PENNON swMATH ID: 4336 Software Authors: Kočvara, Michal; Stingl, Michael Description: Pennon: A code for convex nonlinear and semidefinite programming. We introduce a computer program PENNON for the solution of problems of convex nonlinear and semidefinite programming (NLP-SDP). The algorithm used in PENNON is a generalized version of the augmented Lagrangian method, originally introduced by Ben-Tal and Zibulevsky for convex NLP problems. We present generalization of this algorithm to convex NLP-SDP problems, as implemented in PENNON and details of its implementation. The code can also solve second-order conic programming (SOCP) problems, as well as problems with a mixture of SDP, SOCP and NLP constraints. Results of extensive numerical tests and comparison with other optimization codes are presented. The test examples show that PENNON is particularly suitable for large sparse problems. Homepage: http://web.mat.bham.ac.uk/kocvara/pennon/ Keywords: convex programming; large-scale problems Related Software: SeDuMi; SDPT3; COMPleib; YALMIP; SDPA; SDPLR; Benchmarks for Optimization Software; SDPLIB; CSDP; PENSDP; PENBMI; LANCELOT; SNOPT; AMPL; Matlab; Ipopt; GloptiPoly; complib; PENLAB; Mosek Cited in: 110 Publications Standard Articles 2 Publications describing the Software, including 2 Publications in zbMATH Year PENNON: A generalized augmented Lagrangian method for semidefinite programming. Zbl 1044.90082Kočvara, Michal; Stingl, Michael 2003 Pennon: A code for convex nonlinear and semidefinite programming. Zbl 1037.90003Kočvara, Michal; Stingl, Michael 2003 all top 5 Cited by 203 Authors 14 Kočvara, Michal 11 Stingl, Michael 6 Yamashita, Hiroshi 5 Robinson, Daniel P. 5 Yabe, Hiroshi 4 Anjos, Miguel F. 4 Leugering, Günter 3 Chen, Zhongwen 3 Gómez Bofill, Walter 3 Gould, Nicholas Ian Mark 3 Jarre, Florian 3 Zhao, Qi 2 Burer, Samuel 2 Chen, Borsen 2 Chen, Po-Wei 2 Curtis, Frank E. 2 Fukushima, Masao 2 Haeser, Gabriel 2 Harada, Kouhei 2 Henrion, Didier 2 Jian, Jinbao 2 Jiang, Hao 2 Kanzow, Christian 2 Li, Jianling 2 Meziat, René J. 2 Orban, Dominique 2 Outrata, Jiří V. 2 Toint, Philippe L. 2 Yang, Li 2 Yang, Zhenping 2 Yu, Bo 1 Aboutahoun, Abdallah W. 1 Achtziger, Wolfgang 1 Akbarzadeh-T, Mohammad-R 1 Alasty, Aria 1 Alber, Mark S. 1 Andreani, Roberto 1 Apkarian, Pierre 1 Aranda, Ernesto 1 Armand, Paul 1 Arzelier, Denis 1 Ávila Vilchis, Juan Carlos 1 Bacci, Giorgio 1 Bacci, Giovanni 1 Bai, Wei 1 Becker, Stephen R. 1 Ben Sassi, Mohamed Amin 1 Benson, Steven J. 1 Bhaskar, Atul 1 Birgin, Ernesto G. 1 Bock, Hans Georg 1 Borchers, Brian 1 Braatz, Richard D. 1 Brune, Alexander 1 Buss, Martin 1 Chamanbaz, Mohammadreza 1 Choi, Changhui 1 Dabbene, Fabrizio 1 Delibaşı, Akın 1 Diehl, Moritz Mathias 1 Dolgopolik, Maxim Vladimirovich 1 Doškář, Martin 1 Famularo, Domenico 1 Findeisen, Rolf 1 Forni, Fulvio 1 Franzè, Giuseppe 1 Freund, Roland W. 1 Fujisawa, Katsuki 1 Fukuda, Ellen H. 1 Fukuda, Mituhiro 1 Gaile, Stefanie 1 Galeani, Sergio 1 Gao, Xixin 1 Garcés, Rodrigo 1 Ghaddar, Bissan 1 Ghalehnoie, Mohsen 1 Gould, Nick I. M. 1 Gronski, Jessica A. 1 Guo, Xu 1 Habermehl, Kai 1 Hafstein, Sigurður Freyr 1 Hamdi, Abdelouahed 1 Hangos, Katalin Mária 1 Hirche, Sandra 1 Hu, Jianghai 1 Jin, Ming 1 Josz, Cédric 1 Kato, Atsushi 1 Kato, Hirokazu 1 Kawan, Christoph 1 Keane, Andy J. 1 Kennings, Andrew 1 Kim, Sunyoung 1 Kirches, Christian 1 Kojima, Masakazu 1 Kostina, Ekaterina A. 1 Krishnan, Kartik 1 Kružík, Martin 1 Larsen, Kim Guldstrand 1 Lavaei, Javad ...and 103 more Authors all top 5 Cited in 52 Serials 12 Mathematical Programming. Series A. 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Principles and Applications of Systems and Integration all top 5 Cited in 21 Fields 84 Operations research, mathematical programming (90-XX) 29 Numerical analysis (65-XX) 21 Calculus of variations and optimal control; optimization (49-XX) 19 Systems theory; control (93-XX) 14 Mechanics of deformable solids (74-XX) 3 Partial differential equations (35-XX) 3 Dynamical systems and ergodic theory (37-XX) 3 Computer science (68-XX) 3 Biology and other natural sciences (92-XX) 2 Combinatorics (05-XX) 2 Linear and multilinear algebra; matrix theory (15-XX) 2 Ordinary differential equations (34-XX) 2 Probability theory and stochastic processes (60-XX) 1 General and overarching topics; collections (00-XX) 1 Integral transforms, operational calculus (44-XX) 1 Convex and discrete geometry (52-XX) 1 Global analysis, analysis on manifolds (58-XX) 1 Statistics (62-XX) 1 Quantum theory (81-XX) 1 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 1 Information and communication theory, circuits (94-XX) Citations by Year