PENSDP is a computer program for solving optimization problems with linear objective and linear matrix inequality constraints (linear semidefinite programming problems). It is aimed at large-scale dense and sparse SDP problems. Current version 2.2.

• New in versions 2.1 and 2.2
• Hessian-free version, resulting in significant memory savings
• Iterative solution of the Newton system (optional)
• Stopping criteria based on the DIMACS error measures, resulting in more reliable computations
• Hybrid mode for the solution of the Newton system

• Applications in
• control theory
• relaxations of integer programming problems
• structural optimization
• optimization of eigenvalues
• chemical engineering

• Key features
• aimed at large scale problems
• efficient treatment of different sparsity patterns in problem data
• detecting infeasibility (MATLAB version)
  

• It can be used as
• stand-alone program with input file in the sparse SDPA input format
• MATLAB function with PEN or YALMIP interface (SDPA-to-PEN interface available)
• 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)