Solution of the Truncated Complex Moment Problem for Flat Data

Solution of the Truncated Complex Moment Problem for Flat Data PDF Author: Raúl E. Curto
Publisher: American Mathematical Soc.
ISBN: 0821804855
Category : Mathematics
Languages : en
Pages : 69

Get Book

Book Description
We introduce a matricial approach to the truncated complex moment problem, and apply it to the case of moment matrices of flat data type, for which the columns corresponding to the homogeneous monomials in [italic]z and [italic]z̄ of highest degree can be written in terms of monomials of lower degree. We discuss the connection between complex moment problems and the subnormal completion problem for 2-variable weighted shifts, and present in detail the construction of solutions for truncated complex moment problems associated with monomials of degrees one and two.

Solution of the Truncated Complex Moment Problem for Flat Data

Solution of the Truncated Complex Moment Problem for Flat Data PDF Author: Raúl E. Curto
Publisher: American Mathematical Soc.
ISBN: 0821804855
Category : Mathematics
Languages : en
Pages : 69

Get Book

Book Description
We introduce a matricial approach to the truncated complex moment problem, and apply it to the case of moment matrices of flat data type, for which the columns corresponding to the homogeneous monomials in [italic]z and [italic]z̄ of highest degree can be written in terms of monomials of lower degree. We discuss the connection between complex moment problems and the subnormal completion problem for 2-variable weighted shifts, and present in detail the construction of solutions for truncated complex moment problems associated with monomials of degrees one and two.

Modern Optimization Modelling Techniques

Modern Optimization Modelling Techniques PDF Author: Roberto Cominetti
Publisher: Springer Science & Business Media
ISBN: 3034802919
Category : Business & Economics
Languages : en
Pages : 265

Get Book

Book Description
The theory of optimization, understood in a broad sense, is the basis of modern applied mathematics, covering a large spectrum of topics from theoretical considerations (structure, stability) to applied operational research and engineering applications. The compiled material of this book puts on display this versatility, by exhibiting the three parallel and complementary components of optimization: theory, algorithms, and practical problems. The book contains an expanded version of three series of lectures delivered by the authors at the CRM in July 2009. The first part is a self-contained course on the general moment problem and its relations with semidefinite programming. The second part is dedicated to the problem of determination of Nash equilibria from an algorithmic viewpoint. The last part presents congestion models for traffic networks and develops modern optimization techniques for finding traffic equilibria based on stochastic optimization and game theory.

Optimization of Polynomials in Non-Commuting Variables

Optimization of Polynomials in Non-Commuting Variables PDF Author: Sabine Burgdorf
Publisher: Springer
ISBN: 3319333380
Category : Mathematics
Languages : en
Pages : 118

Get Book

Book Description
This book presents recent results on positivity and optimization of polynomials in non-commuting variables. Researchers in non-commutative algebraic geometry, control theory, system engineering, optimization, quantum physics and information science will find the unified notation and mixture of algebraic geometry and mathematical programming useful. Theoretical results are matched with algorithmic considerations; several examples and information on how to use NCSOStools open source package to obtain the results provided. Results are presented on detecting the eigenvalue and trace positivity of polynomials in non-commuting variables using Newton chip method and Newton cyclic chip method, relaxations for constrained and unconstrained optimization problems, semidefinite programming formulations of the relaxations and finite convergence of the hierarchies of these relaxations, and the practical efficiency of algorithms.

Nonselfadjoint Operator Algebras, Operator Theory, and Related Topics

Nonselfadjoint Operator Algebras, Operator Theory, and Related Topics PDF Author: H. Bercovicii
Publisher: Birkhäuser
ISBN: 3034887795
Category : Mathematics
Languages : en
Pages : 213

Get Book

Book Description
This volume, dedicated to Carl Pearcy on the occasion of his 60th birthday, presents recent results in operator theory, nonselfadjoint operator algebras, measure theory and the theory of moments. The articles on these subjects have been contributed by leading area experts, many of whom were associated with Carl Pearcy as students or collaborators. The book testifies to his multifaceted interests and includes a biographical sketch and a list of publications.

The Operator Hilbert Space $OH$, Complex Interpolation and Tensor Norms

The Operator Hilbert Space $OH$, Complex Interpolation and Tensor Norms PDF Author: Gilles Pisier
Publisher: American Mathematical Soc.
ISBN: 082180474X
Category : Mathematics
Languages : en
Pages : 119

Get Book

Book Description
In the recently developed duality theory of operator spaces, bounded operators are replaced by 'completely bounded' ones, isomorphism by 'complete isomorphisms' and Banach spaces by 'operator spaces'. This allows for distinguishing between the various ways in which a given Banach space can be embedded isometrically into [italic capital]B([italic capital]H) (with H being Hilbert). One of the main results is the observation that there is a central object in this class: there is a unique self dual Hilbertian operator space (which we denote by [italic capitals]OH) which seems to play the same central role in the category of operator spaces that Hilbert spaces play in the category of Banach spaces.

Hodge Theory in the Sobolev Topology for the de Rham Complex

Hodge Theory in the Sobolev Topology for the de Rham Complex PDF Author: Luigi Fontana
Publisher: American Mathematical Soc.
ISBN: 0821808303
Category : Mathematics
Languages : en
Pages : 114

Get Book

Book Description
In this book, the authors treat the full Hodge theory for the de Rham complex when calculated in the Sobolev topology rather than in the $L2$ topology. The use of the Sobolev topology strikingly alters the problem from the classical setup and gives rise to a new class of elliptic boundary value problems. The study takes place on both the upper half space and on a smoothly bounded domain. It features: a good introduction to elliptic theory, pseudo-differential operators, and boundary value problems; theorems completely explained and proved; and new geometric tools for differential analysis on domains and manifolds.

Handbook on Semidefinite, Conic and Polynomial Optimization

Handbook on Semidefinite, Conic and Polynomial Optimization PDF Author: Miguel F. Anjos
Publisher: Springer Science & Business Media
ISBN: 1461407699
Category : Business & Economics
Languages : en
Pages : 955

Get Book

Book Description
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.

An Introduction to Polynomial and Semi-Algebraic Optimization

An Introduction to Polynomial and Semi-Algebraic Optimization PDF Author: Jean Bernard Lasserre
Publisher: Cambridge University Press
ISBN: 1316240398
Category : Mathematics
Languages : en
Pages : 355

Get Book

Book Description
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.

Emerging Applications of Algebraic Geometry

Emerging Applications of Algebraic Geometry PDF Author: Mihai Putinar
Publisher: Springer Science & Business Media
ISBN: 0387096868
Category : Mathematics
Languages : en
Pages : 382

Get Book

Book Description
Recent advances in both the theory and implementation of computational algebraic geometry have led to new, striking applications to a variety of fields of research. The articles in this volume highlight a range of these applications and provide introductory material for topics covered in the IMA workshops on "Optimization and Control" and "Applications in Biology, Dynamics, and Statistics" held during the IMA year on Applications of Algebraic Geometry. The articles related to optimization and control focus on burgeoning use of semidefinite programming and moment matrix techniques in computational real algebraic geometry. The new direction towards a systematic study of non-commutative real algebraic geometry is well represented in the volume. Other articles provide an overview of the way computational algebra is useful for analysis of contingency tables, reconstruction of phylogenetic trees, and in systems biology. The contributions collected in this volume are accessible to non-experts, self-contained and informative; they quickly move towards cutting edge research in these areas, and provide a wealth of open problems for future research.

Moments, Positive Polynomials And Their Applications

Moments, Positive Polynomials And Their Applications PDF Author: Jean Bernard Lasserre
Publisher: World Scientific
ISBN: 1908978279
Category : Mathematics
Languages : en
Pages : 384

Get Book

Book Description
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.