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


  • MATLAB 6.5 or later