GloptiPoly: Global optimization over polynomials with Matlab and SeDuMi

0411140 - UTIA-B 20030127 RIV US eng J - Článek v odborném periodiku
Henrion, Didier - Lasserre, J.-B.
GloptiPoly: Global optimization over polynomials with Matlab and SeDuMi.
ACM Transactions on Mathematical Software. č. 2 (2003), s. 165-194. ISSN 0098-3500. E-ISSN 1557-7295
Grant CEP: GA MŠMT ME 496
Výzkumný záměr: CEZ:AV0Z1075907
Klíčová slova: polynomial programming * semidefinite programming * linear matrix inequality
Kód oboru RIV: BC - Teorie a systémy řízení
Impakt faktor: 0.979, rok: 2003

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.
Trvalý link: http://hdl.handle.net/11104/0131227