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Using SeDuMi 1. 02, a MATLAB toolbox for optimization over symmetric cones. (English) Zbl 0973.90526
Summary: SeDuMi is an add-on for MATLAB, which lets you solve optimization problems with linear, quadratic and semidefiniteness constraints. It is possible to have complex valued data and variables in SeDuMi. Moreover, large scale optimization problems are solved efficiently, by exploiting sparsity. This paper describes how to work with this toolbox.

MSC:
90C22 Semidefinite programming
90C46 Optimality conditions and duality in mathematical programming
65Y15 Packaged methods for numerical algorithms
Software:
CSDP; Matlab; SDPA; SDPHA; SDPT3; SeDuMi; Sp
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References:
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