zbMATH — the first resource for mathematics

CSDP, a C library for semidefinite programming. (English) Zbl 0973.90524
Summary: This paper describes CSDP, a library of routines that implements a predictor corrector variant of the semidefinite programming algorithm of Helmberg, Rendl, Vanderbei, and Wolkowicz. The main advantages of this code are that it can be used as a stand alone solver or as a callable subroutine, that it is written in C for efficiency, that it makes effective use of sparsity in the constraint matrices, and that it includes support for linear inequality constraints in addition to linear equality constraints. We discuss the algorithm used, its computational complexity, and storage requirements. Finally, we present benchmark results for a collection of test problems.

90C22 Semidefinite programming
65Y15 Packaged methods for numerical algorithms
90C51 Interior-point methods
Full Text: DOI
[1] Alizadeh F., SDPpack user’s guide-version 0.9 beta
[2] Borchers Brain, Optimization Methods and Software (1999)
[3] Brixius, N., Potra, F. A. and Sheng, R. 1998. ”SDPHA: a MATLAB implementation of homogeneous interior-point algorithms for semidefinite programming”. Iowa City, IA: University of Iowa. Technical report · Zbl 0973.90525
[4] Fujisawa, Katsuki and Kojima, Masakazu. December 1995. ”SDPA (semidefinite programming algorithm) users manual”. December, Tokyo Institute of Technology. Technical Report B-308
[5] DOI: 10.1137/0806020 · Zbl 0853.65066 · doi:10.1137/0806020
[6] Joy Steve, Journal of Combinatorial Optimization 6 (1998)
[7] DOI: 10.1145/292395.292426 · Zbl 0930.65048 · doi:10.1145/292395.292426
[8] DOI: 10.1145/292395.292412 · Zbl 0930.65047 · doi:10.1145/292395.292412
[9] Toh, K. C., Todd, M. J. and Tutuncu, R. H. December 1996. ”SDPT3-a MATLAB software package for semidefinite programming”. December, Cornell University. Technical Report TR1177
[10] Vandenberghe Lieven, Sp Software for Semidefinite Program ming. User’s Guide (1994)
This reference list is based on information provided by the publisher or from digital mathematics libraries. Its items are heuristically matched to zbMATH identifiers and may contain data conversion errors. It attempts to reflect the references listed in the original paper as accurately as possible without claiming the completeness or perfect precision of the matching.