References

1

J. O. Aasen, On the reduction of a symmetric matrix to tridiagonal form, BIT 11 (1971), pp. 233-242.

2

F. Alizadeh, J.-P A. Haeberly, and M.L. Overton, Primal-dual interior-point methods for semidefinite programming: convergence results, stability and numerical results, Technical Report 721, Computer Science Department, NYU, New York, May 1996, to appear in SIAM J. Optimization.

3

F. Alizadeh, J.-P A. Haeberly, M.V. Nayakkankuppam, M.L. Overton, and S. Schmieta, SDPPACK user's guide, Technical Report, Computer Science Department, NYU, New York, June 1997.

4

N. Brixius, F.A. Potra, and R. Sheng, Solving semidefinite programming in Mathematica, Reports on Computational Mathematics, No 97/1996, Department of Mathematics, University of Iowa, October, 1996. Available at http://www.cs.uiowa.edu/~brixius/sdp.html.

5

K. Fujisawa, M. Kojima, and K. Nakata, SDPA (semidefinite programming algorithm) -- user's manual, Research Report, Department of Mathematical and Computing Science, Tokyo Institute of Technology, Tokyo. Available via anonymous ftp at ftp.is.titech.ac.jp in pub/OpRes/software/SDPA.

6

C. Helmberg, F. Rendl, R. Vanderbei and H. Wolkowicz, An interior-point method for semidefinite programming, SIAM Journal on Optimization, 6 (1996), pp. 342-361.

7

The MathWorks, Inc., Using MATLAB, The MathWorks, Inc., Natick, MA, 1997.

8

M.J. Todd, K.C. Toh, R.H. Tütüncü, On the Nesterov-Todd direction in semidefinite programming, Technical Report 1154, School of Operations Research and Industrial Engineering, Cornell University, Ithaca, March 1996, to appear in SIAM J. Optimization.

9

K.C. Toh, Search directions for primal-dual interior point methods in semidefinite programming, manuscript, Department of Mathematics, National University of Singapore, Singapore, December 1997.

10

L. Vandenberghe and S. Boyd, User's guide to SP: software for semidefinite programming, Information Systems Laboratory, Stanford University, November 1994. Available via anonymous ftp at isl.stanford.edu in pub/boyd/semidef_prog. Beta version.

11

X. Xu, P.-F. Hung, and Y. Ye, A simplified homogeneous and self-dual linear programming algorithm and its implementation, Annals of Operations Research, 62 (1996), pp. 151-171.