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SDPT3 -- a MATLAB software package for semidefinite programming (1999)
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| Venue: | OPTIMIZATION METHODS AND SOFTWARE |
| Citations: | 361 - 16 self |
BibTeX
@ARTICLE{Toh99sdpt3--,
author = {K. C. Toh and M.J. Todd and R. H. Tütüncü},
title = {SDPT3 -- a MATLAB software package for semidefinite programming},
journal = {OPTIMIZATION METHODS AND SOFTWARE},
year = {1999},
volume = {11},
pages = {545--581}
}
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Abstract
This software package is a Matlab implementation of infeasible path-following algorithms for solving standard semidefinite programming (SDP) problems. Mehrotratype predictor-corrector variants are included. Analogous algorithms for the homogeneous formulation of the standard SDP problem are also implemented. Four types of search directions are available, namely, the AHO, HKM, NT, and GT directions. A few classes of SDP problems are included as well. Numerical results for these classes show that our algorithms are fairly efficient and robust on problems with dimensions of the order of a few hundreds.
Keyphrases
semidefinite programming matlab software package matlab implementation analogous algorithm gt direction software package infeasible path-following algorithm numerical result mehrotratype predictor-corrector variant search direction standard sdp problem homogeneous formulation sdp problem standard semidefinite programming
