GloptiPoly

MATLAB/SeDuMi add-on to build and solve convex LMI relaxations of non-convex global optimization.

GloptiPoly is a MATLAB/SeDuMi add-on to build and solve convex linear matrix inequality (LMI) relaxations of the (generally non-convex) global optimization problem of minimizing a multivariable
polynomial function subject to polynomial inequality, equality or integer constraints.

The software generates a series of lower bounds monotonically converging to the global optimum. Global optimality is detected and isolated optimal solutions are extracted automatically. Numerical
experiments show that for most of the small- and medium-scale problems described in the literature, the global optimum is reached at low computational cost.

Potential applications of GloptiPoly include resolution of polynomial systems of equations, minimum-distance problems, non-convex quadratic programming problems, combinatorial optimization,
dynamic system robustness analysis or non-linear system stability analysis. Particular problem instances and application examples are welcome. Please forward your data to [e-mail]

See the web page

http://www.laas.fr/~henrion/software/gloptipoly

for more information, a comprehensive user's guide, related research reports and the complete package.