0
Your cart

Your cart is empty

Books > Science & Mathematics > Mathematics > Optimization

Buy Now

Moments, Positive Polynomials And Their Applications (Paperback) Loot Price: R1,878
Discovery Miles 18 780
Moments, Positive Polynomials And Their Applications (Paperback): Jean-Bernard Lasserre

Moments, Positive Polynomials And Their Applications (Paperback)

Jean-Bernard Lasserre

Series: Series On Optimization And Its Applications, 1

 (sign in to rate)
Loot Price R1,878 Discovery Miles 18 780 | Repayment Terms: R176 pm x 12*

Bookmark and Share

Expected to ship within 10 - 15 working days

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.

General

Imprint: Imperial College Press
Country of origin: United Kingdom
Series: Series On Optimization And Its Applications, 1
Release date: October 2009
Authors: Jean-Bernard Lasserre
Dimensions: 229 x 152 x 20mm (L x W x T)
Format: Paperback
Pages: 384
ISBN-13: 978-1-911299-73-8
Categories: Books > Science & Mathematics > Mathematics > Optimization > General
Promotions
LSN: 1-911299-73-5
Barcode: 9781911299738

Is the information for this product incomplete, wrong or inappropriate? Let us know about it.

Does this product have an incorrect or missing image? Send us a new image.

Is this product missing categories? Add more categories.

Review This Product

No reviews yet - be the first to create one!

You might also like..

Matroid Theory
James Oxley Hardcover R6,445 Discovery Miles 64 450
BI Statistical Methods - Volume I…
Peter Walley Hardcover R2,831 Discovery Miles 28 310
Transnational Cooperation - An…
Clint Peinhardt, Todd Sandler Hardcover R3,802 Discovery Miles 38 020
The Oxford Handbook of the Economics of…
Yann Bramoulle, Andrea Galeotti, … Hardcover R5,798 Discovery Miles 57 980
Continental Adventures
Charlotte Anne Eaton Paperback R565 Discovery Miles 5 650
Continental Adventures
Charlotte Anne Eaton Paperback R605 Discovery Miles 6 050
Handbook of Experimental Game Theory
C. M. Capra, Rachel T. A. Croson, … Hardcover R6,736 Discovery Miles 67 360
Sparse Polynomial Optimization: Theory…
Victor Magron, Jie Wang Hardcover R2,308 Discovery Miles 23 080
Comparing Fairness - Relative Criteria…
Roger A. McCain Hardcover R3,031 Discovery Miles 30 310
The History and Allure of Interactive…
Mark Kretzschmar, Sara Raffel Hardcover R3,197 Discovery Miles 31 970
Learn Game Theory
Albert Rutherford Hardcover R729 Discovery Miles 7 290
Motion Control: Multi-faceted Movement…
Yoram Baram Hardcover R3,353 Discovery Miles 33 530

See more

Partners