凸优化、半定规划相关Matlab工具包总结(部分为C_C++).docVIP

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 Bensons 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 2