QSDP
This software is designed to solve a convex quadratic semide¯nite programming(QSDP) problem, possibly with a log-determinant term. It employs an infeasible primal-dual predictor-corrector path-following method using the Nesterov-Todd search direction. The basic code is written in Matlab, but key subroutines in Care incorporated via Mex interface. It also uses functions in the software for linear semide¯nite programming, SDPT3-3.1. Here we brie°y describe how to install and run QSDP-0. We should emphasize that the current version is an experimental software and it is not intended to be a general purpose solver. Some numerical results are presented to illustrate the performance of the software on QSDPs arising from the nearest correlation matrix and the Euclidean distance matrix completion problems.
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References in zbMATH (referenced in 38 articles , 1 standard article )
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