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)
- 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
- An exact Jacobian SDP relaxation for polynomial optimization
- Moments and sums of squares for polynomial optimization and related problems
- An irreducible function basis of isotropic invariants of a third order three-dimensional symmetric tensor
- Regularized robust optimization: the optimal portfolio execution case
- Robust control of uncertain systems: classical results and recent developments
- A bounded degree SOS hierarchy for polynomial optimization
- Introduction to semidefinite, conic and polynomial optimization
- Lower bounds for polynomials with simplex Newton polytopes based on geometric programming
- Positive maps and separable matrices
- A semidefinite approach for truncated \(K\)-moment problems
- Efficient upper and lower bounds for global mixed-integer optimal control
- Three dimensional strongly symmetric circulant tensors
- Modeling probability densities with sums of exponentials via polynomial approximation
- Symmetric tensor nuclear norms
- The \(K\)-moment problem for continuous linear functionals
- Mean squared error minimization for inverse moment problems
- Semidefinite programming and sums of Hermitian squares of noncommutative polynomials
- Semidefinite programming for min-max problems and games
- Approximation algorithms for homogeneous polynomial optimization with quadratic constraints
- Borel measures with a density on a compact semi-algebraic set
- Sparse-BSOS: a bounded degree SOS hierarchy for large scale polynomial optimization with sparsity
- A semidefinite algorithm for completely positive tensor decomposition
- Convergence analysis for Lasserre's measure-based hierarchy of upper bounds for polynomial optimization
- Approximating Pareto curves using semidefinite relaxations
- Properties and methods for finding the best rank-one approximation to higher-order tensors
- A generalization of Löwner-John's ellipsoid theorem
- Convex inner approximations of nonconvex semialgebraic sets applied to fixed-order controller design
- Nonlinear \(H_\infty\) output feedback control with integrator for polynomial discrete-time systems
- Global optimality conditions and optimization methods for polynomial programming problems
- Monomial-wise optimal separable underestimators for mixed-integer polynomial optimization
- 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
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