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Zbl 0973.90526
Sturm, Jos F.
Using SeDuMi 1. 02, a MATLAB toolbox for optimization over symmetric cones. (English)
[J] Optim. Methods Softw. 11-12, No.1-4, 625-653 (1999). ISSN 1055-6788; ISSN 1029-4937/e

Summary: SeDuMi 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.
MSC 2000:
*90C22 Semidefinite programming
90C46 Optimality conditions, duality
65Y15 Packaged methods

Keywords: symmetric cone; semidefinite programming; second order cone programming; self-duality; MATLAB; SeDuMi

Cited in: Zbl 1235.90114

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