GloptiPoly – Global Optimization over Polynomials withMatlab and SeDuMi

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.

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LAAS-CNRS Research Report

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