Description: GloptiPoly is a MATLAB/SeDuMi add-on to build and solve convex linear matrix inequality (LMI) relaxations of the (generally non-convex) global optimization problem of minimizing a multivariable
polynomial function subject to polynomial inequality, equality or integer constraints.
The software generates a series of lower bounds monotonically converging to the global optimum. Global optimality is detected and isolated optimal solutions are extracted automatically. Numerical
experiments show that for most of the small- and medium-scale problems described in the literature, the global optimum is reached at low computational cost.
Potential applications of GloptiPoly include resolution of polynomial systems of equations, minimum-distance problems, non-convex quadratic programming problems, combinatorial optimization,
dynamic system robustness analysis or non-linear system stability analysis. Particular problem instances and application examples are welcome. Please forward your data to email@example.com
See the web page
for more information, a comprehensive user's guide, related research reports and the complete package.
Related: Programming, quadratic, minimumdistance, equations, combinatorial, optimizationdynamic, Analysis, robustness, System, Systems, Resolution, Literature, problems, reached, computational, Include, Applications, costpotential, nonlinear
O/S:BSD, Linux, Solaris, Mac OS X
File Size: 41.0 KB