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Sturm, Jos F.

Using SeDuMi 1. 02, a MATLAB toolbox for optimization over symmetric cones. (English) Zbl 0973.90526

Optim. Methods Softw. 11-12, No. 1-4, 625-653 (1999).
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.

Cited in 2 Reviews
Cited in 935 Documents

MSC:

90C22 Semidefinite programming
90C46 Optimality conditions and duality in mathematical programming
65Y15 Packaged methods for numerical algorithms

Keywords:

symmetric cone; semidefinite programming; second order cone programming; self-duality; MATLAB; SeDuMi

Software:

SeDuMi; SDPHA; SDPA; SDPT3; Sp; Matlab; CSDP
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\textit{J. F. Sturm}, Optim. Methods Softw. 11--12, No. 1--4, 625--653 (1999; Zbl 0973.90526)
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