GloptiPoly – Global Optimization over Polynomials withMatlab and SeDuMi

Published: 2002/02/20

Global Optimization, Problem Solving Environments, Semi-definite Programming Short URL: https://optimization-online.org/?p=9210

GloptiPoly is a Matlab/SeDuMi add-on to build and solve convex linear matrix inequality relaxations of the (generally non-convex) global optimization problem of minimizing 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. 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.

GloptiPoly – Global Optimization over Polynomials withMatlab and SeDuMi

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