A semidefinite approach for truncated K-moment problems

DOI10.1007/S10208-012-9132-XzbMATH Open1259.44005arXiv1105.0410OpenAlexW1973836753MaRDI QIDQ1928277FDOQ1928277

Jiawang Nie, J. William Helton

Publication date: 3 January 2013

Published in: Foundations of Computational Mathematics (Search for Journal in Brave)

Abstract: 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.

Full work available at URL: https://arxiv.org/abs/1105.0410

zbMATH Keywords

semidefinite programmingnumerical experimentssum of squaresflat extensionmoment matrixrepresenting measurelocalizing matrixtruncated moment sequencetruncated \(K\)-moment problems

Mathematics Subject Classification ID

Applications of mathematical programming (90C90) Semidefinite programming (90C22) Linear operator methods in interpolation, moment and extension problems (47A57) Moment problems (44A60)

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Cited In (33)

• Semidefinite Relaxation Methods for Tensor Absolute Value Equations
• Separability of Hermitian tensors and PSD decompositions
• The saddle point problem of polynomials
• Sums of Hermitian squares decomposition of non-commutative polynomials in non-symmetric variables using NCSOStools
• The maximum tensor complementarity eigenvalues
• Stochastic polynomial optimization
• Limits of positive flat bivariate moment matrices
• Higher-degree tensor eigenvalue complementarity problems
• The core variety of a multisequence in the truncated moment problem
• Hausdorff distance between convex semialgebraic sets
• Tensor eigenvalue complementarity problems
• Tensor maximal correlation problems
• A semidefinite relaxation method for second-order cone tensor eigenvalue complementarity problems
• Computing the distance between the linear matrix pencil and the completely positive cone
• Tensor \(Z\)-eigenvalue complementarity problems
• The Gauss-Seidel method for generalized Nash equilibrium problems of polynomials
• The \(\mathcal A\)-truncated \(K\)-moment problem
• Symmetric Tensor Nuclear Norms
• Exact Semidefinite Programming Relaxations with Truncated Moment Matrix for Binary Polynomial Optimization Problems
• Linear optimization with cones of moments and nonnegative polynomials
• Monotonically positive matrices
• Certifying convergence of Lasserre's hierarchy via flat truncation
• Interiors of completely positive cones
• Partially positive matrices
• The multivariate eigenvalues of symmetric tensors
• The CP-matrix approximation problem
• A semidefinite relaxation method for second-order cone polynomial complementarity problems
• Estimation of multivariate generalized gamma convolutions through Laguerre expansions
• Semidefinite relaxation method for polynomial optimization with second-order cone complementarity constraints
• Quadratic tensor eigenvalue complementarity problems
• The multidimensional truncated moment problem: Carathéodory numbers from Hilbert functions
• A generalization of Löwner-John's ellipsoid theorem
• A semidefinite method for tensor complementarity problems

Uses Software

• SeDuMi
• GloptiPoly

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