SDPT3 -- A Matlab Software Package for Semidefinite Programming

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 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.

Keywords

Semidefinite programmingComputer scienceSoftwareMATLABSoftware packageSemidefinite embeddingProgramming languageMathematical optimizationMathematicsQuadratically constrained quadratic programQuadratic programming

Related Publications

Image Superresolution Using Support Vector Regression

Karl Ni , Truong Q. Nguyen

A thorough investigation of the application of support vector regression (SVR) to the superresolution problem is conducted through various frameworks. Prior to the study, the SV...

2007 IEEE Transactions on Image Processing 276 citations

HTSeq—a Python framework to work with high-throughput sequencing data

Simon Anders , Paul Theodor Pyl , Wolfgang Huber

Abstract Motivation: A large choice of tools exists for many standard tasks in the analysis of high-throughput sequencing (HTS) data. However, once a project deviates from stand...

2014 Bioinformatics 21465 citations

Handbook of Genetic Algorithms

Lawrence Davis

This book sets out to explain what genetic algorithms are and how they can be used to solve real-world problems. The first objective is tackled by the editor, Lawrence Davis. Th...

1991 7308 citations

Fast Training of Support Vector Machines Using Sequential Minimal Optimization

John Platt

This chapter describes a new algorithm for training Support Vector Machines: Sequential Minimal Optimization, or SMO. Training a Support Vector Machine (SVM) requires the soluti...

1998 The MIT Press eBooks 5457 citations

Algorithm 862

Brett W. Bader , Tamara G. Kolda

Tensors (also known as multidimensional arrays or N -way arrays) are used in a variety of applications ranging from chemometrics to psychometrics. We describe four MATLAB classe...

2006 ACM Transactions on Mathematical Soft... 448 citations

Publication Info

Year: 1996
Type: article
Citations: 647
Access: Closed

External Links

Citation Metrics

647

OpenAlex

Cite This

APA Style

                            
                                    Kim-Chuan Toh, 
                                
                                    Michael J. Todd, 
                                
                                    Reha Tütüncü
                                
                            (1996). 
                            SDPT3 -- A Matlab Software Package for Semidefinite Programming. 
                            eCommons (Cornell University)
                            
                            .