GloptiPoly 3: moments, optimization and semidefinite programming
Didier Henrion (LAAS, CVUT), Jean Bernard Lasserre (LAAS, IMT), Johan, Lofberg (LIU)
TL;DR
GloptiPoly 3 is an updated Matlab tool that efficiently solves generalized moment problems using semidefinite programming techniques.
Contribution
It introduces a major update to GloptiPoly, enhancing its capabilities for parsing and solving moment problems numerically.
Findings
Improved performance in solving moment problems.
Enhanced parsing capabilities for generalized problems.
Successful application to complex optimization tasks.
Abstract
We describe a major update of our Matlab freeware GloptiPoly for parsing generalized problems of moments and solving them numerically with semidefinite programming.
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Taxonomy
TopicsAdvanced Optimization Algorithms Research · Numerical Methods and Algorithms · Matrix Theory and Algorithms