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GloptiPoly 3: moments, optimization and semidefinite programming.

Authors :
Henrion, Didier
Lasserre, Jean-Bernard
Löfberg, Johan
Source :
Optimization Methods & Software; Aug-Oct2009, Vol. 24 Issue 4/5, p761-779, 19p, 1 Chart
Publication Year :
2009

Abstract

We describe a major update of our Matlab freeware GloptiPoly for parsing generalized problems of moments and solving them numerically with semidefinite programming. [ABSTRACT FROM AUTHOR]

Details

Language :
English
ISSN :
10556788
Volume :
24
Issue :
4/5
Database :
Complementary Index
Journal :
Optimization Methods & Software
Publication Type :
Academic Journal
Accession number :
43607539
Full Text :
https://doi.org/10.1080/10556780802699201