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VSDP: A Matlab toolbox for verified semidefinite-quadratic-linear programming

Viktor Härter(viktor.haerter***at***tu-harburg.de)
Christian Jansson(jansson***at***tuhh.de)
Marko Lange(marko.lange***at***tu-harburg.de)

Abstract: VSDP is a software package that is designed for the computation of verified results in conic programming. The current version of VSDP supports the constraint cone consisting of the product of semidefinite cones, second-order cones and the nonnegative orthant. It provides functions for computing rigorous error bounds of the true optimal value, verified enclosures of epsilon-optimal solutions, and verified certificates of infeasibility. All rounding errors due to floating point arithmetic are taken into account. VSDP is completely written in MATLAB. It uses INTLAB, and thus interval input data are supported as well. Via its interface, VSDP provides an easy access to the conic solvers CSDP, SeDuMi, SDPA, SDPT3, as well as LPSOLVE and LINPROG. Detailed numerical results for the NETLIB LP library, SDPLIB, DIMACS and Kocvara's test library for problems from structural optimization are presented in the second part of this manual. Many of these test problems are challenging real-world problems of large scale.

Keywords: Semidefinite programming, second-order cone programming, linear programming, rigorous error bounds, interval arithmetic

Category 1: Optimization Software and Modeling Systems

Category 2: Linear, Cone and Semidefinite Programming

Citation:

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Entry Submitted: 01/03/2013
Entry Accepted: 01/03/2013
Entry Last Modified: 01/03/2013

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