Johan Löfberg

GloptiPoly 3: moments, optimization and semidefinite programming

  • Didier Henrion
  • Jean-Bernard Lasserre
  • Johan Löfberg
    • Categories Global Optimization Theory, Optimization Software and Modeling Systems, Semi-definite Programming

    We describe a major update of our Matlab freeware GloptiPoly for parsing generalized problems of moments and solving them numerically with semidefinite programming. Citation 28 June 2007 Article Download View GloptiPoly 3: moments, optimization and semidefinite programming