Semidefinite Relaxations for Lebesgue and Gaussian Measures of Unions of Basic Semialgebraic Sets
Author(s) -
Jean B. Lasserre,
Youssouf Emin
Publication year - 2019
Publication title -
mathematics of operations research
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.619
H-Index - 83
eISSN - 1526-5471
pISSN - 0364-765X
DOI - 10.1287/moor.2018.0980
Subject(s) - mathematics , complement (music) , measure (data warehouse) , monotone polygon , lebesgue measure , sequence (biology) , combinatorics , discrete mathematics , polynomial , lebesgue integration , mathematical analysis , biochemistry , chemistry , genetics , geometry , database , complementation , biology , computer science , gene , phenotype
Given a finite Borel measure μ on Rn and basic semialgebraic sets Ωi⊂Rn, i=1,…,p, we provide a systematic numerical scheme to approximate as closely as desired μ(∪iΩi), when all moments of μ are av...
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