SDPpack User's Guide Version 0.8 BETA

F. Alizadeh, J.-P. Haeberly, M. V. Nayakkankuppam and M. L. Overton

We would like to announce the availability of our semidefinite programming code: SDPpack Verion 0.8 BETA. The code and documentation is available at the URL:

http://www.cs.nyu.edu/phd_students/madhu/sdppack/sdppack.html

Abstract for User Guide: This report describes SDPpack, a package of Matlab files designed to solve semidefinite programs (SDP). SDP is a generalization of linear programming to the space of block diagonal, symmetric, positive semidefinite matrices. The main routine implements a primal-dual Mehrotra predictor-corrector scheme based on the XZ+ZX search direction. We also provide certain specialized routines, one to solve SDP's with only diagonal constraints, and one to compute the Lovasz theta function of a graph, using the XZ search direction. Routines are also provided to determine whether an SDP is primal or dual degenerate, and to compute the condition number of an SDP. The code optionally uses MEX files for improved performance; binaries are available for several platforms. Benchmarks show that the codes provide highly accurate solutions to a wide variety of problems.

NYU Computer Science Department Technical Report 734, March 1997.

Contact: madhu@cs.nyu.edu


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