凸优化、半定规划相关Matlab工具包总结(部分为CC) 本文关键词：工具包，优化，规划，相关，CC
凸优化、半定规划相关Matlab工具包总结(部分为CC) 本文简介：SoftwareForsomecodesabenchmarkonproblemsfromSDPLIBisavailableatArizonaStateUniversity.·CSDP4.9,byBrianBorchers(report1998,report2001).Healsomaintainsa
凸优化、半定规划相关Matlab工具包总结(部分为CC) 本文内容：
Software
For
some
codes
a
benchmark
on
problems
from
SDPLIB
is
available
at
Arizona
State
University.
·
CSDP
4.9,by
Brian
Borchers
(report
1998,report
2001).
He
also
maintains
a
problem
library,SDPLIB.
·
CVX,version
1.1,by
M.
Grant
and
S.
Boyd.
Matlab
software
for
disciplined
convex
programming.
·
DSDP
5.6,by
S.
J.
Benson
and
Y.
Ye,parallel
dual-scaling
interior
point
code
in
C
(manual);
source
and
excutables
available
from
Benson
s
homepages.
·
GloptiPoly3,by
D.
Henrion,J.-B.
Lasserre
and
J.
Loefberg;
a
Matlab/SeDuMi
add-on
for
LMI-relaxations
of
minimization
problems
over
multivariable
polynomial
functions
subject
to
polynomial
or
integer
constraints.
·
LMITOOL-2.0
of
the
Optimization
and
Control
Group
at
ENSTA.
·
MAXDET,by
Shao-po
Wu,L.
Vandenberghe,and
S.
Boyd.
Software
for
determinant
maximization.
(see
also
rmd)
·
NCSOStools,by
K.
Cafuta,I.
Klep,and
J.
Povh.
An
open
source
Matlab
toolbox
for
symbolic
computation
with
polynomials
in
noncommuting
variables,to
be
used
in
combination
with
sdp
solvers.
·
PENNON-1.1
by
M.
Kocvara
and
M.
Stingl.
It
implements
a
penalty
method
for
(large-scale,sparse)
nonlinear
and
semidefinite
programming
(see
their
report),and
is
based
on
the
PBM
method
of
Ben-Tal
and
Zibulevsky.
·
PENSDP
v2.0
and
PENBMI
v2.0,by
TOMLAB
Optimization
Inc.,a
MATLAB
interface
for
PENNON.
·
rmd,by
the
Geometry
of
Lattices
and
Algorithms
group
at
University
of
Magdeburg,for
making
solutions
of
MAXDET
rigorous
by
approximating
primal
and
dual
solution
by
rationals
and
testing
for
feasibility.
·
SBmethod
(Version
1.1.3),by
C.
Helmberg.
A
C++
implementation
of
the
spectral
bundle
method
for
eigenvalue
optimization.
·
SDLS
by
D.
Henrion
and
J.
Malick.
Matlab
package
for
solving
least-squares
problems
over
convex
symmetric
cones.
·
SDPA
(version
7.1.2),initiated
by
the
group
around
Masakazu
Kojima.
·
SDPHA
does
not
seem
to
be
available
any
more
(it
was
package
by
F.
A.
Potra,R.
Sheng,and
N.
Brixius
for
use
with
MATLAB).
·
SDPLR
(version
1.02,May
2005)
by
Sam
Burer,a
C
package
for
solving
large-scale
semidefinite
programming
problems.
·
SDPpack
is
no
longer
supported,but
still
available.
Version
0.9
BETA,by
F.
Alizadeh,J.-P.
Haeberly,M.
V.
Nayakkankuppam,M.
L.
Overton,and
S.
Schmieta,for
use
with
MATLAB.
·
SDPSOL
(version
beta),by
Shao-po
Wu
Mathematics
and
Computer
Science
Division;
Argonne
National
Laboratory;
Argonne,IL;
March
2002.
opt-online
·
S.
Benson.
“Parallel
Computing
on
Semidefinite
Programs“,Preprint
ANL/MCS-P939-0302;
Mathematics
and
Computer
Science
Division
Argonne
National
Laboratory
9700
S.
Cass
Avenue
Argonne,IL,60439;
March
2002.
opt-online
·
D.
Henrion
and
J.
B.
Lasserre.
“GloptiPoly
-
Global
Optimization
over
Polynomials
with
Matlab
and
SeDuMi“,LAAS-CNRS
Research
Report,February
2002.
opt-online
·
M.
Kocvara
and
M.
Stingl.
“PENNON
-
A
Generalized
Augmented
Lagrangian
Method
for
Semidefinite
Programming“,Research
Report
286,Institute
of
Applied
Mathematics,University
of
Erlangen,2001.
opt-online
·
D.
Peaucelle,D.
Henrion,and
Y.
Labit.
“User
s
Guide
for
SeDuMi
Interface
1.01“,Technical
report
number
01445
LAAS-CNRS
:
7
av.
du
Colonel
Roche,31077
Toulouse
Cedex
4,FRANCE
November
2001.
opt-online
·
Jos
F.
Sturm.
“Using
SEDUMI
1.02,a
MATLAB
Toolbox
for
Optimization
Over
Symmetric
Cones
(Updated
for
Version
1.05)“,October
2001.
opt-online
·
Hans
D.
Mittelmann.
“An
Independent
Benchmarking
of
SDP
and
SOCP
Solvers“,Technical
Report,Dept.
of
Mathematics,Arizona
State
University,July
2001.
opt-online
·
K.
Fujisawa,M.
Fukuda,M.
Kojima
and
K.
Nakata.
“Numerical
Evaluation
of
SDPA“,Research
Report
B-330,Department
of
Mathematical
and
Computing
Sciences,Tokyo
Institute
of
Technology,Oh-Okayama,Meguro-ku,Tokyo
152,September
1997.
ps.Z-file
(ftp)
or
dvi.Z-file
(ftp)
·
L.
Mosheyev
and
M.
Zibulevsky.
“Penalty/Barrier
Multiplier
Algorithm
for
Semidefinite
Programming:
Dual
Bounds
and
Implementation“,Research
Report
#1/96,Optimization
Laboratory,Technion,November
1996.
ps-file
(http)
Due
to
several
requests
I
have
asked
G.
Rinaldi
for
permission
to
put
his
graph
generator
on
this
page.
Here
it
is:
rudy
(tar.gz-file)
Last
modified:
Tue
Oct
26
15:10:14
CEST
2010