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GloptiPoly 3: moments, optimization and semidefinite programming
Authors:
Didier Henrion ab;
Jean-Bernard Lasserre ac;
Johan L
fberg d
fberg d
| Affiliations: | a LAAS-CNRS, University of Toulouse, Toulouse, France |
| b Faculty of Electrical Engineering, Czech Technical University in Prague, Prague, Czech Republic | |
| c Institute of Mathematics, University of Toulouse, Toulouse, France | |
| d Department of Electrical Engineering, Linkping University, Linkping, Sweden |
DOI:
10.1080/10556780802699201
Publication Frequency:
6 issues per year
Published in:
Optimization Methods and Software,
Volume
24,
Issue
4 &
5
August
2009
, pages 761
- 779
First Published:
August
2009
Optimization Methods and Software,
Volume
24,
Issue
4 &
5
August
2009
, pages 761
- 779
Subjects:
Algorithms & Complexity;
Computer Mathematics;
Linear & Nonlinear Optimization;
Operations Research;
Optimization;
SPC/Reliability/Quality Control;
Software Engineering & Systems Development;
Stochastic Models & Processes;
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Abstract
We describe a major update of our Matlab freeware GloptiPoly for parsing generalized problems of moments and solving them numerically with semidefinite programming.
|
| Keywords: moments; polynomials; global optimization; semidefinite programming |
| AMS Subject Classification: 44A60; 90C26; 90C22 |
| view references (14) |
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