Moments, Positive Polynomials and Their Applications (Hardcover) (ISBN-13: 9781848164451)

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.

Author: Jean Bernard Lasserre
ISBN-10: 1848164459
ISBN-13: 9781848164451
Publisher: Imperial College Press
Language: English
Published: 10/01/2009
Pages: 384
Format: Hardcover
Weight: 1.55lbs
Size: 9.10h x 6.10w x 0.90d

Review Citation(s):
Reference and Research Bk News 10/01/2011 pg. 219