USING SEDUMI 1.02, A MATLAB TOOLBOX FOR OPTIMIZATION OVER SYMMETRIC CONES (Updated for Version 1.05)

Jos F. Sturm (j.f.sturmkub.nl)

Abstract: SeDuMi 1.05 is an add-on for MATLAB, which lets you solve optimization problems with linear, quadratic and semidefiniteness constraints. It is possible to have complex valued data and variables in SeDuMi. Moreover, large scale optimization problems are solved efficiently, by exploiting sparsity. This paper describes how to work with this toolbox.

Keywords: Symmetric cone, semidefinite programming, second order cone programming, self--duality, MATLAB, SeDuMi

Category 1: Linear, Cone and Semidefinite Programming

Category 2: Optimization Software and Modeling Systems

Citation: Optimization Methods and Software 11--12 (1999) 625--653 (for verions 1.02/1.03)

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Entry Submitted: 10/31/2001
Entry Accepted: 10/31/2001
Entry Last Modified: 10/31/2001

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