University of Waterloo

Optimization Software & Theory

Software (MATLAB codes), papers, and background, related to the research of Henry Wolkowicz is available in fortran and/or matlab, e.g. for Semidefinite Programming (see e.g. Handbook on SDP.) In each directory there should be a readme file as well as a tar file containing all the files and subdirectories. Also available are various locations for theoretical background.
( a short publication list)>MATLAB>Optimization)
Graph Partitioning
Semidefinite Programming
Quadratic Assignment Problem
Set Partitioning
Linear Programming
Pos. Def. Compl.
Euclidean Distance Compl.
Trust Region Subproblem
  &this directory



Combinatorial Optimization

Matrix Approximation Problems Using SDP

(linked from Decision Tree for Optimization Software - NLP/SDP/Appl.)

Positive Semidefinite Matrix Completion Problems
Suppose that we are given a partial Hermitian matrix, i.e. some of the elements are fixed while others are free. The matrix completion problem consists in finding the free elements in order to satisfy a criterion such as positive semidefiniteness. A characterization of existence of completions using chordality is given in the paper; also a paper on the approximate positive semidefinite completion problem is available. A gzipped tar file with matlab programs that solve the AC problem is also available in this directory. In particular, the file dualcomp.m, is a self-documented matlab file that solves the large sparse approximate completion problem in the case that there many elements free.

Euclidean Distance Matrix Completion Problems
A related problem to the above, is the Euclidean distance matrix completion problem. A paper on the approximate distance matrix completion problem is available; as is a paper on characterizations of EDM. A gzipped tar file containing matlab programs is available in this directory that solve the EDM problem is also available.

Linear Programming

Nonlinear Programming