GpoSolver: a Matlab/C++ toolbox for global polynomial optimization. (3rd March 2016)

• Record Type: Journal Article
• Authors: Heller, Jan; Pajdla, Tomas
• Is Part Of: Optimization methods and software. Volume 31:Number 2(2016)
• Page Start: 405
• Page End: 434
• Publication Date: 2016-03-03
• Subjects: global polynomial optimization -- semidefinite programming relaxations -- linear matrixinequalities -- polynomial matrix inequalities; 90C26 -- 90C22; Mathematical optimization -- Periodicals; Algorithms -- Periodicals; 519.7
• DOI: 10.1080/10556788.2015.1121489
• Languages: English
• ISSNs: 1055-6788

Abstract

Abstract : Global polynomial optimization can be a powerful tool when applied to engineering problems. One of the most successful methods for solving such problems is based on convex linear matrix inequality (LMI) relaxations. Software implementations of this approach can be found for example inMatlab toolboxes GloptiPoly and YALMIP.Matlab language makes it very easy when it comes to modelling polynomial problems. However, when using these toolboxes, Matlab is also required for the problem solving. GpoSolver aims at bridging this gap by providing aMatlab -based problem modelling toolbox supplemented by a problem-solving back end in a form of a C++ template library. Once a problem is conveniently modelled and parametrized inMatlab, a C++ class is automatically generated by GpoSolver. This class can be easily included into an existing codebase and used to solve different instances of the problem based on the supplied parameters.