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)
- routine called from a C or Fortran program with data
communication through parameters
- Available as a binary code for major architectures (MS Windows,
Linux,
Sun Solaris, HP-UX, contact us about others)
Copyright © 2002-2014
PENOPT GbR.
All rights reserved.