• GloptiPoly

  • Referenced in 327 articles [sw04343]
  • important applications in various fields such as optimization, probability, finance, control, signal processing, chemistry, cristallography ... handle moment problems with polynomial data. Many important applications in e.g. optimization, probability, financial economics...
  • SparsePOP

  • Referenced in 66 articles [sw04331]
  • sparse semidefinite programming relaxation of polynomial optimization problems. SparsePOP is a Matlab implementation ... global optimal solution of a polynomial optimization problem (POP) proposed by Waki ... relaxation exploits a sparse structure of polynomials in POPs when applying “a hierarchy ... efficiency of SparsePOP to approximate optimal solutions of POPs is thus increased, and larger-scale...
  • Sostools

  • Referenced in 289 articles [sw00891]
  • optimization programs. SOSTOOLS can be used to specify and solve sum of squares polynomial problems...
  • INTLAB

  • Referenced in 471 articles [sw04004]
  • unconstrained optimization) roots of univariate and multivariate nonlinear equations (simple and clusters) eigenvalue problems (simple ... generalized eigenvalue problems (simple and clusters) quadrature for univariate functions univariate polynomial zeros (simple ... systems of nonlinear equations) Hessians (for global optimization) Taylor series for univariate functions automatic slopes...
  • MINOTAUR

  • Referenced in 28 articles [sw06268]
  • that arise in nonconvex mixed integer optimization problems. The goal is to obtain a formulation ... that cover all multilinear terms in the problem. The approach is combined with additional reformulation ... produce a solver for mixed integer polynomial optimization problems...
  • SMRSOFT

  • Referenced in 38 articles [sw12217]
  • SMRSOFT: a MATLAB toolbox for optimization over polynomials and dynamical systems study via SOS programming ... Matlab toolbox for solving basic optimization problems over polynomials and studying dynamical systems...
  • TSSOS

  • Referenced in 13 articles [sw36859]
  • sparsity. This paper is concerned with polynomial optimization problems. We show how to exploit term ... applied to compute lower bounds for polynomial optimization problems either randomly generated or coming from...
  • MOOD

  • Referenced in 101 articles [sw39744]
  • optimal order detection (MOOD). We investigate an original way to deal with the problems generated ... high-order finite volume methods based on polynomial reconstructions. Multi-dimensional Optimal Order Detection (MOOD...
  • Sparse-BSOS

  • Referenced in 14 articles [sw31772]
  • Comp Optim:87–117, 2017) for polynomial optimization problems. It permits to treat large scale...
  • REPOP

  • Referenced in 5 articles [sw41948]
  • optimal solution of a generic polynomial optimization problem remains a computationally intractable problem. Several studies ... cast the problem as a signomial optimization and solve it using a hierarchy of relative ... this method can tackle problems involving high degree and dimension polynomials. In this paper ... publicly available REPOP toolbox to address polynomial optimization problems using relative entropy relaxations. The toolbox...
  • ROLMIP

  • Referenced in 19 articles [sw21158]
  • designed to work specifically with optimization problems presenting parameter-dependent variables with parameters ... simplex. The variables are assumed to depend polynomially ... parameters, being the polynomials considered to be homogeneous. Such optimization problems arise, for example...
  • Ncpol2sdpa

  • Referenced in 4 articles [sw17564]
  • Ncpol2sdpa -- sparse semidefinite programming relaxations for polynomial optimization problems of noncommuting variables. A hierarchy ... relaxations approximates the global optimum of polynomial optimization problems of noncommuting variables. Generating the relaxation...
  • CompEcon

  • Referenced in 50 articles [sw04789]
  • problems in economics and finance. The library functions include rootfinding and optimization solvers, a integrated ... routines for function approximation using polynomial, splines and other functional families, a set of numerical ... Differential Equations (both initial and boundary value problems), routines for solving discrete and continuous time...
  • SLRA

  • Referenced in 24 articles [sw11262]
  • presents optimization methods and software for the approximate GCD problem of multiple univariate polynomials ... formulations of the problem are solved by the variable projection method. Optimization methods are implemented...
  • BBCPOP

  • Referenced in 6 articles [sw31757]
  • relaxations of a class of polynomial optimization (minimization) problems (POPs) with binary, box and complementarity...
  • MotifCut

  • Referenced in 8 articles [sw35400]
  • finding leading to a convex optimization problem with a polynomial time solution. We build...
  • Algorithm 829

  • Referenced in 60 articles [sw04467]
  • functions for multiextremal multidimensional box-constrained global optimization is presented. Each test class consists ... convex quadratic function systematically distorted by polynomials in order to introduce local minima. To determine ... user defines the following parameters: (i) problem dimension, (ii) number of local minima, (iii) value...
  • RLT-POS

  • Referenced in 3 articles [sw18321]
  • reformulation-linearization technique-based optimization software for solving polynomial programming problems. In this paper ... technique-based open-source optimization software for solving polynomial programming problems (RLT-POS). We present...
  • SPOT

  • Referenced in 6 articles [sw21276]
  • handling elementary polynomial operations, a special class mssprog for defining convex optimization problems...
  • ORBIT

  • Referenced in 39 articles [sw20552]
  • derivative-free algorithm, ORBIT, for unconstrained local optimization of computationally expensive functions. A trust-region ... functions using fewer function evaluations than the polynomial models considered by present techniques. Approximation guarantees ... points. We present numerical results on test problems to motivate the use of ORBIT when ... very different application problems, calibration of a watershed model and optimization of a PDE-based...