VSDP: Verified SemiDefinite Programming

Christian Jansson(janssontu-harburg.de)

Abstract: VSDP is a MATLAB software package for rigorously solving semidefinite programming problems. It expresses these problems in a notation closely related to the form given in textbooks and scientific papers. Functions for computing verified forward error bounds of the true optimal value and verified certificates of feasibility and infeasibility are provided. All rounding errors due to floating point arithmetic are taken into account. Computational results are given, including results for the SDPLIB benchmark problems. This package supports interval input data and sparse format.

Keywords: semidefinite programming, rigorous error bounds, interval arithmetic

Category 1: Optimization Software and Modeling Systems

Category 2: Linear, Cone and Semidefinite Programming

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Entry Submitted: 12/19/2006
Entry Accepted: 12/19/2006
Entry Last Modified: 12/19/2006

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