GloptiPoly 3: moments, optimization and semidefinite programming

2007/09/17 by Didier Henrion, Henrion, Didier, Jean B. Lasserre +5 · 7 citations
Computer Science · Mathematics · #47A57 #90C22 #Advanced Optimization Algorithms Research #FOS: Mathematics #Matrix Theory and Algorithms #Numerical Methods and Algorithms #Optimization and Control (math.OC) #math.OC #msc:47A57 #msc:90C22

paper · pdf · doi:10.48550/arxiv.0709.2559

arxiv created 2007/09/17 · openalex publication_date 2007/09/17 · arxiv updated 2009/12/01 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28

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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