QSDP version 0, beta -- a MATLAB software for convex quadratic semidefinite programming

Kim-Chuan Toh

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.