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. 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);

Bugs corrected
  • 2017/05/06: fixed mex-functions incompatibility with Matlab 2016a
  • 2016/10/26: fixed mex-functions incompatibility with Matlab 2015b