This is the first comprehensive introduction to the powerful moment
approach for solving global optimization problems (and some related
problems) described by polynomials (and even semi-algebraic
functions). In particular, the author explains how to use
relatively recent results from real algebraic geometry to provide a
systematic numerical scheme for computing the optimal value and
global minimizers. Indeed, among other things, powerful positivity
certificates from real algebraic geometry allow one to define an
appropriate hierarchy of semidefinite (SOS) relaxations or LP
relaxations whose optimal values converge to the global minimum.
Several extensions to related optimization problems are also
described. Graduate students, engineers and researchers entering
the field can use this book to understand, experiment with and
master this new approach through the simple worked examples
provided.
General
Imprint: |
Cambridge UniversityPress
|
Country of origin: |
United Kingdom |
Series: |
Cambridge Texts in Applied Mathematics |
Release date: |
February 2015 |
Authors: |
Jean-Bernard Lasserre
|
Dimensions: |
229 x 152 x 21mm (L x W x T) |
Format: |
Hardcover
|
Pages: |
354 |
ISBN-13: |
978-1-107-06057-9 |
Categories: |
Books >
Science & Mathematics >
Mathematics >
Optimization >
General
|
LSN: |
1-107-06057-5 |
Barcode: |
9781107060579 |
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