SDPNAL+ version 1.0 -- a MATLAB software for semidefinite programming with bound constraints.

Authors: Defeng Sun, Kim-Chuan Toh, Xinyuan Zhao
Contributor to the basic user interface: Yancheng Yuan
Past contributor: Liuqin Yang

The software is designed to solve a primal SDP problem of the form:

Important note

• 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: mattohkc@nus.edu.sg
• 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 $\max\{n_1,\ldots,n_k\}$ up to 5000. The number of equality constraints $m$ can be large. In our numerical experiments, we have successfully solved SDPs with $m > 10$ millions.
• Detailed computational results (computed in Dec 2017) for over 500 problems tested in the following papers.

Citation

Installation

• SDPNAL+ is designed for MATLAB2016a and above. It 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.

User's guide is included in the package. It is also available at arXiv:1710.10604.

• Please read. Welcome to SDPNAL+! The software requires a few Mex files for execution. They are provided for Windows 64, Linux and Mac.

1. Firstly, unpack the software: unzip SDPNAL+v1.0.zip

2. Run MATLAB in the directory SDPNAL+v1.0. After that, to see whether you have installed SDPNAL+v1.0 correctly, type:

3. xxxxxxxxxx>> startup>> SDPNALplus_Demo

By now, SDPNAL+ is ready for you to use.

Test Data

The collection was first released on 08 September 2018. Each of the SDP instance is stored as a MATLAB *.mat files in SDPT3 format corresponding to a standard primal SDP problem of the form:

• 2016/06/20: Allows a linear system of equations of the form ${\cal A}{\cal A}^* y = h$, where ${\cal A} = [{\cal A}1,\ldots,{\cal A}_N]$, to be solved by a diagonally preconditioned iterative solver.