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Optimization Methods and Software Volume 24, 2009 - Issue 4-5: GLOBAL OPTIMIZATION
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Part 2 – Computations and software

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
Pages 761-779 | Received 08 May 2008, Published online: 07 Aug 2009
 
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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.

AMS Subject Classification :

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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