Solving moment problems by dimensional extension

We present a solution to the real multidimensional rational K-moment problem, where K is defined by finitely many polynomial inequalities. More precisely, let S be a finite set of real polynomials in X=(X_1,...,X_n) such that the corresponding basic closed semialgebraic set K_S is nonempty. Let E=D^{-1}R[X] be a localization of the real polynomial algebra, and T_S^E the preordering on E generated by S. We show that every linear functional L on E that is nonnegative on T_S^E i...

These are ten lectures on the moment problem delivered by the author at the Vietnam Institute of Advanced Studies in Mathematics, Hanoi, March 2019. The first 3 lectures are about the one-dimensional full and truncated moment problem. The next 4 lectures deal with the multidimensional full moment problem with particular emphasis on the interactions with real algebraic geometry and polynomial optimization. The final 3 lectures are devoted to the truncated multidimensional mome...

Let $K_f$ be a closed semi-algebraic set in $\dR^d$ such that there exist bounded real polynomials $h_1,{...},h_n$ on $K_f$. It is proved that the moment problem for $K_f$ is solvable provided it is for all sets $K_f\cap C_\lambda$, where $C_\lambda=\{x:h_1(x)=\lambda_1,{...},h_n(x)=\lambda_n\}$ and $\inf\{h_j(x); x\in K_f\}\le\lambda_j\le\sup\{h_j(x);x\in K_f\}$. New classes of non-compact closed semi-algebraic sets $K_f$ are found for which the moment problem is solvable. ...

This manuscript transfers the main aspects of Prony's method from finitely-supported measures to the classes of signed or non-negative measures supported on algebraic varieties of any dimension. In particular, we show that the Zariski closure of the support of these measures is determined by finitely many moments and can be computed from the kernel of certain moment matrices.

A long series of previous papers have been devoted to the (one-dimensional) moment problem with nonnegative rational measure. The rationality assumption is a complexity constraint motivated by applications where a parameterization of the solution set in terms of a bounded finite number of parameters is required. In this paper we provide a complete solution of the multidimensional moment problem with a complexity constraint also allowing for solutions that require a singular m...

Given a closed (and non necessarily compact) basic semi-algebraic set $K\subseteq R^n$, we solve the $K$-moment problem for continuous linear functionals. Namely, we introduce a weighted $\ell_1$-norm $\ell_w$ on $R[x]$, and show that the $\ell_w$-closures of the preordering $P$ and quadratic module $Q$ (associated with the generators of $K$) is the cone $psd(K)$ of polynomials nonnegative on $K$. We also prove that $P$ an $Q$ solve the $K$-moment problem for $\ell_w$-continu...

The truncated moment problem consists of determining whether a given finitedimensional vector of real numbers y is obtained by integrating a basis of the vector space of polynomials of bounded degree with respect to a non-negative measure on a given set K of a finite-dimensional Euclidean space. This problem has plenty of applications e.g. in optimization, control theory and statistics. When K is a compact semialgebraic set, the duality between the cone of moments of non-nega...

The paper is a sequel to the paper "Application of localization to the multivariate moment problem" by the same author. A new criterion is presented for a positive semidefinite linear functional on the real polynomial algebra to correspond to a positive Borel measure on real n-space. The criterion is stronger than Nussbaum's criterion and is similar in nature to a criterion of Schmudgen. It is also explained how the criterion allows one to understand the support of the associ...

Using elementary duality properties of positive semidefinite moment matrices and polynomial sum-of-squares decompositions, we prove that the convex hull of rationally parameterized algebraic varieties is semidefinite representable (that is, it can be represented as a projection of an affine section of the cone of positive semidefinite matrices) in the case of (a) curves; (b) hypersurfaces parameterized by quadratics; and (c) hypersurfaces parameterized by bivariate quartics; ...

This article describes a method to compute successive convex approximations of the convex hull of a set of points in R^n that are the solutions to a system of polynomial equations over the reals. The method relies on sums of squares of polynomials and the dual theory of moment matrices. The main feature of the technique is that all computations are done modulo the ideal generated by the polynomials defining the set to the convexified. This work was motivated by questions rais...