GloptiPoly 3: moments, optimization and semidefinite programming
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Publication:3396396
DOI10.1080/10556780802699201zbMATH Open1178.90277arXiv0709.2559OpenAlexW2090967418MaRDI QIDQ3396396FDOQ3396396
Authors: Johan Löfberg, Didier Henrion, Jean B. Lasserre 
Publication date: 18 September 2009
Published in: Optimization Methods \& Software (Search for Journal in Brave)
Abstract: We describe a major update of our Matlab freeware GloptiPoly for parsing generalized problems of moments and solving them numerically with semidefinite programming.
Full work available at URL: https://arxiv.org/abs/0709.2559
Nonconvex programming, global optimization (90C26) Semidefinite programming (90C22) Moment problems (44A60)
Cited In (only showing first 100 items - show all)
- Signomial and polynomial optimization via relative entropy and partial dualization
- Semidefinite Relaxation Methods for Tensor Absolute Value Equations
- Formal Proofs for Nonlinear Optimization
- Approximations of Countably Infinite Linear Programs over Bounded Measure Spaces
- The maximum tensor complementarity eigenvalues
- A discussion of probability functions and constraints from a variational perspective
- On solving a class of fractional semi-infinite polynomial programming problems
- An approach to constrained polynomial optimization via nonnegative circuit polynomials and geometric programming
- Conic programming: infeasibility certificates and projective geometry
- Degeneracy of the intersection of three quadrics
- Computing geometric measure of entanglement for symmetric pure states via the Jacobian SDP relaxation technique
- A complete semidefinite algorithm for detecting copositive matrices and tensors
- Alternating direction method of multipliers for real and complex polynomial optimization models
- Successive Rank-One Approximations for Nearly Orthogonally Decomposable Symmetric Tensors
- A new bounded degree hierarchy with SOCP relaxations for global polynomial optimization and conic convex semi-algebraic programs
- (Sub-)differentiability of probability functions with elliptical distributions
- Set-completely-positive representations and cuts for the max-cut polytope and the unit modulus lifting
- Semidefinite programming for chance constrained optimization over semialgebraic sets
- Handelman's Positivstellensatz for polynomial matrices positive definite on polyhedra
- Real eigenvalues of nonsymmetric tensors
- Tensor maximal correlation problems
- On new classes of nonnegative symmetric tensors
- Constrained trace-optimization of polynomials in freely noncommuting variables
- Deciding robust feasibility and infeasibility using a set containment approach: an application to stationary passive gas network operations
- Test of copositive tensors
- Approximation algorithms for nonnegative polynomial optimization problems over unit spheres
- Gradient formulae for nonlinear probabilistic constraints with non-convex quadratic forms
- Rank-constrained fundamental matrix estimation by polynomial global optimization versus the eight-point algorithm
- Computing generalized Nash equilibria by polynomial programming
- A semidefinite relaxation method for second-order cone tensor eigenvalue complementarity problems
- Convex computation of extremal invariant measures of nonlinear dynamical systems and Markov processes
- Multi-objective convex polynomial optimization and semidefinite programming relaxations
- Completely positive tensor recovery with minimal nuclear value
- Geometric and numerical methods in the contrast imaging problem in nuclear magnetic resonance
- On turnpike and dissipativity properties of continuous-time optimal control problems
- A Semidefinite Relaxation Method for Partially Symmetric Tensor Decomposition
- Semi-definite relaxations for optimal control problems with oscillation and concentration effects
- A semidefinite programming approach for solving multiobjective linear programming
- Minimizing rational functions by exact Jacobian SDP relaxation applicable to finite singularities
- Monotonically positive matrices
- A ``joint + marginal heuristic for 0/1 programs
- Partially positive matrices
- A ``joint+marginal approach in optimization
- Algorithms for the orthographic-\(n\)-point problem
- Hermitian completely positive matrices
- Computing the Hausdorff boundary measure of semialgebraic sets
- Plane-based resection for metric affine cameras
- UTA-poly and UTA-splines: additive value functions with polynomial marginals
- A MAX-CUT formulation of 0/1 programs
- Dual form reduction in the atomic optimization method
- Bilevel polynomial programs and semidefinite relaxation methods
- Greedy approaches to symmetric orthogonal tensor decomposition
- Tight relaxations for polynomial optimization and Lagrange multiplier expressions
- Semidefinite relaxations for semi-infinite polynomial programming
- Approximate optimal designs for multivariate polynomial regression
- A semidefinite method for tensor complementarity problems
- An algorithm for semi-infinite polynomial optimization
- Min-max and robust polynomial optimization
- The tracial moment problem and trace-optimization of polynomials
- The saddle point problem of polynomials
- Nonlinear \(H_\infty\) feedback control with integrator for polynomial discrete-time systems
- Stochastic polynomial optimization
- Minimizing the sum of many rational functions
- Sieve-SDP: a simple facial reduction algorithm to preprocess semidefinite programs
- An efficient DC programming approach for portfolio decision with higher moments
- A polynomial optimization approach to constant rebalanced portfolio selection
- Positive semi-definiteness and sum-of-squares property of fourth order four dimensional Hankel tensors
- Algorithm 950: Ncpol2sdpa -- sparse semidefinite programming relaxations for polynomial optimization problems of noncommuting variables
- Modal occupation measures and LMI relaxations for nonlinear switched systems control
- NCSOStools: a computer algebra system for symbolic and numerical computation with noncommutative polynomials
- Positivity and optimization: beyond polynomials
- Global optimality conditions and optimization methods for constrained polynomial programming problems
- Tensor eigenvalue complementarity problems
- Discriminants and nonnegative polynomials
- Atomic optimization. I: Search space transformation and one-dimensional problems
- Inhomogeneous polynomial optimization over a convex set: an approximation approach
- Optimality conditions and finite convergence of Lasserre's hierarchy
- A semidefinite relaxation algorithm for checking completely positive separable matrices
- Convex underestimators of polynomials
- Lasserre hierarchy for large scale polynomial optimization in real and complex variables
- Nonlinear state feedback control for a class of polynomial nonlinear discrete-time systems with norm-bounded uncertainties: an integrator approach
- A robust unscented transformation for uncertain moments
- On the complexity of computing the handicap of a sufficient matrix
- Gposolver: a Matlab/C++ toolbox for global polynomial optimization
- The \(Z\)-eigenvalues of a symmetric tensor and its application to spectral hypergraph theory.
- Global optimization with spline constraints: a new branch-and-bound method based on B-splines
- Computing the distance between the linear matrix pencil and the completely positive cone
- Convergent semidefinite programming relaxations for global bilevel polynomial optimization problems
- On the implementation and usage of SDPT3 -- a Matlab software package for semidefinite-quadratic-linear programming, version 4.0
- On the synthesis of linear \(H_\infty\) filters for polynomial systems
- The \(\mathcal A\)-truncated \(K\)-moment problem
- A new updating method for the damped mass-spring systems
- Linear optimization with cones of moments and nonnegative polynomials
- A moment approach for entropy solutions to nonlinear hyperbolic PDEs
- Global optimization advances in mixed-integer nonlinear programming, MINLP, and constrained derivative-free optimization, CDFO
- Certifying convergence of Lasserre's hierarchy via flat truncation
- Interiors of completely positive cones
- Copositivity and constrained fractional quadratic problems
- Design of Marx generators as a structured eigenvalue assignment
- Finding largest small polygons with gloptipoly
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