GloptiPoly 3: moments, optimization and semidefinite programming

Didier Henrion LAAS-CNRS, University of Toulouse, Toulouse, France; Faculty of Electrical Engineering, Czech Technical University in Prague, Prague, Czech RepublicCorrespondence[email protected]

Jean-Bernard Lasserre LAAS-CNRS, University of Toulouse, Toulouse, France; Institute of Mathematics, University of Toulouse, Toulouse, France

Johan Löfberg Department of Electrical Engineering, Linköping University, Linköping, Sweden

Abstract

We describe a major update of our Matlab freeware GloptiPoly for parsing generalized problems of moments and solving them numerically with semidefinite programming.

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Acknowledgements

This work was partly supported by project MOGA No. NT05-3-41612 of ANR (French National Research Agency) and project MSM6840770038 of the Ministry of Education of the Czech Republic.

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GloptiPoly 3: moments, optimization and semidefinite programming

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GloptiPoly 3: moments, optimization and semidefinite programming

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