Abstract

GloptiPoly is a Matlab/SeDuMi add-on to build and solve convex linear matrix inequality relaxations of the (generally nonconvex) global optimization problem of minimizing a multivariable polynomial function subject to polynomial inequality, equality, or integer constraints. It generates a series of lower bounds monotonically converging to the global optimum without any problem splitting. Global optimality is detected and isolated optimal solutions are extracted automatically. Numerical experiments show that for most of the small-scale problems described in the literature, the global optimum is reached at low computational cost.

Keywords

Monotonic functionMathematicsLinear matrix inequalityMathematical optimizationMATLABPolynomialGlobal optimizationInteger (computer science)Multivariable calculusConvex optimizationFunction (biology)Applied mathematicsSeries (stratigraphy)Regular polygonComputer scienceMathematical analysis

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Publication Info

Year
2003
Type
article
Volume
29
Issue
2
Pages
165-194
Citations
376
Access
Closed

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Cite This

Didier Henrion, Jean B. Lasserre (2003). GloptiPoly. ACM Transactions on Mathematical Software , 29 (2) , 165-194. https://doi.org/10.1145/779359.779363

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DOI
10.1145/779359.779363