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Journal Article

GloptiPoly: Global optimization over polynomials with Matlab and SeDuMi

Henrion Didier, Lasserre J.-B.

: ACM Transactions on Mathematical Software, p. 165-194

: CEZ:AV0Z1075907

: ME 496, GA MŠk

: polynomial programming, semidefinite programming, linear matrix inequality

(eng): GloptiPoly is a Matlab/SeDuMi add-on to build and solve convex linear matrix inequality relaxations of the (generally nonconvex) global optimization problem of miminizing a multivariable polynomial function subject to polynomial inequality, equality or integer constraints. It generates a series of lower bounds monotonically converging to the global optimum without any problem splitting. Global optimality is detected and isolated optimal solutions are extracted automatically.

: 09I

: BC