Co-author for a basic user friendly interface: Yancheng Yuan
Past contributors: Liuqin Yang
This software is designed to solve primal SDP of the form:
where are either symmetric matrices or column vectors. Linear inequality constraints are also allowed; for details, see the users' guide in the package.
The software is still under development. Thus it will invariably be buggy. We would appreciate your feedback and bugs' report to the
corresponding author: Kim-Chuan Toh, email: email@example.com.
This is a research software. It is not intended nor designed to be a general purpose software at the moment. The solver is expected to be robust if the primal and dual SDPs are both non-degenerate at the optimal solutions. However, if either of one of them is degenerate, then the solver may not be able to solve the SDPs to high accuracy.
This software package is designed for solving SDP problems with (=dimension of matrix variable ) up to 5000. The number of linear equality constraints ( = dimension of ) can be large. In our numerical experiments, we have successfully solved SDPs with millions.
Copyright. This version of SDPNAL+ is distributed under the Creative Commons Attribution-ShareAlike 4.0 International Public License. For commercial applications that may be incompatible with this license, please contact the authors to discuss alternatives.
Please read.. The software is built for MATLAB 2016b or later releases, it may not work for earlier versions.
The software is designed with the same data structure as in SDPT3, thus if you are familiar with SDPT3, then you can code the SDP data of your problem as you would for SDPT3.