Optimization methods & software · 1999 · 7.5K citations · 18 references
Natural SciencesComputer ScienceOptimizationProgramming LanguagesScientific ComputingConstrained OptimizationConvex AnalysisConvex OptimizationLarge-scale OptimizationNonlinear ProgrammingOptimization TheoryLarge-scale Convex OptimizationLarge-scale Sparse OptimizationSemidefinite Programming
SeDuMi is a MATLAB add‑on that solves optimization problems with linear, quadratic, and semidefinite constraints, supports complex data, and efficiently handles large‑scale problems by exploiting sparsity. The paper explains how to use the SeDuMi toolbox. Keywords: symmetric cones, semidefinite programming, second‑order cone programming; MATLAB is a registered trademark of The Mathworks, Inc.
Abstract 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. Keywords: Symmetric conesemidefinite programmingsecond order cone programmingself-dualityMATLABSeDuMi *MATLAB is a registered trademark of the The Mathworks, Inc. *MATLAB is a registered trademark of the The Mathworks, Inc. *MATLAB is a registered trademark of the The Mathworks, Inc. Notes *MATLAB is a registered trademark of the The Mathworks, Inc.
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