SDPT3 version 4.0 — a MATLAB software for semidefinite-quadratic-linear programming
Kim-Chuan Toh , Michael J. Todd, and Reha H. Tutuncu
The last major update on the software was in Feb 2009. It implemented an infeasible path-following algorithm (sqlp.m) for solving SQLP — conic optimization problems involving semidefinite, second-order and linear cone constraints. It also has a path-following algorithm (HSDsqlp.m) for solving a 3-parameter homogeneous self-dual reformulation of SQLP.
Citation:
- K.C. Toh, M.J. Todd, and R.H. Tutuncu, SDPT3 — a Matlab software package for semidefinite programming, Optimization Methods and Software, 11 (1999), pp. 545–581.
- R.H Tutuncu, K.C. Toh, and M.J. Todd, Solving semidefinite-quadratic-linear programs using SDPT3, Mathematical Programming Ser. B, 95 (2003), pp. 189–217.
- Copyright: This version of SDPT3 is distributed under the GNU General Public License 2.0. For commercial applications that may be incompatible with this license, please contact the authors to discuss alternatives.
- SDPT3 is currently used as one of the main computational engines in optimization modeling languages such as CVX and YALMIP.
- Download SDPT3-4.0.zip
Please read. Welcome to SDPT3-4.0! The software is built for MATLAB version 7.4 or later releases, it may not work for earlier versions. The software requires a few Mex files for execution. You can generate the Mex files as follows:- Firstly, unpack the software:
unzip SDPT3-4.0.zip; - Run Matlab in the directory SDPT3-4.0
- In Matlab command window, type:
>> Installmex(1) - After that, to see whether you have installed SDPT3 correctly, type:
>> startup
>> sqlpdemo - By now, SDPT3 is ready for you to use.
- Firstly, unpack the software:
- User’s guide (pdf)