TY - BOOK ID - 77911896 TI - Moments, positive polynomials and their applications AU - Lasserre, Jean-Bernard AU - World Scientific (Firm) PY - 2010 VL - 1 SN - 20411677 SN - 1282760009 9786612760006 1848164467 9781848164468 6612760001 1848164459 9781848164451 PB - London Singapore Imperial College Press Distributed by World Scientific Pub. Co. DB - UniCat KW - Moments method (Statistics) KW - Polynomials. KW - Algebra KW - Method of moments (Statistics) KW - Mathematical statistics KW - Distribution (Probability theory) KW - Geometry, Algebraic KW - Mathematical optimization KW - Moment problems (Mathematics) KW - Polynomials KW - Calculus, Operational KW - Optimization (Mathematics) KW - Optimization techniques KW - Optimization theory KW - Systems optimization KW - Mathematical analysis KW - Maxima and minima KW - Operations research KW - Simulation methods KW - System analysis KW - Algebraic geometry KW - Geometry UR - https://www.unicat.be/uniCat?func=search&query=sysid:77911896 AB - 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 appropriat ER -