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A Convex Optimization Approach to Generalized Moment Problems
[chapter]
2003
Control and Modeling of Complex Systems
In this paper we present a universal solution to the generalized moment problem, with a nonclassical complexity constraint. We show that this solution can be obtained by minimizing a strictly convex nonlinear functional. This optimization problem is derived in two different ways. We first derive this intrinsically, in a geometric way, by path integration of a one-form which defines the generalized moment problem. It is observed that this one-form is closed and defined on a convex set, and thus
doi:10.1007/978-1-4612-0023-9_1
fatcat:5ju72tuu2nd65km67bkzq2ufvq