SeDuMi

SeDuMi is a Matlab toolbox for solving optimization problems over symmetric cones, i.e. it allows not only for linear constraints, but also quasiconvex-quadratic constraints and positive semi-definiteness constraints. Complex valued entries are allowed. Features include symbolic and numerical reordering schemes, balancing speed/accuracy performance and sophisticated dense column handling, using the Goldfarb-Scheinberg product form idea.