GloptiPoly 3: moments, optimization and semidefinite programming. 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 [8]. 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. For an account of various methodologies as well as some of potential applications, the interested reader is referred to [1, 2] and the nice collection of papers [5].
标签： optimization semidefinite programming GloptiPoly
上传时间： 2016-06-04
上传用户：lgnf
On the implementation and usage of SDPT3 – a Matlab software package for semidefinite-quadratic-linear programming, version 4.0
标签： semidefinite-quadratic-li implementation software package
上传时间： 2014-11-30
上传用户：ayfeixiao
半定规划，属于凸优化的一种，matlab 实现的源码，适合学习 semidefinite Programming
标签：
上传时间： 2013-11-28
上传用户：ynsnjs
