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; Mosek; Matlab; CSDP; GloptiPoly; SDPLR; Sostools; SDPLIB; SDPNAL+; Benchmarks for Optimization Software; COL; PENNON; Robotics; SparsePOP; CPLEX; DIMACS; SDPHA Cited in: 797 Documents Standard Articles 1 Publication describing the Software, including 1 Publication in zbMATH Year SDPT3 – a MATLAB software package for semidefinite programming, version 1. 3. Zbl 0997.90060Toh, K. C.; Todd, M. J.; Tütüncü, R. H. 1999 all top 5 Cited by 1,295 Authors 38 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 Hu, ShengLong 8 Lasserre, Jean-Bernard 8 Yamashita, Makoto 7 Chandrasekaran, Venkat 7 Gillis, Nicolas 7 Kanno, Yoshihiro 7 Natarajan, Karthik 7 Povh, Janez 7 Todd, Michael J. 7 Vandenberghe, Lieven 7 Zhang, Lei-Hong 6 Açıkmeşe, Behçet 6 Farhood, Mazen 6 Fujisawa, Katsuki 6 Fukushima, Masao 6 Huang, Zheng-Hai 6 Klep, Igor 6 Lee, Jon 6 Mitchell, John E. 6 Okuno, Takayuki 6 Sharma, Punit 6 Sun, Jie 6 Tütüncü, Reha H. 5 Abou Jaoude, Dany 5 Al-Homidan, Suliman S. 5 Dong, Li 5 Dumitrescu, Bogdan Alexandru 5 Hansson, Anders 5 He, Guoping 5 Henrion, Didier 5 Lu, Zhaosong 5 Luo, Hezhi 5 Tang, Jingyong 5 Yuan, Xiaoming 5 Zhang, Shuzhong 4 Cafuta, Kristijan 4 Candès, Emmanuel J. 4 Chatterjee, Debasish 4 Chi, Xiaoni 4 d’Aspremont, Alexandre 4 Engau, Alexander 4 Ferrante, Francesco 4 Goldfarb, Donald 4 Hayashi, Shunsuke 4 Jarre, Florian 4 Kobayashi, Kazuhiro 4 Kuhn, Daniel 4 Li, Guoyin 4 Lieder, Felix 4 Ling, Aifan 4 Liu, Sanyang 4 Liu, Yong-Jin 4 Magron, Victor 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 Singer, Amit 4 Sotirov, Renata 4 Sturm, Jos F. 4 Takeda, Akiko 4 Tsuchiya, Takashi 4 Wang, Guoqiang 4 Wang, Li 4 Willsky, Alan Steven 4 Wolkowicz, Henry 4 Yang, Zai 4 Ye, Yinyu 3 Beck, Amir 3 Bomze, Immanuel M. 3 Borchers, Brian 3 Candogan, Utkan Onur 3 Cevher, Volkan 3 Chen, Xin 3 Chen, Zhongwen 3 Fampa, Marcia Helena C. 3 Fantuzzi, Giovanni 3 Fonseca, Raquel J. 3 Freund, Robert M. 3 Garcia-Salguero, Mercedes ...and 1,195 more Authors all top 5 Cited in 192 Serials 59 Mathematical Programming. Series A. 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Hybrid Systems 3 SIAM Journal on Imaging Sciences 3 Journal of the Operations Research Society of China 2 IMA Journal of Numerical Analysis 2 International Journal of Solids and Structures 2 Journal of Computational Physics 2 Mathematics of Computation 2 Information Sciences 2 Journal of the Operations Research Society of Japan 2 Journal of Pure and Applied Algebra 2 SIAM Journal on Numerical Analysis 2 Optimal Control Applications & Methods 2 Circuits, Systems, and Signal Processing 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 Applied Mathematical Modelling 2 Journal of Mathematical Imaging and Vision 2 International Journal of Computer Vision 2 Advances in Computational Mathematics 2 Nonlinear Dynamics 2 Abstract and Applied Analysis 2 CEJOR. Central European Journal of Operations Research 2 Discrete and Continuous Dynamical Systems. Series B 2 Journal of Applied Mathematics 2 Quantum Information Processing 2 Acta Numerica 2 Computational Management Science 2 The Annals of Applied Statistics 2 Numerical Algebra, Control and Optimization 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 Artificial Intelligence 1 Bulletin of the Australian Mathematical Society ...and 92 more Serials all top 5 Cited in 41 Fields 586 Operations research, mathematical programming (90-XX) 194 Numerical analysis (65-XX) 135 Systems theory; control (93-XX) 64 Computer science (68-XX) 59 Statistics (62-XX) 48 Calculus of variations and optimal control; optimization (49-XX) 42 Linear and multilinear algebra; matrix theory (15-XX) 34 Information and communication theory, circuits (94-XX) 29 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 22 Mechanics of deformable solids (74-XX) 21 Combinatorics (05-XX) 15 Biology and other natural sciences (92-XX) 12 Convex and discrete geometry (52-XX) 11 Probability theory and stochastic processes (60-XX) 10 Commutative algebra (13-XX) 10 Algebraic geometry (14-XX) 9 Quantum theory (81-XX) 8 Approximations and expansions (41-XX) 6 Ordinary differential equations (34-XX) 6 Partial differential equations (35-XX) 6 Dynamical systems and ergodic theory (37-XX) 6 Operator theory (47-XX) 6 Mechanics of particles and systems (70-XX) 5 General algebraic systems (08-XX) 4 Mathematical logic and foundations (03-XX) 4 Number theory (11-XX) 4 Functional analysis (46-XX) 4 Fluid mechanics (76-XX) 3 General and overarching topics; collections (00-XX) 3 Field theory and polynomials (12-XX) 3 Harmonic analysis on Euclidean spaces (42-XX) 2 Nonassociative rings and algebras (17-XX) 2 Real functions (26-XX) 2 Manifolds and cell complexes (57-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 Classical thermodynamics, heat transfer (80-XX) 1 Statistical mechanics, structure of matter (82-XX) Citations by Year