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：
2016-06-05
上传用户：lgnf
