Polynomial Optimization Moments And Applications
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| Author | : Jean-Bernard Lasserre |
| Publisher | : World Scientific |
| Total Pages | : 384 |
| Release | : 2010 |
| Genre | : Mathematics |
| ISBN | : 1848164467 |
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
| Author | : Michal Kočvara |
| Publisher | : Springer Nature |
| Total Pages | : 274 |
| Release | : 2024-01-28 |
| Genre | : Mathematics |
| ISBN | : 3031386590 |
Polynomial optimization is a fascinating field of study that has revolutionized the way we approach nonlinear problems described by polynomial constraints. The applications of this field range from production planning processes to transportation, energy consumption, and resource control. This introductory book explores the latest research developments in polynomial optimization, presenting the results of cutting-edge interdisciplinary work conducted by the European network POEMA. For the past four years, experts from various fields, including algebraists, geometers, computer scientists, and industrial actors, have collaborated in this network to create new methods that go beyond traditional paradigms of mathematical optimization. By exploiting new advances in algebra and convex geometry, these innovative approaches have resulted in significant scientific and technological advancements. This book aims to make these exciting developments accessible to a wider audience by gathering high-quality chapters on these hot topics. Aimed at both aspiring and established researchers, as well as industry professionals, this book will be an invaluable resource for anyone interested in polynomial optimization and its potential for real-world applications.
| Author | : Grigoriy Blekherman |
| Publisher | : SIAM |
| Total Pages | : 487 |
| Release | : 2013-03-21 |
| Genre | : Mathematics |
| ISBN | : 1611972280 |
An accessible introduction to convex algebraic geometry and semidefinite optimization. For graduate students and researchers in mathematics and computer science.
| Author | : Miguel F. Anjos |
| Publisher | : Springer Science & Business Media |
| Total Pages | : 955 |
| Release | : 2011-11-19 |
| Genre | : Business & Economics |
| ISBN | : 1461407699 |
Semidefinite and conic optimization is a major and thriving research area within the optimization community. Although semidefinite optimization has been studied (under different names) since at least the 1940s, its importance grew immensely during the 1990s after polynomial-time interior-point methods for linear optimization were extended to solve semidefinite optimization problems. Since the beginning of the 21st century, not only has research into semidefinite and conic optimization continued unabated, but also a fruitful interaction has developed with algebraic geometry through the close connections between semidefinite matrices and polynomial optimization. This has brought about important new results and led to an even higher level of research activity. This Handbook on Semidefinite, Conic and Polynomial Optimization provides the reader with a snapshot of the state-of-the-art in the growing and mutually enriching areas of semidefinite optimization, conic optimization, and polynomial optimization. It contains a compendium of the recent research activity that has taken place in these thrilling areas, and will appeal to doctoral students, young graduates, and experienced researchers alike. The Handbook’s thirty-one chapters are organized into four parts: Theory, covering significant theoretical developments as well as the interactions between conic optimization and polynomial optimization; Algorithms, documenting the directions of current algorithmic development; Software, providing an overview of the state-of-the-art; Applications, dealing with the application areas where semidefinite and conic optimization has made a significant impact in recent years.
| Author | : Tien Son Pham |
| Publisher | : World Scientific |
| Total Pages | : 261 |
| Release | : 2016-12-22 |
| Genre | : Mathematics |
| ISBN | : 1786342235 |
In full generality, minimizing a polynomial function over a closed semi-algebraic set requires complex mathematical equations. This book explains recent developments from singularity theory and semi-algebraic geometry for studying polynomial optimization problems. Classes of generic problems are defined in a simple and elegant manner by using only the two basic (and relatively simple) notions of Newton polyhedron and non-degeneracy conditions associated with a given polynomial optimization problem. These conditions are well known in singularity theory, however, they are rarely considered within the optimization community.Explanations focus on critical points and tangencies of polynomial optimization, Hölderian error bounds for polynomial systems, Frank-Wolfe-type theorem for polynomial programs and well-posedness in polynomial optimization. It then goes on to look at optimization for the different types of polynomials. Through this text graduate students, PhD students and researchers of mathematics will be provided with the knowledge necessary to use semi-algebraic geometry in optimization.
| Author | : Jiawang Nie |
| Publisher | : SIAM |
| Total Pages | : 484 |
| Release | : 2023-06-15 |
| Genre | : Mathematics |
| ISBN | : 1611977606 |
Moment and polynomial optimization is an active research field used to solve difficult questions in many areas, including global optimization, tensor computation, saddle points, Nash equilibrium, and bilevel programs, and it has many applications. The author synthesizes current research and applications, providing a systematic introduction to theory and methods, a comprehensive approach for extracting optimizers and solving truncated moment problems, and a creative methodology for using optimality conditions to construct tight Moment-SOS relaxations. This book is intended for applied mathematicians, engineers, and researchers entering the field. It can be used as a textbook for graduate students in courses on convex optimization, polynomial optimization, and matrix and tensor optimization.
| Author | : Jean Bernard Lasserre |
| Publisher | : Cambridge University Press |
| Total Pages | : 355 |
| Release | : 2015-02-19 |
| Genre | : Mathematics |
| ISBN | : 1107060575 |
The first comprehensive introduction to the powerful moment approach for solving global optimization problems.
| Author | : Thorsten Theobald |
| Publisher | : American Mathematical Society |
| Total Pages | : 312 |
| Release | : 2024-04-18 |
| Genre | : Mathematics |
| ISBN | : 1470476363 |
This book provides a comprehensive and user-friendly exploration of the tremendous recent developments that reveal the connections between real algebraic geometry and optimization, two subjects that were usually taught separately until the beginning of the 21st century. Real algebraic geometry studies the solutions of polynomial equations and polynomial inequalities over the real numbers. Real algebraic problems arise in many applications, including science and engineering, computer vision, robotics, and game theory. Optimization is concerned with minimizing or maximizing a given objective function over a feasible set. Presenting key ideas from classical and modern concepts in real algebraic geometry, this book develops related convex optimization techniques for polynomial optimization. The connection to optimization invites a computational view on real algebraic geometry and opens doors to applications. Intended as an introduction for students of mathematics or related fields at an advanced undergraduate or graduate level, this book serves as a valuable resource for researchers and practitioners. Each chapter is complemented by a collection of beneficial exercises, notes on references, and further reading. As a prerequisite, only some undergraduate algebra is required.
| Author | : Stephen P. Boyd |
| Publisher | : Cambridge University Press |
| Total Pages | : 744 |
| Release | : 2004-03-08 |
| Genre | : Business & Economics |
| ISBN | : 9780521833783 |
Convex optimization problems arise frequently in many different fields. This book provides a comprehensive introduction to the subject, and shows in detail how such problems can be solved numerically with great efficiency. The book begins with the basic elements of convex sets and functions, and then describes various classes of convex optimization problems. Duality and approximation techniques are then covered, as are statistical estimation techniques. Various geometrical problems are then presented, and there is detailed discussion of unconstrained and constrained minimization problems, and interior-point methods. The focus of the book is on recognizing convex optimization problems and then finding the most appropriate technique for solving them. It contains many worked examples and homework exercises and will appeal to students, researchers and practitioners in fields such as engineering, computer science, mathematics, statistics, finance and economics.
| Author | : Themistocles M. Rassias |
| Publisher | : World Scientific |
| Total Pages | : 658 |
| Release | : 1993 |
| Genre | : Mathematics |
| ISBN | : 9789810206147 |
This volume presents an account of some of the most important work that has been done on various research problems in the theory of polynomials of one and several variables and their applications. It is dedicated to P L Chebyshev, a leading Russian mathematician.
