GloptiPoly 3: moments, optimization and semidefinite programming
By Didier Henrion, Jean B. Lasserre, Johan Löfberg. Optim. Methods Softw., 2007
612 citations recorded by the source corpus.
We describe a major update of our Matlab freeware GloptiPoly for parsing generalized problems of moments and solving them numerically with semidefinite programming.
Subfields: Computational Theory and Mathematics, Numerical Analysis
View Paper: https://www.semanticscholar.org/paper/9ddc7f2df3c78764c4742ed8a87d5ec149f31215
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In Computational Theory and Mathematics
- Cédric Josz
- Heng Yang
- Luca Carlone
- Patrick Panciatici
- V. Tzoumas
- Jean Maeght
- Pasquale Antonante
- Jiawang Nie
In Numerical Analysis
- Cédric Josz
- Heng Yang
- Luca Carlone
- Patrick Panciatici
- V. Tzoumas
- Jean Maeght
- Pasquale Antonante
- Jiawang Nie
Citations in the corpus
- Optimality conditions and finite convergence of Lasserre’s hierarchy (2012, methodology): “A numerical experiment by GloptiPoly 3 [8] verified that f 5 = f min = 0, modulo computer round-off errors.”
- Application of the Moment-SOS Approach to Global Optimization of the OPF Problem (2013, methodology): “1 [37] to compute solutions to a hierarchy of SDP relaxations (26)–(29).”
- Graduated Non-Convexity for Robust Spatial Perception: From Non-Minimal Solvers to Global Outlier Rejection (2019, methodology): “We use the GloptiPoly 3 [52] package in Matlab to solve problem (17) and found that empirically the relaxation is always exact.”