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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