SparsePOP is a Matlab implementation of the sparse semidefinite programming (SDP) relaxation method for approximating a global optimal solution of a polynomial optimization problem (POP) proposed by Waki et al. . The sparse SDP relaxation exploits a sparse structure of polynomials in POPs when applying "a hierarchy of LMI relaxations of increasing dimensions" Lasserre . The efficiency of SparsePOP to approximate optimal solutions of POPs is thus increased, and larger-scale POPs can be handled.
- Global optimization
- Matlab software package
- Polynomial optimization problem
- Semidefinite programming relaxation
- Sums-of-squares optimization