SDPT3 -- a MATLAB software for semidefinite-quadratic-linear programmin

SDPT3 version 3.02 -- a MATLAB software for semidefinite-quadratic-linear programming

K. C. Toh, R. H. Tutuncu , and M. J. Todd

This research is supported in part by National University of Singapore, Singapore-MIT Alliance, NSF through grant DMS-9805602 and ONR through grant N00014-96-1-0050, and NSF through grant CCR-9875559.

The software was updated in December 2002. It implemented an infeasible path-following algorithm for solving conic optimization problems involving semidefinite, second-order and linear cone constraints. Note: problem data must be real

SDPT3-3.02.tar.gz(for unix), SDPT3-3.02.zip(for Windows)
Please read. Welcome to SDPT3-3.02! The software requires a few Mex files for execution. You can generate these executable files as follows:
- Firstly, unpack the software.
  For Windows: unzip SDPT3-3.02.zip in Windows; Others: tar -z -xvf SDPT3-3.02.tar.gz
- Run Matlab in the directory SDPT3-3.02
- In Matlab command window, type:
  >> Installmex
- After that, to see whether you have installed SDPT3 correctly, type:
  >> startup
  >> sqlpdemo
- By now, SDPT3 is ready for you to use.
We thank those who had made suggestions and reported bugs to make SDPT3 better. In particular, we thank Johan Lofberg and Didier Henrion for numerous bug reports and testing while incorporating SDPT3 into YALMIP and GloptiPoly, respectively. Special thanks go to Hans Mittlemann for his effort in benchmarking SDP softwares.
Simple examples to illustrate the usage of the software
User's guide (ps) (pdf) (Under revision)
Test problems maintained by Hans Mittelmann
Benchmarks of several SDP codes by Hans Mittelmann:
benchmark on DIMACS problem set;
benchmark on SDPLIB problem set;
benchmark on some large sparse SDPs.

SDPT3 version 2.3 -- a MATLAB software for Semidefinite Programming

This research is supported in part by National University of Singapore, Singapore-MIT Alliance, NSF through grant DMS-9505155 and ONR through grant N00014-96-1-0050, and NSF through grant DMS-9706950.

The software was updated in June 2001. It includes infeasible path-following and homogeneous self-dual algorithms for solving standard SDP (possibly with complex data). Note: problem data can be complex

SDPT3-2.3.tar.gz(for unix), SDPT3-2.3.zip(for Windows)
Please read. Welcome to SDPT3-2.3! The software requires a few Mex files for execution. You can generate these executable files as follows:
- Firstly, unpack the software.
  For Windows: unzip SDPT3-2.3.zip in Windows; Others: tar -z -xvf SDPT3-2.3.tar.gz
- Run Matlab in the directory SDPT3-2.3
- In Matlab command window, type:
  >> Installmex
- After that, to see whether you have installed SDPT3 correctly, type:
  >> startup
  >> sdpdemo
- By now, SDPT3 is ready for you to use.
The user's guide for the above software.
K.C. Toh, M.J. Todd, and R.H. Tutuncu, SDPT3--a Matlab software package for semidefinite programming, version 2.1 . This paper was last updated in September 99. The original paper has appeared in Optimization Methods and Software, 11 (1999), pp. 545--581.