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Consistency of Moment Systems

Published online by Cambridge University Press:  20 November 2018

A. S. Lewis
A. S. Lewis*
Affiliation:
Department of Combinatorics and Optimization, University of Waterloo, Waterloo, Ontario, N2L 3G1 e-mail: [email protected]
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Abstract

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An important question in the study of moment problems is to determine when a fixed point in ℝn lies in the moment cone of vectors , with μ a nonnegative measure. In associated optimization problems it is also important to be able to distinguish between the interior and boundary of the moment cone. Recent work of Dachuna-Castelle, Gamboa and Gassiat derived elegant computational characterizations for these problems, and for related questions with an upper bound on μ. Their technique involves a probabilistic interpretation and large deviations theory. In this paper a purely convex analytic approach is used, giving a more direct understanding of the underlying duality, and allowing the relaxation of their assumptions.

Keywords

49A5590C2565K0549B27moment problemconvex analysisdualitymaximum entropypartially finite programconstraint qualification
Type
Research Article
Information
Canadian Journal of Mathematics , Volume 47 , Issue 5 , 01 October 1995 , pp. 995 - 1006
Copyright
Copyright © Canadian Mathematical Society 1995

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