About Semidefinite
Programming

Notation;
Handbook
of Semidefinite Programming;
Semidefinite
Programming Bibliography/Comments/abstracts,
(organized by Henry Wolkowicz)
Semidefinite programs
are linear
programs where the nonnegativity constraint is replaced
by a positive
semidefinite constraint on matrix variables.
Semidefinite programs arise in many applications,
e.g.,
combinatorial optimization, control
theory, statistics, and
nonlinear programming.
In particular,
semidefinite programs
arise from Lagrangian relaxations
of quadratic
approximations; thus they provide improvements over linear
approximations.
(And "the world is not linear".)
Semidefinite Programming WWW page by Christoph Helmberg;
Search
Results at
simplifynet
A number of SDP solvers
are listed below.
(See also
The NEOS Solvers.)
NAME 
TYPE 
AUTHORS 
CSDP 
C 
B. Borchers 
DSDP 
C 

MAXDET 
Matlab,MEX 
Lieven
Vandenberghe,
Stephen P. Boyd. 
PENNON

AMPL 
Michal
Kocvara, originally PBM method of BenTal and Zibulevsky. 
SeDuMi
1.1+ 
Matlab,MEX 
Advanced
Optimization Laboratory, McMaster University, Canada 
SeDuMi
1.05 
Matlab,MEX 
Jos F. Sturm 
SDPA 
C++ 
K.
Fujisawa,
M. Kojima, K. Nakata

SBmethod 
C++ 
Christoph
Helmberg 
SDPpack

Matlab,MEX 
F.
Alizadeh, JP A. Haeberly, M. V. Nayakkankuppam, M. L. Overton, S.
Schmieta 
SDPT3

Matlab,MEX 
K.C.
Toh,
M.J. Todd,
R.H. Tutuncu 
SIMPLE 
Matlab 
Henry
Wolkowicz; solves the SDP relaxation of MaxCut 
YALMIP
(Yet another LMI parser): YALMIP serves as an interface to a
number of solvers. Developed by Johan Loefberg.
Semidefinite
Programming
contains (locally) a toolbox with MATLAB programs for semidefinite
programming.
SDPSOL
is still
available, but it has been superceded by CVX.


Long list of related references
(found using MathSearch);
Primaldual
algorithms from Monteiro:
InteriorPoint
Archiv;
e
Game
Theory Resources
A gzipped bib
file for SDP with related papers
A Bibliography
on Semidefinite Programming,
a searchable bib
collection from The Collection of Computer Science Bibliographies
> Subject area: Bibliographies on Mathematics.
Several of my papers related to semidefinite programming are
available
through this
abstracts file
Workshops
and Conferences

Large
Scale Nonlinear and Semidefinite Programming Workshop
Wednesday, May 12 to Saturday, May 15, 2004
at University of Waterloo
Call
for Papers: Special Issue of MP
Novel
Approaches to Hard Discrete Optimization,
April 2001
Workshop
at the University
of Waterloo.
Workshop
at the Fields
Institute
Semidefinite Programming and InteriorPoint
Approaches for
Combinatorial Optimization Problems,
Toronto, Ontario, May 1517, 1996
Two volumes of proceedings:
New Approaches to Hard Discrete
Optimization,
volume 6 #3 in J. Comb.
Opt.
Kluwer Academic Publishers,
Hingham, MA, 2002
Novel Approaches to Hard Discrete Optimization,
The Fields
Institute for Research in Mathematical Sciences, Communications Series,
Providence, RI, 2003.
American Mathematical Society,
see bib
data.


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