Jean Bernard La Moments, Positive Polynomials And Their A (Hardback) (UK IMPORT)

Description: Further DetailsTitle: Moments, Positive Polynomials And Their ApplicationsCondition: NewEAN: 9781848164451ISBN: 9781848164451Publisher: Imperial College PressFormat: HardbackRelease Date: 10/02/2009Description: 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.Language: EnglishCountry/Region of Manufacture: GBAuthor: Jean Bernard LasserreGenre: Science Nature & MathBook Series: Series On Optimization And Its ApplicationsRelease Year: 2009 Missing Information?Please contact us if any details are missing and where possible we will add the information to our listing.

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