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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, University of Birmingham, UK and Michael Stingl, Friedrich-Alexander-University, 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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