TOMLAB /PENSDP 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

  • Three different input formats may be used for problem formulation: The standard sparse SDPA format used in SDPLIB, the PENSDP Structural Format, and a new TOMLAB format for semidefinite problems.
     
  • Problems defined in SeDuMi Matlab format may easily be converted to SDPA format and solved by TOMLAB /PENSDP. A conversion routine called writesdp is written by Brian Borcher.
     
  • Apart from solving the SDP problem, the user can check feasibility of the system of linear matrix inequalities.
     
  • TOMLAB /PENSDP is integrated with the TOMLAB environment.
     
  • The TOMLAB /PENSDP solver may be used as subproblem solver in the TOMLAB environment.
     

Requirements

  • MATLAB 6.5 or later