An Introduction to Polynomial and Semi-Algebraic Optimization

By:

Jean-Bernard Lasserre

Format:

Paperback / softback

Series:

Cambridge Texts in Applied Mathematics

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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.

Author Biography:

Jean Bernard Lasserre is Directeur de Recherche at the LAAS laboratory in Toulouse and a member of the Institute of Mathematics of Toulouse (IMT). In 2009 he received the Lagrange Prize, awarded jointly by the Mathematical Optimization Society (MOS) and the Society for Industrial and Applied Mathematics (SIAM). He is the winner of the 2015 INFORMS Optimization Society Khachiyan Prize, awarded for life-time achievements in the area of optimization.

Release date NZ

February 19th, 2015

Author

Jean-Bernard Lasserre

Audience

Professional & Vocational

Illustrations

Worked examples or Exercises; 5 Halftones, unspecified; 2 Halftones, color; 10 Line drawings, unspecified

Pages

354

Series

Cambridge Texts in Applied Mathematics

Dimensions

152x229x19

ISBN-13

9781107630697

Product ID

22645839

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