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Solving semidefinite-quadratic-linear programs using SDPT3. (English) Zbl 1030.90082
Summary: This paper discusses computational experiments with linear optimization problems involving semidefinite, quadratic, and linear cone constraints (SQLPs). Many test problems of this type are solved using a new release of SDPT3, a Matlab implementation of infeasible primal-dual path-following algorithms. The software developed by the authors uses Mehrotra-type predictor-corrector variants of interior-point methods and two types of search directions: the HKM and NT directions. A discussion of implementation details is provided and computational results on problems from the SDPLIB and DIMACS Challenge collections are reported.

MSC:
90C22 Semidefinite programming
90C20 Quadratic programming
90C05 Linear programming
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