GloptiPoly: global optimization over polynomials with Matlab and SeDuMi

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