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SDPT3 - a MATLAB software package for semidefinite programming

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


This software package is a MATLAB implementation of infeasible path-following algorithms for solving standard semidefinite programs (SDP). Mehrotra-type predictor-corrector variants are included. Analogous algorithms for the homogeneous formulation of the standard SDP are also implemented. Four types of search directions are available, namely, the AHO, HKM, NT and GT directions. A few classes of SDP problems are also included. Numerical results for these classes show that our algorithms are fairly efficient and robust on problems with dimensions of the order of a hundred.