PENBMI is a computer program for solving optimization problems with quadratic objective and bilinear matrix inequality constraints. It is aimed at small to large-scale dense and sparse LMI and BMI problems. Current version 2.1.

• New in versions 2.0 and 2.1
• Hessian-free version
• Iterative solution of the Newton system
• Improved robustness for nonconvex problems

• First available code for general BMI problems
  

• Applications in
• control theory
• structural optimization

• Key features
• aimed at large scale problems
• efficient treatment of different sparsity patterns in problem data
• quadratic objective function
  
• solving BMI and LMI feasibility problems (MATLAB version)

• It can be used as
• MATLAB function with PEN or YALMIP interface
  
• function called from a C or Fortran program with data communication through parameters
  

• Available as a binary code for major architectures (MS Windows, macOS, Linux)