Moments, Positive Polynomials and Their Applications

Moments, Positive Polynomials and Their Applications
Author :
Publisher : World Scientific
Total Pages : 384
Release :
ISBN-10 : 9781848164468
ISBN-13 : 1848164467
Rating : 4/5 (68 Downloads)

Book Synopsis Moments, Positive Polynomials and Their Applications by : Jean-Bernard Lasserre

Download or read book Moments, Positive Polynomials and Their Applications written by Jean-Bernard Lasserre and published by World Scientific. This book was released on 2010 with total page 384 pages. Available in PDF, EPUB and Kindle. Book excerpt: 1. The generalized moment problem. 1.1. Formulations. 1.2. Duality theory. 1.3. Computational complexity. 1.4. Summary. 1.5. Exercises. 1.6. Notes and sources -- 2. Positive polynomials. 2.1. Sum of squares representations and semi-definite optimization. 2.2. Nonnegative versus s.o.s. polynomials. 2.3. Representation theorems : univariate case. 2.4. Representation theorems : mutivariate case. 2.5. Polynomials positive on a compact basic semi-algebraic set. 2.6. Polynomials nonnegative on real varieties. 2.7. Representations with sparsity properties. 2.8. Representation of convex polynomials. 2.9. Summary. 2.10. Exercises. 2.11. Notes and sources -- 3. Moments. 3.1. The one-dimensional moment problem. 3.2. The multi-dimensional moment problem. 3.3. The K-moment problem. 3.4. Moment conditions for bounded density. 3.5. Summary. 3.6. Exercises. 3.7. Notes and sources -- 4. Algorithms for moment problems. 4.1. The overall approach. 4.2. Semidefinite relaxations. 4.3. Extraction of solutions. 4.4. Linear relaxations. 4.5. Extensions. 4.6. Exploiting sparsity. 4.7. Summary. 4.8. Exercises. 4.9. Notes and sources. 4.10. Proofs -- 5. Global optimization over polynomials. 5.1. The primal and dual perspectives. 5.2. Unconstrained polynomial optimization. 5.3. Constrained polynomial optimization : semidefinite relaxations. 5.4. Linear programming relaxations. 5.5. Global optimality conditions. 5.6. Convex polynomial programs. 5.7. Discrete optimization. 5.8. Global minimization of a rational function. 5.9. Exploiting symmetry. 5.10. Summary. 5.11. Exercises. 5.12. Notes and sources -- 6. Systems of polynomial equations. 6.1. Introduction. 6.2. Finding a real solution to systems of polynomial equations. 6.3. Finding all complex and/or all real solutions : a unified treatment. 6.4. Summary. 6.5. Exercises. 6.6. Notes and sources -- 7. Applications in probability. 7.1. Upper bounds on measures with moment conditions. 7.2. Measuring basic semi-algebraic sets. 7.3. Measures with given marginals. 7.4. Summary. 7.5. Exercises. 7.6. Notes and sources -- 8. Markov chains applications. 8.1. Bounds on invariant measures. 8.2. Evaluation of ergodic criteria. 8.3. Summary. 8.4. Exercises. 8.5. Notes and sources -- 9. Application in mathematical finance. 9.1. Option pricing with moment information. 9.2. Option pricing with a dynamic model. 9.3. Summary. 9.4. Notes and sources -- 10. Application in control. 10.1. Introduction. 10.2. Weak formulation of optimal control problems. 10.3. Semidefinite relaxations for the OCP. 10.4. Summary. 10.5. Notes and sources -- 11. Convex envelope and representation of convex sets. 11.1. The convex envelope of a rational function. 11.2. Semidefinite representation of convex sets. 11.3. Algebraic certificates of convexity. 11.4. Summary. 11.5. Exercises. 11.6. Notes and sources -- 12. Multivariate integration 12.1. Integration of a rational function. 12.2. Integration of exponentials of polynomials. 12.3. Maximum entropy estimation. 12.4. Summary. 12.5. Exercises. 12.6. Notes and sources -- 13. Min-max problems and Nash equilibria. 13.1. Robust polynomial optimization. 13.2. Minimizing the sup of finitely many rational cunctions. 13.3. Application to Nash equilibria. 13.4. Exercises. 13.5. Notes and sources -- 14. Bounds on linear PDE. 14.1. Linear partial differential equations. 14.2. Notes and sources


Moments, Positive Polynomials and Their Applications Related Books

Moments, Positive Polynomials and Their Applications
Language: en
Pages: 384
Authors: Jean-Bernard Lasserre
Categories: Mathematics
Type: BOOK - Published: 2010 - Publisher: World Scientific

DOWNLOAD EBOOK

1. The generalized moment problem. 1.1. Formulations. 1.2. Duality theory. 1.3. Computational complexity. 1.4. Summary. 1.5. Exercises. 1.6. Notes and sources -
Polynomial Optimization, Moments, and Applications
Language: en
Pages: 274
Authors: Michal Kočvara
Categories: Mathematics
Type: BOOK - Published: 2024-01-28 - Publisher: Springer Nature

DOWNLOAD EBOOK

Polynomial optimization is a fascinating field of study that has revolutionized the way we approach nonlinear problems described by polynomial constraints. The
Semidefinite Optimization and Convex Algebraic Geometry
Language: en
Pages: 487
Authors: Grigoriy Blekherman
Categories: Mathematics
Type: BOOK - Published: 2013-03-21 - Publisher: SIAM

DOWNLOAD EBOOK

An accessible introduction to convex algebraic geometry and semidefinite optimization. For graduate students and researchers in mathematics and computer science
Moment and Polynomial Optimization
Language: en
Pages: 484
Authors: Jiawang Nie
Categories: Mathematics
Type: BOOK - Published: 2023-06-15 - Publisher: SIAM

DOWNLOAD EBOOK

Moment and polynomial optimization is an active research field used to solve difficult questions in many areas, including global optimization, tensor computatio
Handbook on Semidefinite, Conic and Polynomial Optimization
Language: en
Pages: 955
Authors: Miguel F. Anjos
Categories: Business & Economics
Type: BOOK - Published: 2011-11-19 - Publisher: Springer Science & Business Media

DOWNLOAD EBOOK

Semidefinite and conic optimization is a major and thriving research area within the optimization community. Although semidefinite optimization has been studied