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The Script sql.m and the Function fsql.m

 

The Matlab routines sql.m and fsql.m solve SQLP's using a primal-dual Mehrotra predictor-corrector scheme based on the XZ+ZX search directiongif [1]. Its extension from SDP to SQLP is based on the discussion in [2] for quadratic cone constraints and will be described in more detail in a forthcoming technical report [3].

The simplest option for the user is to call the script sql.m, which automatically calls the Matlab function fsql.m. Additional scripts are provided to help the user set up the data, define necessary options, and initialize the variables (as described shortly). The user who requires a function interface should bypass sql.m and call fsql.m directly. In either case there are five steps to be followed:

We now describe each of these steps in detail.





Madhu Nayakkankuppam
Wed Jun 25 18:01:54 EDT 1997