On the implementation and usage of SDPT3 -- a Matlab software package for semidefinite-quadratic-linear programming, version 4.0
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Publication:2802544
DOI10.1007/978-1-4614-0769-0_25zbMATH Open1334.90117OpenAlexW1516536271MaRDI QIDQ2802544FDOQ2802544
Authors: Kim-Chuan Toh, Michael J. Todd, Reha H. Tütüncü 
Publication date: 26 April 2016
Published in: International Series in Operations Research & Management Science (Search for Journal in Brave)
Full work available at URL: https://hdl.handle.net/1813/15133
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Quadratic programming (90C20) Linear programming (90C05) Semidefinite programming (90C22) Software, source code, etc. for problems pertaining to operations research and mathematical programming (90-04)
Cites Work
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Cited In (81)
- Dissipative stabilization of linear systems with time-varying general distributed delays
- Semi-definite programming and quantum information
- First-Order Methods for Problems with $O$(1) Functional Constraints Can Have Almost the Same Convergence Rate as for Unconstrained Problems
- Exploiting constant trace property in large-scale polynomial optimization
- A robust bank asset allocation model integrating credit-rating migration risk and capital adequacy ratio regulations
- Tridiagonal maximum-entropy sampling and tridiagonal masks
- Low-rank exploitation in semidefinite programming for control
- Multichannel frequency estimation with constant amplitude via convex structured low-rank approximation
- Solving clustered low-rank semidefinite programs arising from polynomial optimization
- Generating irreducible copositive matrices using the stable set problem
- IPRSDP: a primal-dual interior-point relaxation algorithm for semidefinite programming
- On well-structured convex–concave saddle point problems and variational inequalities with monotone operators
- Revisiting Spectral Bundle Methods: Primal-Dual (Sub)linear Convergence Rates
- Preserving Lagrangian structure in data-driven reduced-order modeling of large-scale dynamical systems
- Composite convex optimization with global and local inexact oracles
- Sums of Hermitian squares decomposition of non-commutative polynomials in non-symmetric variables using NCSOStools
- Integrated inventory control and facility location decisions in a multi-echelon supply chain network with hubs
- A line search penalty-free method for nonlinear second-order cone programming
- Coprime factors reduction methods for linear parameter varying and uncertain systems
- A fast nonlinear control method for linear systems with input saturation
- Self-concordant inclusions: a unified framework for path-following generalized Newton-type algorithms
- Generalized self-concordant functions: a recipe for Newton-type methods
- Efficient Solution of Maximum-Entropy Sampling Problems
- Robust high-order repetitive control: Optimal performance trade-offs
- Robust two-stage stochastic linear optimization with risk aversion
- A smoothing Newton method for the second-order cone complementarity problem.
- A multilevel analysis of the Lasserre hierarchy
- Extending Mehrotra and Gondzio higher order methods to mixed semidefinite-quadratic-linear programming
- Reference tracking stochastic model predictive control over unreliable channels and bounded control actions
- Interior point method on semi-definite linear complementarity problems using the Nesterov-Todd (NT) search direction: polynomial complexity and local convergence
- Local saddle points for unconstrained polynomial optimization
- A smoothing Newton method with Fischer-Burmeister function for second-order cone complementarity problems
- Gradient methods and conic least-squares problems
- An SQP-type Method with Superlinear Convergence for Nonlinear Semidefinite Programming
- A survey on conic relaxations of optimal power flow problem
- A primal-dual interior-point method based on various selections of displacement step for symmetric optimization
- Maximum-entropy sampling and the Boolean quadric polytope
- Convex relaxations for mixed integer predictive control
- A constraint-reduced algorithm for semidefinite optimization problems with superlinear convergence
- SDPT3 — A Matlab software package for semidefinite programming, Version 1.3
- SDPLIB 1.2, a library of semidefinite programming test problems
- Using SeDuMi 1.02, A Matlab toolbox for optimization over symmetric cones
- A polynomial time constraint-reduced algorithm for semidefinite optimization problems
- An inexact non-interior continuation method for semidefinite programming: convergence analysis and numerical results
- An independent benchmarking of SDP and SOCP solvers
- Status determination by interior-point methods for convex optimization problems in domain-driven form
- An inexact interior-point Lagrangian decomposition algorithm with inexact oracles
- Solving symmetric and positive definite second-order cone linear complementarity problem by a rational Krylov subspace method
- Interior Point Methods for Nonlinear Optimization
- Generalized Lagrangian duality for nonconvex polynomial programs with polynomial multipliers
- Mixing convex-optimization bounds for maximum-entropy sampling
- Revisiting several problems and algorithms in continuous location with \(\ell _\tau \) norms
- A line search exact penalty method for nonlinear semidefinite programming
- A modified homogeneous potential reduction algorithm for solving the monotone semidefinite linear complementarity problem
- Solving semidefinite-quadratic-linear programs using SDPT3
- Outlier detection and least trimmed squares approximation using semi-definite programming
- Certificates of infeasibility via nonsmooth optimization
- Semidefinite programming hierarchies for constrained bilinear optimization
- Regularized robust optimization: the optimal portfolio execution case
- A new method based on the manifold-alternative approximating for low-rank matrix completion
- A Multigrid Approach to SDP Relaxations of Sparse Polynomial Optimization Problems
- Smoothing Newton algorithm for symmetric cone complementarity problems based on a one-parametric class of smoothing functions
- An SOS-QE approach to nonlinear gain analysis for polynomial dynamical systems
- Convex optimisation-based methods for K-complex detection
- Minimum variance constrained estimator
- Solving SDP completely with an interior point oracle
- Linear programming relaxations of quadratically constrained quadratic programs
- Stochastic predictive control under intermittent observations and unreliable actions
- Lasserre Hierarchy for Large Scale Polynomial Optimization in Real and Complex Variables
- Successive linearization methods for nonlinear semidefinite programs
- A Krylov Subspace Method for Large-Scale Second-Order Cone Linear Complementarity Problem
- Convex optimization methods for dimension reduction and coefficient estimation in multivariate linear regression
- SDPTools: a high precision SDP solver in \texttt{Maple}
- Sparse solutions to random standard quadratic optimization problems
- Reliable approximations of probability-constrained stochastic linear-quadratic control
- S<i>l</i><sub>1</sub>QP Based Algorithm with Trust Region Technique for Solving Nonlinear Second-Order Cone Programming Problems
- Robust trade-off portfolio selection
- Alternating projections on nontangential manifolds
- A Geodesic Interior-Point Method for Linear Optimization over Symmetric Cones
- Sparse and constrained stochastic predictive control for networked systems
- Interpreting latent variables in factor models via convex optimization
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