DUAL METHODS FOR THE NUMERICAL SOLUTION OF THE UNIVARIATE POWER MOMENT PROBLEM

The purpose of this paper is twofold. First to present a brief survey of some of the basic results related to the univariate moment problem, including Prekopa's dual approach for solving the discrete moment problem. Second we propose a new method for solving the continuous power moment problem when some higher order divided differences of the objective function are nonnegative. The proposed method combines Prekopa's dual approach for solving the discrete moment problem with a cutting-plane type procedure for solving linear semi-infinite programming problems.

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