SDPT3

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% of a total of about 300 test problems to an accuracy of at least 10−6 in relative duality gap and infeasibilities.


References in zbMATH (referenced in 630 articles , 1 standard article )

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  1. Kanno, Yoshihiro: An accelerated Uzawa method for application to frictionless contact problem (2020)
  2. Kim, Sunyoung; Kojima, Masakazu; Toh, Kim-Chuan: Doubly nonnegative relaxations are equivalent to completely positive reformulations of quadratic optimization problems with block-clique graph structures (2020)
  3. Li, Chengjin: Parameter-related projection-based iterative algorithm for a kind of generalized positive semidefinite least squares problem (2020)
  4. Liu, Deyi; Tran-Dinh, Quoc: An inexact interior-point Lagrangian decomposition algorithm with inexact oracles (2020)
  5. Mishra, Prabhat K.; Chatterjee, Debasish; Quevedo, Daniel E.: Stochastic predictive control under intermittent observations and unreliable actions (2020)
  6. Mohammad-Nezhad, Ali; Terlaky, Tamás: Parametric analysis of semidefinite optimization (2020)
  7. Nayak, Rupaj Kumar; Mohanty, Nirmalya Kumar: Solution of Boolean quadratic programming problems by two augmented Lagrangian algorithms based on a continuous relaxation (2020)
  8. Peaucelle, Dimitri; Leduc, Harmony: Adaptive control design with S-variable LMI approach for robustness and (L_2) performance (2020)
  9. Pizzuti, Clara; Socievole, Annalisa: Epidemic spreading curing strategy over directed networks (2020)
  10. Qian, Xun; Liao, Li-Zhi; Sun, Jie: A strategy of global convergence for the affine scaling algorithm for convex semidefinite programming (2020)
  11. Safarina, Sena; Moriguchi, Satoko; Mullin, Tim J.; Yamashita, Makoto: Conic relaxation approaches for equal deployment problems (2020)
  12. Schürmann, Bastian; Vignali, Riccardo; Prandini, Maria; Althoff, Matthias: Set-based control for disturbed piecewise affine systems with state and actuation constraints (2020)
  13. Su, Libo; Wei, Yanling; Michiels, Wim; Steur, Erik; Nijmeijer, Henk: Robust partial synchronization of delay-coupled networks (2020)
  14. Sun, Defeng; Toh, Kim-Chuan; Yuan, Yancheng; Zhao, Xin-Yuan: SDPNAL+: A Matlab software for semidefinite programming with bound constraints (version 1.0) (2020)
  15. Sun, Tianxiao; Necoara, Ion; Tran-Dinh, Quoc: Composite convex optimization with global and local inexact oracles (2020)
  16. Won, Joong-Ho; Kim, Seung-Jean: Robust trade-off portfolio selection (2020)
  17. Zhai, Fengzhen; Li, Qingna: A Euclidean distance matrix model for protein molecular conformation (2020)
  18. Zhang, Siying; Luo, Honglin: A note on semi-definite programming relaxations of ball-constrained weighted maximin dispersion problems (2020)
  19. Zhao, Qi; Chen, Zhongwen: A line search exact penalty method for nonlinear semidefinite programming (2020)
  20. Adachi, Satoru; Nakatsukasa, Yuji: Eigenvalue-based algorithm and analysis for nonconvex QCQP with one constraint (2019)

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