Introducing INTSOSTOOLS: A SOSTOOLS plug-in for integral inequalities

Giorgio Valmorbida, Antonis Papachristodoulou

Abstract: INTSOSTOOLS is a plug-in for the MATLAB toolbox SOSTOOLS for the formulation of optimization problems with constraints of the form of one-dimensional integral inequalities. For polynomial problem data, semidefinite programming can be used to solve the underlying optimization problems. This paper details a method for checking integral inequalities and shows how to use INTSOSTOOLS to cast optimization problems with integral constraints and linear objective functions. Two examples illustrate the potential of the proposed method and of the developed software.