Skip to main content

Analysis of Non Convex Polynomial Programs by the Method of Moments

  • Conference paper
Frontiers in Global Optimization

Part of the book series: Nonconvex Optimization and Its Applications ((NOIA,volume 74))

Abstract

In this work we propose a general procedure for analyzing global minima of arbitrary mathematical programs which is based in probability measures and moments theory. We give a general characterization of global minima of arbitrary programs, and as a particular case, we characterize the global minima of unconstrained one dimensional polynomial programs by using a particular semidefinite program.

This is a preview of subscription content, log in via an institution to check access.

Access this chapter

Subscribe and save

Springer+ Basic
$34.99 /Month
  • Get 10 units per month
  • Download Article/Chapter or eBook
  • 1 Unit = 1 Article or 1 Chapter
  • Cancel anytime
Subscribe now

Buy Now

Chapter
USD 29.95
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
eBook
USD 169.00
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
Softcover Book
USD 219.99
Price excludes VAT (USA)
  • Compact, lightweight edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info
Hardcover Book
USD 219.99
Price excludes VAT (USA)
  • Durable hardcover edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info

Tax calculation will be finalised at checkout

Purchases are for personal use only

Institutional subscriptions

Preview

Unable to display preview. Download preview PDF.

Unable to display preview. Download preview PDF.

Similar content being viewed by others

References

  1. Ben-Tal, A. and A. Nemirovski, Lectures on Modern Convex Optimization, MPS-SIAM, 2001.

    Book  Google Scholar 

  2. Berg, C. et al., A remark on the multidimensional moment problem, Math. Ann. 223, p.163–169, 1979.

    Article  Google Scholar 

  3. Boyd, S. et al., Linear Matrix Inequalities and Control Theory, SIAM, 1994.

    Google Scholar 

  4. Curto, R. and L.A. Fialkow, Recursiveness, positivity and truncated moment problems, Houston Journal of Mathematics, vol. 17, No. 4, 1991.

    MathSciNet  Google Scholar 

  5. Gahinet, P. et al., LMI Control Toolbox User’s Guide, The MathWorks Inc., 1995.

    Google Scholar 

  6. Krein, M.G. and A.A. Nudel’man, The Markov Moment Problem and Extremal Problems, Translations of Mathematical Monographs, vol. 50, AMS, 1977.

    Google Scholar 

  7. Lasserre, J., Semidefinite programming vs 1p relaxations for polynomial programming, Mathematics of Operations Research Journal, vol. 27, No 2, pp. 347–360, 2002.

    Article  MathSciNet  MATH  Google Scholar 

  8. Lasserre, J., Global optimization with polynomials and the problem of moments, SIAM J. Optim., vol 11, No 3, pp. 796–817, 2001.

    Article  MathSciNet  MATH  Google Scholar 

  9. Lasserre, J., New positive semidefinite relaxations for nonconvex quadratic programs, in Advances in Convex Analysis and Global Optimization, Non Convex Optimization and Its Applications Series, vol. 54, Kluwer, 2001.

    Google Scholar 

  10. Meziat, R., The method of moments in global optimization, Journal of Mathematical Sciences, vol 116, No3, pp. 3303–3324, Kluwer, 2003.

    Article  MathSciNet  MATH  Google Scholar 

  11. Meziat, R., P. Pedregal and J.J. Egozcue, From a nonlinear, nonconvex variational problem to a linear, convex formulation, J. Appl. Math. Optm., vol 47, pp. 27–44, Springer Verlag, New York, 2003.

    MathSciNet  Google Scholar 

  12. Meziat, R., P. Pedregal and J.J. Egozcue, The method of moments for non convex variational problems, in Advances in Convex Analysis and Global Optimization, Non Convex Optimization and Its Applications Series, vol. 54, pp. 371–382, Kluwer, 2001.

    Article  MathSciNet  Google Scholar 

  13. Meziat, R., Two dimensional non convex variational problems, to appear in the proceedings of the International Workshop in Control and Optimization, Erice, Italy, 2001.

    Google Scholar 

  14. Nesterov Y., Squared functional systems and optimization problems, in: High Performance Optimization, H. Frenk, K. Roos, T. Terlaky, S. Zhang eds, Kluwer Academic Publishers, Dordrecht, 2000.

    Google Scholar 

  15. Putinar, M., Positive polynomials on compact semi-algebraic sets, Indiana University Mathematics Journal, vol. 42, No. 3, pp. 969–984, 1993.

    Article  MathSciNet  MATH  Google Scholar 

  16. Shoat, J.A. and J.D. Tamarkin, The Problem of Moments, Mathematical Surveys 1, AMS, 1943.

    Google Scholar 

  17. Shor, N.Z., Nondifferentiable Optimization and Polynomial Problems, Kluwer, 1998.

    MATH  Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Editor information

Editors and Affiliations

Rights and permissions

Reprints and permissions

Copyright information

© 2004 Kluwer Academic Publishers

About this paper

Cite this paper

Meziat, R.J. (2004). Analysis of Non Convex Polynomial Programs by the Method of Moments. In: Floudas, C.A., Pardalos, P. (eds) Frontiers in Global Optimization. Nonconvex Optimization and Its Applications, vol 74. Springer, Boston, MA. https://doi.org/10.1007/978-1-4613-0251-3_19

Download citation

  • DOI: https://doi.org/10.1007/978-1-4613-0251-3_19

  • Publisher Name: Springer, Boston, MA

  • Print ISBN: 978-1-4613-7961-4

  • Online ISBN: 978-1-4613-0251-3

  • eBook Packages: Springer Book Archive

Publish with us

Policies and ethics