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SDPT3

swMATH ID: 4009
Software Authors: Toh, K.C.; Todd, M.J.; Tütüncü, R.H.
Description: This software is designed to solve conic programming problems whose constraint cone is a product of semidefinite cones, second-order cones, nonnegative orthants and Euclidean spaces; and whose objective function is the sum of linear functions and log-barrier terms associated with the constraint cones. This includes the special case of determinant maximization problems with linear matrix inequalities. It employs an infeasible primal-dual predictor-corrector path-following method, with either the HKM or the NT search direction. The basic code is written in Matlab, but key subroutines in C are incorporated via Mex files. Routines are provided to read in problems in either SDPA or SeDuMi format. Sparsity and block diagonal structure are exploited. We also exploit low-rank structures in the constraint matrices associated the semidefinite blocks if such structures are explicitly given. To help the users in using our software, we also include some examples to illustrate the coding of problem data for our SQLP solver. Various techniques to improve the efficiency and stability of the algorithm are incorporated. For example, step-lengths associated with semidefinite cones are calculated via the Lanczos method. Numerical experiments show that this general purpose code can solve more than 80
Homepage: http://www.math.nus.edu.sg/~mattohkc/sdpt3.html
Operating Systems: multi platform
Dependencies: Matlab
Related Software: SeDuMi; YALMIP; CVX; SDPA; CSDP; Mosek; Matlab; GloptiPoly; SDPLIB; Sostools; SDPLR; Benchmarks for Optimization Software; PENNON; COL; SparsePOP; SDPNAL+; DIMACS; SDPHA; CPLEX; SDPpack
Referenced in: 698 Publications
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Referenced by 1,116 Authors

35 Toh, Kim Chuan
20 Kojima, Masakazu
13 Boyd, Stephen Poythress
13 Kim, Sunyoung
12 Parrilo, Pablo A.
11 Anjos, Miguel F.
11 de Klerk, Etienne
11 Sun, Defeng
10 Peng, Jiming
9 Fang, Liang
9 Nakata, Kazuhide
9 Terlaky, Tamás
9 Tran Dinh Quoc
8 Fukuda, Mituhiro
8 Yamashita, Makoto
7 Chandrasekaran, Venkat
7 Kanno, Yoshihiro
7 Lasserre, Jean-Bernard
7 Povh, Janez
7 Todd, Michael J.
7 Vandenberghe, Lieven
7 Zhang, Lei-Hong
6 Farhood, Mazen
6 Fujisawa, Katsuki
6 Gillis, Nicolas
6 Hu, ShengLong
6 Klep, Igor
6 Mitchell, John E.
6 Natarajan, Karthik
6 Tütüncü, Reha H.
5 Abou Jaoude, Dany
5 Açıkmeşe, Behçet
5 Dong, Li
5 Dumitrescu, Bogdan Alexandru
5 Fukushima, Masao
5 He, Guoping
5 Henrion, Didier
5 Huang, Zheng-Hai
5 Lu, Zhaosong
5 Luo, Hezhi
5 Sharma, Punit
5 Tang, Jingyong
5 Zhang, Shuzhong
4 Al-Homidan, Suliman S.
4 Cafuta, Kristijan
4 Candès, Emmanuel J.
4 Chatterjee, Debasish
4 Chi, Xiaoni
4 d’Aspremont, Alexandre
4 Engau, Alexander
4 Goldfarb, Donald
4 Hayashi, Shunsuke
4 Jarre, Florian
4 Kuhn, Daniel
4 Li, Lu
4 Lieder, Felix
4 Ling, Aifan
4 Liu, Sanyang
4 Mishra, Prabhat K.
4 Mittelmann, Hans Detlef
4 Monteiro, Renato D. C.
4 Nayak, Rupaj Kumar
4 Peaucelle, Dimitri
4 Pong, Ting Kei
4 Potra, Florian-Alexandru
4 Qi, Houduo
4 Qi, Liqun
4 Rustem, Berc
4 Sadeghzadeh, Arash
4 Sotirov, Renata
4 Sturm, Jos F.
4 Sun, Jie
4 Takeda, Akiko
4 Wang, Li
4 Willsky, Alan Steven
4 Wolkowicz, Henry
4 Ye, Yinyu
4 Yuan, Xiaoming
3 Beck, Amir
3 Bomze, Immanuel M.
3 Borchers, Brian
3 Candogan, Utkan Onur
3 Cevher, Volkan
3 Chen, Xin
3 Chen, Zhongwen
3 Fantuzzi, Giovanni
3 Fonseca, Raquel J.
3 Freund, Robert M.
3 Goulart, Paul J.
3 Ito, Naoki
3 Jin, Zhengfen
3 Kanzow, Christian
3 Kawai, Reiichiro
3 Kobayashi, Kazuhiro
3 Krishnan, Kartik
3 Li, Chengjin
3 Liu, Yong-Jin
3 Luz, Carlos J.
3 Ma, Shiqian
3 Magron, Victor
...and 1,016 more Authors
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Referenced in 179 Serials

52 Computational Optimization and Applications
51 Mathematical Programming. Series A. Series B
47 SIAM Journal on Optimization
30 Automatica
26 Optimization Methods & Software
18 Journal of Optimization Theory and Applications
16 Journal of Global Optimization
15 International Journal of Control
14 Mathematical Programming Computation
11 European Journal of Operational Research
11 Optimization and Engineering
9 The Annals of Statistics
9 Operations Research
8 Systems & Control Letters
8 Numerical Algorithms
8 Linear Algebra and its Applications
8 SIAM Journal on Scientific Computing
8 Optimization Letters
7 SIAM Journal on Matrix Analysis and Applications
7 Mathematical Problems in Engineering
6 Journal of the Franklin Institute
6 Journal of Computational and Applied Mathematics
6 Mathematics of Operations Research
6 Machine Learning
6 International Journal of Robust and Nonlinear Control
5 Applied Mathematics and Computation
5 Operations Research Letters
5 Journal of Scientific Computing
5 Signal Processing
5 Annals of Operations Research
5 European Journal of Control
5 Foundations of Computational Mathematics
5 Journal of Applied Mathematics and Computing
4 International Journal for Numerical Methods in Engineering
4 Applied Numerical Mathematics
4 Optimization
4 Computers & Operations Research
4 Automation and Remote Control
4 Journal of Combinatorial Optimization
4 Asian Journal of Control
3 Discrete Applied Mathematics
3 ACM Transactions on Mathematical Software
3 Journal of Statistical Planning and Inference
3 SIAM Journal on Control and Optimization
3 Japan Journal of Industrial and Applied Mathematics
3 Applications of Mathematics
3 Pattern Recognition
3 SIAM Review
3 Computational Statistics and Data Analysis
3 Applied and Computational Harmonic Analysis
3 Numerical Linear Algebra with Applications
3 Computational and Applied Mathematics
3 INFORMS Journal on Computing
3 Mathematical Methods of Operations Research
3 Journal of Systems Science and Complexity
3 Journal of Machine Learning Research (JMLR)
3 Pacific Journal of Optimization
3 SIAM Journal on Imaging Sciences
2 IMA Journal of Numerical Analysis
2 International Journal of Solids and Structures
2 Journal of Computational Physics
2 Mathematics of Computation
2 Journal of the American Statistical Association
2 Journal of the Operations Research Society of Japan
2 Journal of Pure and Applied Algebra
2 SIAM Journal on Numerical Analysis
2 Journal of Symbolic Computation
2 Discrete & Computational Geometry
2 Asia-Pacific Journal of Operational Research
2 SIAM Journal on Discrete Mathematics
2 MCSS. Mathematics of Control, Signals, and Systems
2 Multidimensional Systems and Signal Processing
2 Applied Mathematical Modelling
2 Journal of Mathematical Imaging and Vision
2 International Journal of Computer Vision
2 Nonlinear Dynamics
2 Abstract and Applied Analysis
2 New Journal of Physics
2 CEJOR. Central European Journal of Operations Research
2 Discrete and Continuous Dynamical Systems. Series B
2 Journal of Applied Mathematics
2 Computational Management Science
2 Journal of Physics A: Mathematical and Theoretical
2 Nonlinear Analysis. Hybrid Systems
2 The Annals of Applied Statistics
2 Numerical Algebra, Control and Optimization
2 Journal of the Operations Research Society of China
2 International Journal of Systems Science. Principles and Applications of Systems and Integration
2 Signals and Communication Technology
2 Princeton Series in Applied Mathematics
1 Bulletin of the Australian Mathematical Society
1 Computers & Mathematics with Applications
1 Computer Methods in Applied Mechanics and Engineering
1 Communications on Pure and Applied Mathematics
1 International Journal of Engineering Science
1 International Journal of Systems Science
1 Journal of Fluid Mechanics
1 Journal of Mathematical Analysis and Applications
1 Journal of Sound and Vibration
1 Mathematical Biosciences
...and 79 more Serials
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Referenced in 40 Fields

528 Operations research, mathematical programming (90-XX)
167 Numerical analysis (65-XX)
116 Systems theory; control (93-XX)
53 Computer science (68-XX)
51 Statistics (62-XX)
39 Calculus of variations and optimal control; optimization (49-XX)
38 Linear and multilinear algebra; matrix theory (15-XX)
27 Information and communication theory, circuits (94-XX)
26 Game theory, economics, finance, and other social and behavioral sciences (91-XX)
20 Combinatorics (05-XX)
19 Mechanics of deformable solids (74-XX)
15 Biology and other natural sciences (92-XX)
11 Convex and discrete geometry (52-XX)
11 Probability theory and stochastic processes (60-XX)
9 Commutative algebra (13-XX)
9 Algebraic geometry (14-XX)
6 Ordinary differential equations (34-XX)
6 Partial differential equations (35-XX)
6 Operator theory (47-XX)
6 Quantum theory (81-XX)
5 General algebraic systems (08-XX)
5 Approximations and expansions (41-XX)
4 Number theory (11-XX)
4 Dynamical systems and ergodic theory (37-XX)
4 Functional analysis (46-XX)
4 Mechanics of particles and systems (70-XX)
3 General and overarching topics; collections (00-XX)
3 Mathematical logic and foundations (03-XX)
3 Harmonic analysis on Euclidean spaces (42-XX)
2 Field theory and polynomials (12-XX)
2 Nonassociative rings and algebras (17-XX)
2 Real functions (26-XX)
2 Manifolds and cell complexes (57-XX)
2 Fluid mechanics (76-XX)
1 Associative rings and algebras (16-XX)
1 Group theory and generalizations (20-XX)
1 Measure and integration (28-XX)
1 Difference and functional equations (39-XX)
1 Geometry (51-XX)
1 Statistical mechanics, structure of matter (82-XX)

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