SDPpack: Software for Semidefinite Programming

SDPpack is our package of Matlab files designed to solve semidefinite programs, which are generalizations of linear programs to the space of block diagonal, symmetric, positive semidefinite matrices. Applications arise in many areas, especially robust control problems in electrical engineering, and in computing provably good approximations to NP-hard graph problems in polynomial time. Semidefinite programs are best solved by interior-point methods, the class of methods introduced by Karmarkar in 1984 to solve linear programs. In 1997, when our software package SDPpack was announced, it implemented a state-of-the-art interior-point method to solve semidefinite programs efficiently and accurately, and it was the first to cover quadratic cone programs as well as semidefinite programs. However, it is no longer up to date and users are recommended to use one of the following codes instead:

For a comparison of these and other packages for semidefinite programming and other optimization software, see Hans Mittlemann's benchmarks

For historical interest, you can find SDPpack here: SDPpack Home Page: Code and Documentation

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