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Domain-Driven Solver (DDS): a MATLAB-based Software Package for Convex Optimization Problems in Domain-Driven Form

Mehdi Karimi(m7karimi***at***uwaterloo.ca)
Levent Tuncel(ltuncel***at***uwaterloo.ca )

Abstract: Domain-Driven Solver (DDS) is a MATLAB-based software package for convex optimization problems in Domain-Driven form [11]. The current version of DDS accepts every combination of the following function/set constraints: (1) symmetric cones (LP, SOCP, and SDP); (2) quadratic constraints; (3) direct sums of an arbitrary collection of 2-dimensional convex sets defined as the epigraphs of univariate convex functions (including as special cases, geometric programming and entropy programming); (4) epigraph of a matrix norm (including as a special case, minimization of nuclear norm over a linear subspace); (5) epigraph of quantum entropy; and (6) constraints involving Hyperbolic polynomials. DDS is a practical implementation of the infeasible-start primal-dual algorithm designed and analyzed in [11]. This manuscript contains the installation method of DDS and the input format for different types of constraints. To help the users in using DDS, we include some examples to illustrate the coding. We also discuss some implementation details and techniques we used to improve the efficiency.

Keywords: convex optimization, MATLAB-based software package, interior-point methods, Domain-Driven forms, self-concordant barriers

Category 1: Optimization Software and Modeling Systems

Category 2: Convex and Nonsmooth Optimization

Citation: Department of Combinatorics and Optimization, University of Waterloo

Download: [PDF]

Entry Submitted: 08/27/2019
Entry Accepted: 08/28/2019
Entry Last Modified: 08/27/2019

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