Using SeDuMi 1.02, a MATLAB toolbox for optimization over symmetric cones

被引：4987

作者：

Sturm, JF ^{[1
]}

机构：

[1] McMaster Univ, Commun Res Lab, Hamilton, ON, Canada

来源：

OPTIMIZATION METHODS & SOFTWARE | 1999年 / 11-2卷 / 1-4期

关键词：

symmetric cone; semidefinite programming; second order cone programming; self-duality; MATLAB; SeDuMi;

D O I：

10.1080/10556789908805766

中图分类号：

TP31 [计算机软件];

学科分类号：

081202 ; 0835 ;

摘要：

SeDuMi is an add-on for MATLAB, which lets you solve optimization problems with linear, quadratic and semidefiniteness constraints. It is possible to have complex valued data and variables in SeDuMi. Moreover, large scale optimization problems are solved efficiently, by exploiting sparsity. This paper describes how to work with this toolbox.

引用

页码：625 / 653

页数：29

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