Please use this identifier to cite or link to this item: https://scholarbank.nus.edu.sg/handle/10635/104081
Title: SDPT3 - a MATLAB software package for semidefinite programming, version 1.3
Authors: Toh, K.C. 
Todd, M.J.
Tütüncü, R.H.
Issue Date: 1999
Citation: Toh, K.C.,Todd, M.J.,Tütüncü, R.H. (1999). SDPT3 - a MATLAB software package for semidefinite programming, version 1.3. Optimization Methods and Software 11 (1) : 545-581. ScholarBank@NUS Repository.
Abstract: 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.
Source Title: Optimization Methods and Software
URI: http://scholarbank.nus.edu.sg/handle/10635/104081
ISSN: 10556788
Appears in Collections:Staff Publications

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