Polynomial Optimal Control with GloptiPoly 3.0

January 18, 2007
  • Semidefinite programming
  • 90C22
Joint work by Jean-Bernard Lasserre, Johan Löfberg, Christophe Prieur and Emmanuel Trélat. The new release 3.0 of the Matlab package GloptiPoly is introduced through an application to a class of nonlinear optimal control problems for which the data (differential equations, state and control constraints, cost) are multivariate polynomials. GloptiPoly 3.0 is aimed at solving generalized moment problems. It allows to manipulate several measures and define linear decision problems on their moments. The problems can then be solved numerically with any semidefinite programming solver interfaced with YALMIP.