GloptiPoly 3: moments, optimization and semidefinite programming

  • Authors:
  • Didier Henrion;Jean-Bernard Lasserre;Johan Lofberg

  • Affiliations:
  • LAAS-CNRS, University of Toulouse, Toulouse, France,Faculty of Electrical Engineering, Czech Technical University in Prague, Prague, Czech Republic;LAAS-CNRS, University of Toulouse, Toulouse, France,Institute of Mathematics, University of Toulouse, Toulouse, France;Department of Electrical Engineering, Linkoping University, Linkoping, Sweden

  • Venue:
  • Optimization Methods & Software - GLOBAL OPTIMIZATION
  • Year:
  • 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.