SDPT3 --- a Matlab software package for semidefinite programming

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.

Manuscript.

Get the tar file with the source code

Contact: mattohkc@math.nus.sg


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