SDPNAL+ version 1.0 -- a MATLAB software for semidefinite programming with bound constraints.
Authors: Defeng Sun, Kim-Chuan Toh, Yancheng Yuan, and Xinyuan Zhao.
Past contributors: Liuqin Yang.

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

\( \begin{array}{ll} \min & \langle C_1,X_1\rangle + ... + \langle C_N,X_N\rangle \\[3pt] {\rm s.t.} & {\cal A}_1(X_1) + ... + {\cal A}_N(X_N) = b, \\[3pt] & l\leq {\cal B}_1(X_1) + ... + {\cal B}_N(X_N) \leq u, \\[3pt] & X_k \succeq 0,\, L_k \leq X_k \leq U_k,\; k=1,...,N \end{array} \)

where \(X_k\) are either symmetric matrices or column vectors. Linear inequality constraints are also allowed; for details, see the users' guide in the package.

Important note:

  • Copyright: This version of SDPNAL+ is distributed under the GNU General Public License 2.0. For commercial applications that may be incompatible with this license, please contact the authors to discuss alternatives.
  • SDPNAL+ 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.
  • SDPNAL+ is designed for MATLAB2016a and above.
  • Download
    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.
    Updates Bugs corrected