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Moments, Positive Polynomials and Their Applications
  • Language: en
  • Pages: 384

Moments, Positive Polynomials and Their Applications

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...

An Introduction to Polynomial and Semi-Algebraic Optimization
  • Language: en
  • Pages: 355

An Introduction to Polynomial and Semi-Algebraic Optimization

The first comprehensive introduction to the powerful moment approach for solving global optimization problems.

Handbook on Semidefinite, Conic and Polynomial Optimization
  • Language: en
  • Pages: 955

Handbook on Semidefinite, Conic and Polynomial Optimization

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 importan...

Positive Polynomials in Control
  • Language: en
  • Pages: 332

Positive Polynomials in Control

Positive Polynomials in Control originates from an invited session presented at the IEEE CDC 2003 and gives a comprehensive overview of existing results in this quickly emerging area. This carefully edited book collects important contributions from several fields of control, optimization, and mathematics, in order to show different views and approaches of polynomial positivity. The book is organized in three parts, reflecting the current trends in the area: 1. applications of positive polynomials and LMI optimization to solve various control problems, 2. a mathematical overview of different algebraic techniques used to cope with polynomial positivity, 3. numerical aspects of positivity of polynomials, and recently developed software tools which can be employed to solve the problems discussed in the book.

Markov Chains and Invariant Probabilities
  • Language: en
  • Pages: 213

Markov Chains and Invariant Probabilities

  • Type: Book
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  • Published: 2012-12-06
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  • Publisher: Birkhäuser

This book is about discrete-time, time-homogeneous, Markov chains (Mes) and their ergodic behavior. To this end, most of the material is in fact about stable Mes, by which we mean Mes that admit an invariant probability measure. To state this more precisely and give an overview of the questions we shall be dealing with, we will first introduce some notation and terminology. Let (X,B) be a measurable space, and consider a X-valued Markov chain ~. = {~k' k = 0, 1, ... } with transition probability function (t.pJ.) P(x, B), i.e., P(x, B) := Prob (~k+1 E B I ~k = x) for each x E X, B E B, and k = 0,1, .... The Me ~. is said to be stable if there exists a probability measure (p.m.) /.l on B such that (*) VB EB. /.l(B) = Ix /.l(dx) P(x, B) If (*) holds then /.l is called an invariant p.m. for the Me ~. (or the t.p.f. P).

The Christoffel–Darboux Kernel for Data Analysis
  • Language: en
  • Pages: 185

The Christoffel–Darboux Kernel for Data Analysis

This accessible overview introduces the Christoffel-Darboux kernel as a novel, simple and efficient tool in statistical data analysis.

Modern Optimization Modelling Techniques
  • Language: en
  • Pages: 265

Modern Optimization Modelling Techniques

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.

Linear and Integer Programming Vs Linear Integration and Counting
  • Language: en
  • Pages: 184

Linear and Integer Programming Vs Linear Integration and Counting

  • Type: Book
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  • Published: 2011-03-21
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  • Publisher: Unknown

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Linear and Integer Programming vs Linear Integration and Counting
  • Language: en
  • Pages: 167

Linear and Integer Programming vs Linear Integration and Counting

This book analyzes and compares four closely related problems, namely linear programming, integer programming, linear integration, and linear summation (or counting). The book provides some new insights on duality concepts for integer programs.

Handbook of Markov Decision Processes
  • Language: en
  • Pages: 560

Handbook of Markov Decision Processes

Eugene A. Feinberg Adam Shwartz This volume deals with the theory of Markov Decision Processes (MDPs) and their applications. Each chapter was written by a leading expert in the re spective area. The papers cover major research areas and methodologies, and discuss open questions and future research directions. The papers can be read independently, with the basic notation and concepts ofSection 1.2. Most chap ters should be accessible by graduate or advanced undergraduate students in fields of operations research, electrical engineering, and computer science. 1.1 AN OVERVIEW OF MARKOV DECISION PROCESSES The theory of Markov Decision Processes-also known under several other names including seq...