×

zbMATH — the first resource for mathematics

SDPT3 – a MATLAB software package for semidefinite programming, version 1. 3. (English) Zbl 0997.90060
Authors’ abstract: This software package is a Matlab implementation of infeasible path-following algorithms for solving standard SemiDefinite Programs (SDP). Mehrotra-type predictor-corrector variants are included. Analogous algorithms for the homogeneous formulation of the standard SDP are also implemented. Four types of search directions are available, namely, the AHO, HKM, NT, and GT directions. A few classes of SDP problems are included as well. Numerical results for these classes show that our algorithms are fairly efficient and robust on problems with dimensions of the order of a hundred.

MSC:
90C22 Semidefinite programming
65Y15 Packaged methods for numerical algorithms
65K05 Numerical mathematical programming methods
PDF BibTeX XML Cite
Full Text: DOI
References:
[1] Aasen J. O., On the reduction of a symmetric matrix to tridiagonal form 11 pp 233– (1971) · Zbl 0242.65032
[2] DOI: 10.1137/0805002 · Zbl 0833.90087
[3] DOI: 10.1137/S1052623496304700 · Zbl 0911.65047
[4] Alizadeh F., SDPPACK user’s guide (1997)
[5] Borchers B., A Library of Semidefinite Programming Test Problems · Zbl 0973.90522
[6] Brixius N., Solving semidefinite programming in Mathematica (1996)
[7] Brixius N., SDPHA: A Matlab implementation of homogeneous interior-point algorithms for semidefinite programming (1998) · Zbl 0973.90525
[8] Fujisawa K., Mathematical Programming 79 pp 235– (1997) · Zbl 0953.90043
[9] Fujisawa K., SDPA (semidefinite programming algorithm) – user’s manual
[10] DOI: 10.1137/0806020 · Zbl 0853.65066
[11] de Klerk, E., Roos, C. and Terlaky, T. April 1997. ”Infeasible start, semidefinite programming algorithms via self-dual embeddings”. April, Delft University of Technology. Report 97-10, TWI · Zbl 0905.90155
[12] DOI: 10.1137/S1052623494269035 · Zbl 0872.90098
[13] Luo Z. -Q., Duality and self-duality for conic convex programming
[14] Using MATLAB (1997)
[15] DOI: 10.1137/0802028 · Zbl 0773.90047
[16] DOI: 10.1137/S1052623495293056 · Zbl 0913.65051
[17] DOI: 10.1080/10556789808805691 · Zbl 0904.90118
[18] Saad Y., Iterative Methods for Sparse Linear Systems · Zbl 1002.65042
[19] Sturm J. F., SeDuMi 1.00: Self-dual-minimization. Matlab 5 toolbox for optimization over symmetric cones
[20] DOI: 10.1137/S105262349630060X · Zbl 0913.90217
[21] Toh K. C., Search directions for primal-dual interior point methods in semidefinite programming (1998)
[22] Toh K. C., SIAM J. Matrix Analysis and Applications (1998)
[23] DOI: 10.1137/1038003 · Zbl 0845.65023
[24] Vandenberghe, L. and Boyd, S. November 1994. ”User’s guide to SP: software for semidefinite programming”. November, Information Systems Laboratory, Stanford University. Available via anonymous ftp at isl.stanford.edu in pub/boyd/semidef_prog. Beta version.
[25] DOI: 10.1007/BF02206815 · Zbl 0848.90095
[26] DOI: 10.1287/moor.19.1.53 · Zbl 0799.90087
This reference list is based on information provided by the publisher or from digital mathematics libraries. Its items are heuristically matched to zbMATH identifiers and may contain data conversion errors. It attempts to reflect the references listed in the original paper as accurately as possible without claiming the completeness or perfect precision of the matching.