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GloptiPoly - Global Optimization over Polynomials with Matlab and SeDuMi

Didier Henrion (henrion***at***laas.fr)
Jean B. Lasserre (lasserre***at***laas.fr)

Abstract: GloptiPoly is a Matlab/SeDuMi add-on to build and solve convex linear matrix inequality relaxations of the (generally non-convex) global optimization problem of minimizing a multivariable polynomial function subject to polynomial inequality, equality or integer constraints. It generates a series of lower bounds monotonically converging to the global optimum. Numerical experiments show that for most of the small- and medium-scale problems described in the literature, the global optimum is reached at low computational cost.

Keywords:

Category 1: Optimization Software and Modeling Systems (Problem Solving Environments )

Category 2: Global Optimization (Other )

Category 3: Linear, Cone and Semidefinite Programming (Semi-definite Programming )

Citation: LAAS-CNRS Research Report

Download: [PDF]

Entry Submitted: 02/20/2002
Entry Accepted: 02/20/2002
Entry Last Modified: 02/20/2002

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