GloptiPoly 3: moments, optimization and semidefinite programming.

Didier Henrion Jean-Bernard Lasserre Johan Löfberg

Published in: Optim. Methods Softw. (2009)

Keyphrases

semidefinite programming
semidefinite
linear programming
maximum margin
quadratically constrained quadratic
kernel matrix
primal dual
interior point methods
machine learning
cross validation
kernel methods
constrained optimization
convex relaxation