Please use this identifier to cite or link to this item: http://scholarbank.nus.edu.sg/handle/10635/104601
Title: On the implementation of SDPT3 (version 3.1) - A MATLAB software package for semidefinite-quadratic-linear programming
Authors: Toh, K.C. 
Tütüncü, R.H.
Todd, M.J.
Issue Date: 2004
Citation: Toh, K.C.,Tütüncü, R.H.,Todd, M.J. (2004). On the implementation of SDPT3 (version 3.1) - A MATLAB software package for semidefinite-quadratic-linear programming. Proceedings of the IEEE International Symposium on Computer-Aided Control System Design : 290-296. ScholarBank@NUS Repository.
Abstract: This code is designed to solve conic programming problems whose constraint cone is a product of semidefinite cones, second-order cones, nonnegative orthants and Euclidean spaces. It employs a primaldual predictor-corrector path-following method, with either the HKM or the NT search direction. The basic code is written in MATLAB, but key subroutines in Fortran and C are incorporated via a Mex interface. Routines are provided to read in problems in either SDPA or SeDuMi format. Sparsity and block diagonal structure are exploited, but the latter needs to be given explicitly or detected via a subroutine that is provided. Various techniques to improve the efficiency and stablility of the algorithm are incorporated. For example, step-lengths associated with semidefinite cones are calculated via the Lanczos method. Numerical experiments show that this general purpose code can solve 80% of a total of about 300 problems to an accuracy of at least 10 -6 in relative duality gap and infeasibilities. © 2004 IEEE.
Source Title: Proceedings of the IEEE International Symposium on Computer-Aided Control System Design
URI: http://scholarbank.nus.edu.sg/handle/10635/104601
Appears in Collections:Staff Publications

Show full item record
Files in This Item:
There are no files associated with this item.

Page view(s)

34
checked on Sep 14, 2018

Google ScholarTM

Check


Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.