Signapore ; Hackensack, NJ : Distributed by World Scientific Publishing Co., |
| Description | xxi, 361 p. : ill. ; 24 cm. |
| Supplemental Content | Full text available from Ebook Central - Academic Complete |
| Subjects |
| Series | Imperial College Press optimization series, 2041-1677 ; v. 1 |
| Abstract | "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 cover |
| Bibliography note | Includes bibliographical references (p. 341-358) and index. |
| Access restriction | Available only to authorized users. |
| Technical details | Mode of access: World Wide Web |
| Genre/form | Electronic books. |
| LCCN | 2010485247 |
| ISBN | 9781848164451 (cased) |
| ISBN | 1848164459 (cased) |
Availability
| Library | Location | Call Number | Status | Item Actions |
|---|---|---|---|---|
| Electronic Resources | Access Content Online | ✔ Available |