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GloptiPoly 3: Moments, Optimization and Semidefinite Programming
University of Toulouse, France.
University of Toulouse, France.
Linköping University, Department of Electrical Engineering, Automatic Control. Linköping University, The Institute of Technology.
2009 (English)In: Optimization Methods and Software, ISSN 1055-6788, Vol. 24, no 4-5, 761-779 p.Article in journal (Refereed) Published
Abstract [en]

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

Place, publisher, year, edition, pages
Taylor & Francis, 2009. Vol. 24, no 4-5, 761-779 p.
Keyword [en]
Moments, Polynomials, Global optimization, Semidefinite programming
National Category
Computational Mathematics Control Engineering
URN: urn:nbn:se:liu:diva-19991DOI: 10.1080/10556780802699201OAI: diva2:232440
Available from: 2009-08-24 Created: 2009-08-24 Last updated: 2013-07-22

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Löfberg, Johan
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Automatic ControlThe Institute of Technology
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ReferencesLink to record
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