Speaker: Didier Henrion (LAAS-CNRS Toulouse, France - Czech Academy of
Sciences and Czech Technical University, Prague, Czech Republic)

Title: GloptiPoly 3 - a Matlab package for globally optimizing
polynomial moments

GloptiPoly is a Matlab package to build and solve convex linear matrix
inequality (LMI) relaxations of optimization problems over polynomial
moments. The first version of GloptiPoly, released in February 2002,
allows to solve (generally non-convex) optimization problems with
polynomial objective function and constraints, with detection of
global optimality and automatic extraction of global optimizers, see
http://www.laas.fr/~henrion/software/gloptipoly

In this talk, we present the main features of GloptiPoly version 3,
a major new release of this package: symbolic manipulation of
multivariate polynomials, additional linear constraints on moments,
reductions in the number of variables and size of the LMI relaxations.
Various applications are described: robust and non-linear systems control,
robust optimization, optimization of rational functions, 
performance analysis for stochastic systems in mathematical finance.

Joint work with Jean-Bernard Lasserre, LAAS-CNRS Toulouse, France.

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Didier HENRION  LAAS-CNRS  7 Av Col Roche  31077 TOULOUSE  FR
Tel:+33561336308 Fax:+33561336969 http://www.laas.fr/~henrion
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