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 of moments. From a theoretical viewpoint, the GPM has developments and impact in various areas of mathematics such as algebra, Fourier analysis, functional analysis, operator theory, probability and statistics, to cite a few. In addition, and despite a rather simple and short formulation, the GPM has a large number of important applications in various fields such as optimization, probability, finance, control, signal processing, chemistry, cristallography, tomography, etc.The present version of GloptiPoly 3 can handle moment problems with polynomial data. Many important applications in e.g. optimization, probability, financial economics and optimal control, can be viewed as particular instances of the GPM, and (possibly after some transformation) of the GPM with polynomial data.The approach is similar to that used in the former version 2 of GloptiPoly. The software allows to build up a hierarchy of semidefinite programming (SDP), or linear matrix inequality (LMI) relaxations of the GPM, whose associated monotone sequence of optimal values converges to the global optimum.

References in zbMATH (referenced in 234 articles , 1 standard article )

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  3. Papp, Dávid; Yildiz, Sercan: Sum-of-squares optimization without semidefinite programming (2019)
  4. Wagner, André: Degeneracy of the intersection of three quadrics (2019)
  5. Aßmann, Denis; Liers, Frauke; Stingl, Michael; Vera, Juan C.: Deciding robust feasibility and infeasibility using a set containment approach: an application to stationary passive gas network operations (2018)
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  8. Chen, Zhongming; Liu, Jinjie; Qi, Liqun; Zheng, Quanshui; Zou, Wennan: An irreducible function basis of isotropic invariants of a third order three-dimensional symmetric tensor (2018)
  9. Deng, Zhibin; Fang, Shu-Cherng; Lu, Cheng; Guo, Xiaoling: A branch-and-cut algorithm using polar cuts for solving nonconvex quadratic programming problems (2018)
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  13. Josz, Cédric; Molzahn, Daniel K.: Lasserre hierarchy for large scale polynomial optimization in real and complex variables (2018)
  14. Lê, Công-Trình; Du, Thị-Hòa-Bình: Handelman’s Positivstellensatz for polynomial matrices positive definite on polyhedra (2018)
  15. Nie, Jiawang; Yang, Zi; Zhang, Xinzhen: A complete semidefinite algorithm for detecting copositive matrices and tensors (2018)
  16. Sobrie, Olivier; Gillis, Nicolas; Mousseau, Vincent; Pirlot, Marc: UTA-poly and UTA-splines: additive value functions with polynomial marginals (2018)
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  20. Zhou, Anwa; Fan, Jinyan: Completely positive tensor recovery with minimal nuclear value (2018)

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