GloptiPoly 3: moments, optimization and semidefinite programming

Didier Henrion (1) , Jean-Bernard Lasserre (1) , Johan Lofberg (2)

1 LAAS-MAC - Équipe Méthodes et Algorithmes en Commande
2 LIU - Department of Electrical Engineering

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

Domaines: Optimisation et contrôle [math.OC]

Didier Henrion, Jean-Bernard Lasserre, Johan Lofberg. GloptiPoly 3: moments, optimization and semidefinite programming. Optimization Methods and Software, 2009, 24 (4-5), pp. 761-779. ⟨hal-00172442⟩