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GloptiPoly 3: moments, optimization and semidefinite programming

Didier Henrion(henrion***at***laas.fr)
Jean Bernard Lasserre(lasserre***at***laas.fr)
Johan Löfberg(johanl***at***isy.liu.se)

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: semidefinite programming; moments; polynomial; optimization

Category 1: Optimization Software and Modeling Systems

Category 2: Linear, Cone and Semidefinite Programming (Semi-definite Programming )

Category 3: Global Optimization (Theory )

Citation: 28 June 2007

Download: [PDF]

Entry Submitted: 09/20/2007
Entry Accepted: 09/20/2007
Entry Last Modified: 09/20/2007

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