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The moment-SOS (sum of squares) hierarchy is a powerful approach for solving globally non-convex polynomial optimization problems (POPs) at the price of solving a family of convex semidefinite optimization problems (called moment-SOS…

Optimization and Control · Mathematics 2025-07-08 Didier Henrion

In this paper we study truncated moment problems for $J$-self-adjoint, $J$-skew-self-adjoint and $J$-unitary operators. Conditions of the solvability are given. Some canonical solutions of the moment problems are constructed. As a…

Functional Analysis · Mathematics 2014-06-17 Sergey M. Zagorodnyuk

We study the truncated two-dimensional moment problem (with rectangular data): to find a non-negative measure $\mu(\delta)$, $\delta\in\mathfrak{B}(\mathbb{R}^2)$, such that $\int_{\mathbb{R}^2} x_1^m x_2^n d\mu = s_{m,n}$, $0\leq m\leq…

Functional Analysis · Mathematics 2017-08-01 Sergey M. Zagorodnyuk

Using standard tools of harmonic analysis, we state and solve the problem of moments for non-negative measures supported on the unit ball of a Sobolev space of multivariate periodic trigonometric functions. We describe outer and inner…

Optimization and Control · Mathematics 2025-07-08 Didier Henrion , Alessandro Rudi

When the algebraic variety associated with a truncated moment sequence is finite, solving the moment problem follows a well-defined procedure. However, moment problems involving infinite algebraic varieties are more complex and less…

Functional Analysis · Mathematics 2024-12-31 Seonguk Yoo , Aljaz Zalar

We consider the problem of finding a (non-negative) measure $\mu$ on $\mathfrak{B}(\mathbb{C}^n)$ such that $\int_{\mathbb{C}^n} \mathbf{z}^{\mathbf{k}} d\mu(\mathbf{z}) = s_{\mathbf{k}}$, $\forall \mathbf{k}\in\mathcal{K}$. Here…

Functional Analysis · Mathematics 2021-02-12 Sergey M. Zagorodnyuk

We consider a generic basic semi-algebraic subset $\mathcal{S}$ of the space of generalized functions, that is a set given by (not necessarily countably many) polynomial constraints. We derive necessary and sufficient conditions for an…

Probability · Mathematics 2017-01-10 Maria Infusino , Tobias Kuna , Aldo Rota

The standard moment-sum-of-squares (SOS) hierarchy is a powerful method for solving global polynomial optimization problems. However, its convergence relies on Putinar's Positivstellensatz, which requires the feasible set to satisfy the…

Optimization and Control · Mathematics 2025-12-08 Didier Henrion

We characterize the existence of the Lebesgue integrable solutions of the truncated problem of moments in several variables on unbounded supports by the existence of some maximum entropy -- type representing densities and discuss a few…

Functional Analysis · Mathematics 2013-01-01 Calin-Grigore Ambrozie

A moment problem is presented for a class of signed measures which are termed pseudo-positive. Our main result says that for every pseudo-positive definite functional (subject to some reasonable restrictions) there exists a representing…

Functional Analysis · Mathematics 2010-06-08 Ognyan Kounchev , Hermann Render

This paper studies the matrix Moment-SOS hierarchy for solving polynomial matrix optimization. Our first result is to show the finite convergence of this hierarchy, if the nondegeneracy condition, strict complementarity condition and second…

Optimization and Control · Mathematics 2026-05-05 Lei Huang , Jiawang Nie

We study truncated moment sequences of distribution mixtures, especially from Gaussian and log-normal distributions and their Carath\'eodory numbers. For $\mathsf{A} = \{a_1,\dots,a_m\}$ continuous (sufficiently differentiable) functions on…

Probability · Mathematics 2019-07-01 Philipp J. di Dio

We study the polynomial optimization problem of minimizing a multihomogeneous polynomial over the product of spheres. This polynomial optimization problem models the tensor optimization problem of finding the best rank one approximation of…

Optimization and Control · Mathematics 2025-12-16 Sami Halaseh , Victor Magron , Mateusz Skomra

We find necessary and sufficient conditions for the existence of a probability measure on $\mathbb{N}_0$, the nonnegative integers, whose first $n$ moments are a given $n$-tuple of nonnegative real numbers. The results, based on finding an…

Probability · Mathematics 2021-08-16 M. Infusino , T. Kuna , J. L. Lebowitz , E. R. Speer

We give a version of the Riesz-Haviland theorem for truncated moments problems, characterizing the existence of the representing measures that are absolutely continuous with respect to the Lebesgue measure. The existence of such…

Functional Analysis · Mathematics 2012-09-04 Calin-Grigore Ambrozie

The moment sum of squares (moment-SOS) hierarchy produces sequences of upper and lower bounds on functionals of the exit time solution of a polynomial stochastic differential equation with polynomial constraints, at the price of solving…

Optimization and Control · Mathematics 2021-01-18 Didier Henrion , Mauricio Junca , Mauricio Velasco

Let $\mathsf{A}=\{a_1,\dots,a_m\}$, $m\in\mathbb{N}$, be measurable functions on a measurable space $(\mathcal{X},\mathfrak{A})$. If $\mu$ is a positive measure on $(\mathcal{X},\mathfrak{A})$ such that $\int a_i d\mu<\infty$ for all $i$,…

Functional Analysis · Mathematics 2018-09-05 Philipp J. di Dio , Konrad Schmüdgen

We present an alternative solution to nonsingular cubic moment problems, using techniques that are expected to be useful for higher-degree truncated moment problems. In particular, we apply the theory of recursively determinate moment…

Functional Analysis · Mathematics 2019-10-22 Raul E. Curto , Seonguk Yoo

The moment-SOS hierarchy is a widely applicable framework to address polynomial optimization problems over basic semi-algebraic sets based on positivity certificates of polynomial. Recent works show that the convergence rate of this…

Optimization and Control · Mathematics 2025-07-02 Hoang Anh Tran , Toh Kim-Chuan

We will consider the indefinite truncated multidimensional moment problem. Necessary and sufficient conditions for a given truncated multisequence to have a signed representing measure $\mu$ with ${\rm card}\,{\rm supp}\, \mu$ as small as…

Functional Analysis · Mathematics 2020-06-17 David P. Kimsey