GloptiPoly 3: moments, optimization and semidefinite programming
نویسندگان
چکیده
منابع مشابه
GloptiPoly 3: moments, optimization and semidefinite programming
We describe a major update of our Matlab freeware GloptiPoly for parsing generalized problems of moments and solving them numerically with semidefinite programming. 1 What is GloptiPoly ? Gloptipoly 3 is intended to solve, or at least approximate, the Generalized Problem of Moments (GPM), an infinite-dimensional optimization problem which can be viewed as an extension of the classical problem o...
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ژورنال
عنوان ژورنال: Optimization Methods and Software
سال: 2009
ISSN: 1055-6788,1029-4937
DOI: 10.1080/10556780802699201