SDPT3 version 4.0 -- a MATLAB software for semidefinite-quadratic-linear programming

Kim-Chuan Toh , Michael J. Todd, and Reha H. Tutuncu

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:
** free variables;
** determinant maximization problems;
** SDP with complex data;
** Matlab 7.3 on 64-bit machine;
** 3-parameter homogeneous self-dual model of SQLP (in HSDsqlp.m);
Citation:

Bugs corrected
  • 2017/08/23: fixed a bug (reported by Johan Lofberg) due to mex-function incompatibility with MatlabR2016.
  • 2017/05/06: fixed a bug reported by Johan Lofberg.
  • 2017/05/06: fixed mex-function incompatibility with MatlabR2016a.
  • 2016/10/26: fixed mex-function incompatibility with MatlabR2015b.
    Acknowledgements: 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.