This software package is a MATLAB implementation of infeasible path-following algorithms for solving conic programming problems whose constraint cone is a product of semidefinite cones, second-order cones, and/or nonnegative orthants. It employs a predictor-corrector primal-dual path-following method, with either the HKM or the NT search direction. The basic code is written in Matlab, but key subroutines in Fortran and C are incorporated via Mex files. Routines are provided to read in problems in either SeDuMi or SDPA format. Sparsity and block diagonal structure are exploited, but the latter needs to be given explicitly.
Citation
Technical Report, Department of Mathematics, National University of Singapore, 2 Science Drive 2, Singapore 117543, August 2001.
Article
View SDPT3 - a MATLAB software package for semidefinite-quadratic-linear programming, version 3.0