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:
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: firstname.lastname@example.org
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 up to 5000. The number of equality constraints can be large. In our numerical experiments, we have successfully solved SDPs with millions.
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.