GloptiPoly: Global optimization over polynomials with Matlab and SeDuMi
1.
SYSNO ASEP
0411140
Document Type
J - Journal Article
R&D Document Type
Journal Article
Subsidiary J
Ostatní články
Title
GloptiPoly: Global optimization over polynomials with Matlab and SeDuMi
Author(s)
Henrion, Didier (UTIA-B) Lasserre, J.-B. (FR)
Source Title
ACM Transactions on Mathematical Software. - : Association for Computing Machinery
- ISSN 0098-3500
č. 2 (2003), s. 165-194
Number of pages
30 s.
Language
eng - English
Country
US - United States
Keywords
polynomial programming ; semidefinite programming ; linear matrix inequality
Subject RIV
BC - Control Systems Theory
R&D Projects
ME 496 GA MŠMT - Ministry of Education, Youth and Sports (MEYS)
CEZ
AV0Z1075907 - UTIA-B
Annotation
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.
