SDPT3 --- a Matlab software package for semidefinite
K.C. Toh, M.J. Todd, and R.H. Tutuncu
This software package is a Matlab implementation of
infeasible path-following algorithms for solving standard
semidefinite programs. The Mehrotra-type
predictor-corrector variants are included.
Three types of search directions are available, namely,
the AHO, H..K..M, and NT directions.
A few classes of SDP problems are also included.
Numerical results for
these classes show that our algorithms are
fairly efficient and robust on problems with dimensions of the
order of a hundred.
Get the tar file with
the source code