SDPT3 -: A MATLAB software package for semidefinite programming, version 1.3

被引:1291
作者
Toh, KC
Todd, MJ
Tütüncü, RH
机构
[1] Natl Univ Singapore, Dept Math, Singapore 119260, Singapore
[2] Cornell Univ, Sch Operat Res & Ind Engn, Ithaca, NY 14853 USA
[3] Carnegie Mellon Univ, Dept Math Sci, Pittsburgh, PA 15213 USA
基金
美国国家科学基金会;
关键词
D O I
10.1080/10556789908805762
中图分类号
TP31 [计算机软件];
学科分类号
081202 ; 0835 ;
摘要
This software package is a MATLAB implementation of infeasible path-following algorithms for solving standard semidefinite programs (SDP). Mehrotra-type predictor-corrector variants are included. Analogous algorithms for the homogeneous formulation of the standard SDP are also implemented. Four types of search directions are available, namely, the AHO, HKM, NT, and GT directions. A few classes of SDP problems are included as well. Numerical results for these classes show that our algorithms are fairly efficient and robust on problems with dimensions of the order of a hundred.
引用
收藏
页码:545 / 581
页数:37
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