QSDP version 0, beta -- a MATLAB software for
convex quadratic semidefinite programming
The software was first posted on 2 Mar 2009,
last updated on 22 April 2009.
It implemented an infeasible path-following algorithm for solving
QSDP.
Important note:
this is a research software. It is not intended nor designed to be a general
purpose software at the moment.
This software package is designed for solving
standard convex quadratic semidefinite programming (QSDP)
problem with
m (the number of linear constraints) up to 5000, and n (the
dimension of matrix variable) up to 2000.
For more details, see:
K.C. Toh, An inexact primal-dual path-following algorithm for convex
quadratic SDP, Mathematical Programming, 112 (2007), pp. 221--254.
K.C. Toh, R.H. Tutuncu, and M.J. Todd, Inexact primal-dual
path-following algorithms for a special class of convex quadratic SDP and
related problems, Pacific J. Optimization, 3 (2007), pp. 135--164.
- Copyright:
This version of QSDP 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.
- User guide:
QSDP-guide.pdf
- QSDP-0-beta.zip
Please read.
Welcome to QSDP-0-beta!
The software requires a few Mex files for execution.
If you are using Windows or Linux, the Mex files are already supplied,
and you don't have to compile them agian.
If necessary,
you can generate (only need to be done once)
these Mex files
as follows:
- Firstly, unpack the software:
unzip QSDP-0-beta.zip
- Run Matlab in the directory QSDP-0-beta
- In the Matlab command window, type:
>> Installmex
- After that, to see whether you have installed QSDP correctly,
type:
>> startup
>> qsdpdemo
- By now, QSDP is ready for you to use.