GloptiPoly: Global optimization over polynomials with Matlab and SeDuMi

0411140 - UTIA-B 20030127 RIV US eng J - Journal Article
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
R&D Projects: GA MŠMT ME 496
Institutional research plan: CEZ:AV0Z1075907
Keywords : polynomial programming * semidefinite programming * linear matrix inequality
Subject RIV: BC - Control Systems Theory
Impact factor: 0.979, year: 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.
Permanent Link: http://hdl.handle.net/11104/0131227