We consider the global minimization of a multivariate polynomial on a semi-algebraic set Ω defined with polynomial inequalities. We then compare two hierarchies of relaxations, namely, LP relaxations ...

The feasible condition for the above problem is established, in this case, the general positive semidefinite solution and its minimum rank are presented. Secondly, applying the result of the above ...

ABSTRACT When interest rate dynamics are described by the Libor market model as in Brace et al (1997), we show how some essential risk-management results can be obtained from the dual of the ...