GloptiPoly 3: moments, optimization and semidefinite programming

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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https://hal.archives-ouvertes.fr/hal-00172442
Contributor : Didier Henrion <>
Submitted on : Monday, September 17, 2007 - 11:16:47 AM
Last modification on : Friday, January 10, 2020 - 9:10:08 PM
Long-term archiving on: Friday, April 9, 2010 - 2:16:49 AM

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  • HAL Id : hal-00172442, version 1
  • ARXIV : 0709.2559

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

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