SDPT³ - a MATLAB software package for semidefinite-quadratic-linear programming

K. C. Toh, R. H. Tütüncü, and M. J. Todd.

This software package is a MATLAB implementation of infeasible path-following algorithms for solving conic programming problems whose constraint cone is a product of semidefinite cones, second-order cones, and/or nonnegative orthants. It employs a predictor-corrector primal-dual path-following method, with either the HKM or the NT search direction. The basic code is written in Matlab, but key subroutines in Fortran and C are incorporated via Mex files. Routines are provided to read in problems in either SeDuMi or SDPA format. Sparsity and block diagonal structure are exploited, but the latter needs to be given explicitly.

The comments above apply to the versions 3.0 and higher of the software. Version 3.0 was released in August 2001, the most recent version is 3.02. Earlier versions were for semidefinite programming problems only and included homogeneous self-dual algorithms, an option to use AHO or GT search directions, and allowed complex inputs. The current versions remove these inefficient or under-used options in the interest of simplicity and efficiency. We intend to make version 2.3 available for people who may want to experiment using these aforementioned options, but we no longer maintain this earlier version of the software.

We would like to hear from the users of the software. Please send a brief message to reha@andrew.cmu.edu if you are downloading the software, have comments about its performance, or want to submit bug reports. Thank you!