PENNON: software for linear and nonlinear matrix inequalities

DOI10.1007/978-1-4614-0769-0_26zbMATH Open1334.90108arXiv1504.07212OpenAlexW2101221666MaRDI QIDQ2802545FDOQ2802545

Authors: Michal Kočvara, M. Stingl 

Publication date: 26 April 2016

Published in: International Series in Operations Research & Management Science (Search for Journal in Brave)

Abstract: The goal of this paper is to present an overview of the software collection for the solution of linear and nonlinear semidefinite optimization problems PENNON. In the first part we present theoretical and practical details of the underlying algorithm and several implementation issues. In the second part we introduce the particular codes PENSDP, PENBMI and PENNON, focus on some specific features of these codes and show how they can be used for the solution of selected problems.

Full work available at URL: https://arxiv.org/abs/1504.07212

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Mathematics Subject Classification ID

Semidefinite programming (90C22) Software, source code, etc. for problems pertaining to operations research and mathematical programming (90-04)

Cites Work

• On the implementation of an interior-point filter line-search algorithm for large-scale nonlinear programming
• PENNON: A code for convex nonlinear and semidefinite programming
• On the solution of large-scale SDP problems by the modified barrier method using iterative solvers
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Cited In (7)

• Conic optimization: a survey with special focus on copositive optimization and binary quadratic problems
• Nonlinear rescaling Lagrangians for nonconvex semidefinite programming
• Conforming approximation of convex functions with the finite element method
• PENNON: A code for convex nonlinear and semidefinite programming
• Numerical approximation of the data-rate limit for state estimation under communication constraints
• Polynomial chaos-based \(\mathcal{H}_2\) output-feedback control of systems with probabilistic parametric uncertainties
• Local exponential stabilization for a class of uncertain nonlinear impulsive periodic switched systems with norm-bounded input

Uses Software

• SDPA
• AMPL
• PENNON
• YALMIP
• Benchmarks for Optimization Software
• Ipopt

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