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Jean Bernard Lasserre 著
店铺: 澜瑞外文Lanree图书专营店 出版社: Imperial College Press ISBN:9781848164451 商品编码:1078521286 包装:精装 外文名称:Moments, Positive Poly... 出版时间:2009-10-01 页数:361 正文语种:英语
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图书介绍
☆☆☆☆☆
||
Jean Bernard Lasserre 著
店铺: 澜瑞外文Lanree图书专营店 出版社: Imperial College Press ISBN:9781848164451 商品编码:1078521286 包装:精装 外文名称:Moments, Positive Poly... 出版时间:2009-10-01 页数:361 正文语种:英语
图书基本信息
Moments, Positive Polynomials and Their Applications
作者: Jean-Bernard Lasserre
ISBN13: 9781848164451
类型: 精装(精装书)
语种: 英语(English)
出版日期: 2009-10-01
出版社: Imperial College Press
页数: 361
重量(克): 703
尺寸: 23.114 x 15.494 x 2.286 cm
商品简介
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.Errata(s)ErrataMoments, Positive Polynomials and Their Ap... 电子书 下载 mobi epub pdf txt
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