SDPT3 — a Matlab software package for semidefinite-quadratic-linear programming, version 3.0

This document describes a new release, version 3.0, of the software SDPT3. This code is designed to solve 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. ∗Department of Mathematical Sciences, Carnegie Mellon University, Pittsburgh, PA 15213, USA (reha+@andrew.cmu.edu). Research supported in part by NSF through grant CCR-9875559. †Department of Mathematics, National University of Singapore, 10 Kent Ridge Crescent, Singapore 119260. (mattohkc@math.nus.edu.sg). Research supported in part by the Singapore-MIT Alliance. ‡School of Operations Research and Industrial Engineering, Cornell University, Ithaca, New York 14853, USA (miketodd@cs.cornell.edu). Research supported in part by NSF through grant DMS-9805602 and ONR through grant N00014-96-1-0050.

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