Publications Meetings The Profession Membership Programs Math Samplings Policy & Advocacy In the News About the AMS
|
   
Mobile Device Pairing
Proceedings of the American Mathematical Society
Proceedings of the American Mathematical Society
ISSN 1088-6826(e) ISSN 0002-9939(p)

     

Revisiting two theorems of Curto and Fialkow on moment matrices

Author(s): Monique Laurent
Journal: Proc. Amer. Math. Soc. 133 (2005), 2965-2976.
MSC (2000): Primary 44A30, 13J30, 14P10, 90C22
Posted: May 9, 2005
MathSciNet review: 2159775
Retrieve article in: PDF
This article is available free of charge

Abstract | References | Similar articles | Additional information

Abstract: We revisit two results of Curto and Fialkow on moment matrices. The first result asserts that every sequence $y\in \mathbb{R}^{\mathbb{Z}^n_+}$whose moment matrix $M(y)$ is positive semidefinite and has finite rank $r$ is the sequence of moments of an $r$-atomic nonnegative measure $\mu$on $\mathbb{R}^n$. We give an alternative proof for this result, using algebraic tools (the Nullstellensatz) in place of the functional analytic tools used in the original proof of Curto and Fialkow. An easy observation is the existence of interpolation polynomials at the atoms of the measure $\mu$having degree at most $t$ if the principal submatrix $M_t(y)$of $M(y)$ (indexed by all monomials of degree $\le t$) has full rank $r$. This observation enables us to shortcut the proof of the following result. Consider a basic closed semialgebraic set $F=\{x\in \mathbb{R}^n\mid h_1(x)\ge 0, \ldots,h_m(x)\ge 0\}$, where $h_j\in \mathbb{R}[x_1,\ldots,x_n]$ and $d:=\operatorname{max}_{j=1}^m \lceil \operatorname{deg}(h_j)/2\rceil$. If $M_t(y)$ is positive semidefinite and has a flat extension $M_{t+d}(y)$ such that all localizing matrices $M_{t}(h_j\ast y)$ are positive semidefinite, then $y$ has an atomic representing measure supported by $F$. We also review an application of this result to the problem of minimizing a polynomial over the set $F$.


References:

1.
J. Bochnak, M. Coste, and M.-F. Roy. Géométrie Algébrique Réelle, Springer-Verlag, 1987; Real Algebraic Geometry, Springer-Verlag, 1998. MR 0949442 (90b:14030)

2.
S. Basu, R. Pollack, and M.-F. Roy. Algorithms in Real Algebraic Geometry. Springer, Berlin, 2003. MR 1998147 (2004g:14064)

3.
C. Berg, J.P.R. Christensen, and C.U. Jensen. A remark on the multidimensional moment problem. Math. Ann. 243 (1979), 163-169. MR 0543726 (81e:44008)

4.
C. Berg, J.P.R. Christensen, and P. Ressel. Positive definite functions on Abelian semigroups. Math. Ann. 223 (1976), 253-272. MR 0420150 (54:8165)

5.
C. Berg and P.H. Maserick. Exponentially bounded positive definite functions. Ill. J. Math. 28 (1984), 162-179. MR 0730718 (85i:43012)

6.
D. A. Cox, J. B. Little, and D. O'Shea. Ideals, Varieties, and Algorithms: An Introduction to Computational Algebraic Geometry and Commutative Algebra. 2nd edition, Springer, New York, 1997. MR 1417938 (97h:13024)

7.
D. A. Cox, J. B. Little, and D. O'Shea. Using Algebraic Geometry. Graduate Texts in Mathematics, N. 185, Springer, New York, 1998. MR 1639811 (99h:13033)

8.
R.E. Curto and L.A. Fialkow. Solution of the truncated complex moment problem for flat data. Mem. Amer. Math. Soc. vol. 119, Amer. Math. Soc., Providence, RI, 1996. MR 1303090 (96g:47009)

9.
R.E. Curto and L.A. Fialkow. Flat extensions of positive moment matrices: recursively generated relations. Mem. Amer. Math. Soc. vol. 648, Amer. Math. Soc., Providence, RI, 1998. MR 1445490 (99d:47015)

10.
R.E. Curto and L.A. Fialkow. The truncated complex $K$-moment problem. Trans. Amer. Math. Soc. 352 (2000), 2825-2855. MR 1661305 (2000j:47027)

11.
R.E. Curto and L.A. Fialkow. Solution of the singular quartic moment problem. J. Operator Theory 48 (2002), 315-354. MR 1938799 (2003j:47017)

12.
M. Freedman, L. Lovász, and A. Schrijver. Reflection positivity, rank connectivity and homomorphism of graphs. Preprint, 2004.

13.
B. Fuglede. The multidimensional moment problem. Expo. Math. 1 (1983), 47-65. MR 0693807 (85g:44010)

14.
E.K. Haviland. On the momentum problem for distributions in more than one dimension. Amer. J. Math. 57 (1935), 562-568.

15.
D. Henrion and J.-B. Lasserre. GloptiPoly: Global optimization over polynomials with Matlab and SeDuMi. ACM Trans. Math. Soft. 29 (2003), 165-194. MR 2000881 (2004g:90084)

16.
D. Henrion and J.-B. Lasserre. Detecting global optimality and extracting solutions in GloptiPoly. In Positive Polynomials in Control, D. Henrion and A. Garulli, eds., Lecture Notes on Control and Information Sciences, Vol. 312, Springer Verlag, 2005, 293-311.

17.
H. Landau. Classic background of the moment problem. In Moments in Mathematics, Proceedings of Symposia in Applied Mathematics, vol. 37, pages 1-15, Amer. Math. Soc., Providence, RI, 1987. MR 0921082 (89g:44001)

18.
J.B. Lasserre. Global optimization with polynomials and the problem of moments. SIAM J. Optim. 11 (2001), 796-817. MR 1814045 (2002b:90054)

19.
J.B. Lasserre. An explicit exact SDP relaxation for nonlinear $0-1$ programs. In K. Aardal and A.M.H. Gerards, eds., Lecture Notes in Computer Science 2081 (2001), 293-303. MR 2041934 (2004m:90089)

20.
J.B. Lasserre. Polynomials nonnegative on a grid and discrete representations. Trans. Amer. Math. Soc. 354 (2001), 631-649. MR 1862561 (2002g:90086)

21.
M. Laurent. A comparison of the Sherali-Adams, Lovász-Schrijver and Lasserre relaxations for 0-1 programming. Math. Oper. Res. 28 (2003), 470-496. MR 1997246 (2004e:90073)

22.
M. Laurent. Semidefinite representations for finite varieties. Preprint, 2002. To appear in Mathematical Programming.

23.
R.J. Lindahl and P.H. Maserick. Positive-definite functions on involution semigroups. Duke Math. J. 38 (1971), 771-782. MR 0291826 (45:916)

24.
P.A. Parrilo. Structured semidefinite programs and semialgebraic geometry methods in robustness and optimization. Ph.D. thesis, California Institute of Technology, May 2000.

25.
P.A. Parrilo. Semidefinite programming relaxations for semialgebraic problems. Math. Program., Ser. B 96 (2003), 293-320. MR 1993050 (2004g:90075)

26.
S. Prajna, A. Papachristodoulou, and P.A. Parrilo. SOSTOOLS (Sums of squares optimization toolbox for MATLAB) User's guide. Available at http://control.ee.ethz. ch/ parrilo/sostools/index.html1

27.
M. Putinar. Positive polynomials on compact semi-algebraic sets. Indiana Univ. Math. J. 42 (1993), 969-984. MR 1254128 (95h:47014)

28.
B. Reznick. Some concrete aspects of Hilbert's 17th problem. Contemp. Math. 253 (2000), 251-272, Amer. Math. Soc., Providence, RI, 2000. MR 1747589 (2001i:11042)

29.
K. Schmüdgen. The $K$-moment problem for compact semi-algebraic sets. Math. Ann. 289 (1991), 203-206. MR 1092173 (92b:44011)

30.
M. Schweighofer. An algorithmic approach to Schmüdgen's Positivstellensatz. J. Pure Appl. Algebra 166 (2002), 307-319. MR 1870623 (2002j:14063)

31.
M. Schweighofer. Optimization of polynomials on compact semialgebraic sets. Preprint, 2003. To appear in SIAM Journal on Optimization.


Similar Articles:

Retrieve articles in Proceedings of the American Mathematical Society with MSC (2000): 44A30, 13J30, 14P10, 90C22

Retrieve articles in all Journals with MSC (2000): 44A30, 13J30, 14P10, 90C22


Additional Information:

Monique Laurent
Affiliation: Centrum voor Wiskunde en Informatica, Kruislaan 413, 1098 SJ Amsterdam, The Netherlands
Email: M.Laurent@cwi.nl

DOI: 10.1090/S0002-9939-05-08133-5
PII: S 0002-9939(05)08133-5
Keywords: Moment matrix, positive semidefinite matrix, polynomial ideal, variety, polynomial optimization
Received by editor(s): January 16, 2004
Posted: May 9, 2005
Additional Notes: This work was supported by the Netherlands Organisation for Scientific Research grant NWO 639.032.203
Communicated by: Lance W. Small
Copyright of article: Copyright 2005, American Mathematical Society




AMS and Social Media LinkedIn Facebook Podcasts Twitter YouTube RSS Feeds Blogs Wikipedia