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GloptiPoly 1.0

  Date Added: April 15, 2013  |  Visits: 254

GloptiPoly

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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 multivariablepolynomial 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. Numericalexperiments 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 henrion@laas.frSee the web pagehttp://www.laas.fr/~henrion/software/gloptipolyfor more information, a comprehensive user's guide, related research reports and the complete package.

Requirements: No special requirements
Platforms: Matlab
Keyword: Analysis Applications Combinatorial Computational Costpotential Equations Include Literature Minimumdistance Nonlinear Optimizationdynamic Problems Programming Quadratic Reached Resolution Robustness System Systems
Users rating: 0/10

License: Freeware Size: 40.96 KB
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