The last major update on the software was in Feb 2009. It implemented an infeasible path-following algorithm (sqlp.m) for solving SQLP -- conic optimization problems involving semidefinite, second-order and linear cone constraints. It also has a path-following algorithm (HSDsqlp.m) for solving a 3-parameter homogeneous self-dual reformulation of SQLP. Note: though this software is fairly well tested, but minor refinement or fix may still be needed from time to time.
New features that SDPT3 can now handle:
Please read.. Welcome to SDPT3-4.0! The software is built for MATLAB version 7.4 or later releases, it may not work for earlier versions. The software requires a few Mex files for execution. You can generate the Mex files as follows:
Firstly, download the package SDPT3-4.0.zip
Run Matlab in the directory SDPT3-4.0
In Matlab command window, type:
After that, to see whether you have installed SDPT3 correctly, type:
By now, SDPT3 is ready for you to use.
User's guide (PDF)
The following example shows how SDPT3 call a data file that is stored in SDPA format:
The following example shows how SDPT3 call a data file that is stored in SeDuMi format:
benchmark on some large sparse SDPs;
benchmark on SDPs with free variables;
We thank those who had made suggestions and reported bugs to make SDPT3 better. In particular, we thank Johan Lofberg for bug reports while incorporating SDPT3 into YALMIP. Thanks also go to Michael Grant for bug reports while testing SDPT3 as an engine for CVX.