SDPpack
Version 0.8 BETA



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SDPpack
User's Guide
Version 0.8 BETA

F. Alizadeh, RUTCOR, Rutgers University, alizadeh@rutcor.rutgers.edu
J.-P. Haeberly, Department of Mathematics, Fordham University, haeberly@murray.fordham.edu
M. V. Nayakkankuppam, Courant Institute, New York University, madhu@cs.nyu.edu
M. L. Overton, Courant Institute, New York University, overton@cs.nyu.edu

Abstract:

This report describes SDPpack, a package of Matlab files designed to solve semidefinite programs (SDP). SDP is a generalization of linear programming to the space of block diagonal, symmetric, positive semidefinite matrices. The main routine implements a primal--dual Mehrotra predictor--corrector scheme based on the XZ+ZX search direction. We also provide certain specialized routines, one to solve SDP's with only diagonal constraints, and one to compute the Lovász function of a graph, using the XZ search direction. Routines are also provided to determine whether an SDP is primal or dual degenerate, and to compute the condition number of an SDP. The code optionally uses MEX files for improved performance; binaries are available for several platforms. Benchmarks show that the codes provide highly accurate solutions to a wide variety of problems.

Copyright © 1997. All rights are reserved by the authors; restrictions in the copyright notice in each release also apply. SDPpack is software provided on an ``as is'' basis -- no warranties, express or implied. In particular, the authors make no representation about the merchantability of this software or its fitness for any specific purpose. For research and noncommercial use: (i) this software is available free of charge, (ii) permission is granted to use, copy or distribute this software free of charge provided the copyright message in each release is preserved in each copy or distribution, (iii) permission is granted to modify this software provided every distribution or copy of the modified software contains a clear record of the modifications, and (iv) any publication resulting from research that made use of this software should cite this document.

This work was supported in part by the National Science Foundation.



Web: http://www.cs.nyu.edu/phd_students/madhu/sdppack/sdppack.html
NYU Computer Science Dept Technical Report 734, March 1997.





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Madhu Nayakkankuppam
Fri Mar 28 00:48:56 EST 1997