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arXiv 1105.0410math.FA
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截断K-矩问题的半定解法

A Semidefinite Approach for Truncated K-Moment Problems

J. William Helton, Jiawang Nie

摘要:

一个d阶截断矩序列(TMS)是一个向量,它由次数不超过d的单项式索引。设K是一个半代数集,截断K-矩问题(TKMP)是:当一个tms y允许一个正的Borel测度支集时?提出了一种求解TKMP问题的半定规划方法。当K是紧的时,我们得到了如下结果:d次的t_y是否允许K-测度可以通过求解一系列SDP问题来检验;当y不允许K-测度时,给出了一个证明;当y允许K-测度时,在一定的必要条件和充分条件下,通过求解SDP可以得到y的一个表示测度.此外,我们还提出了一个实用的SDP方法来寻找平坦的扩张,在我们的数值实验中,总是找到一个双原子表示措施时,它承认一个。

英文摘要:

A truncated moment sequence (tms) of degree d is a vector indexed by monomials whose degree is at most d. Let K be a semialgebraic set.The truncated K-moment problem (TKMP) is: when does a tms y admit a positive Borel measure supported? This paper proposes a semidefinite programming (SDP) approach for solving TKMP. When K is compact, we get the following results: whether a tms y of degree d admits a K-measure or notcan be checked via solving a sequence of SDP problems; when y admits no K-measure, a certificate will be given; when y admits a K-measure, a representing measure for y would be obtained from solving the SDP under some necessary and some sufficient conditions. Moreover, we also propose a practical SDP method for finding flat extensions, which in our numerical experiments always finds a finitely atomic representing measure for a tms when it admits one.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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