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TOMLAB /PENBMI

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TOMLAB /PENBMI solves large, sparse linear semidefinite programming problems with linear constraints. The toolbox is developed in cooperation with PENOPT Gbr and researchers Michal Kocvara and Michael Stingl, University of Erlangen-Nürnberg.

Features and capabilities

  • Two different input formats may be used for problem formulation: The PENBMI Structural Format, an extension of PENSDP format for linear problems, and a new TOMLAB format for semidefinite problems.
     
  • Apart from solving the BMI problem, the user can check feasibility of the system of linear and bilinear matrix inequalities.
     
  • TOMLAB /PENBMI is integrated with the TOMLAB optimization environment.
     
  • The TOMLAB /PENBMI solver may be used as subproblem solver in the TOMLAB environment.
     

Requirements

  • MATLAB 6.5 or later

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