## SDPpack

Version 0.8 BETA

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# SDPpack

User's Guide

Version 0.8 BETA

F. Alizadeh, RUTCOR, Rutgers University, *alizadeh@rutcor.rutgers.edu*

J.-P. Haeberly, Department of Mathematics, Fordham University, *haeberly@murray.fordham.edu*

M. V. Nayakkankuppam, Courant Institute, New York University, *madhu@cs.nyu.edu*

M. L. Overton, Courant Institute, New York University, *overton@cs.nyu.edu*

### Abstract:

*This report describes SDPpack, a package of Matlab files designed to
solve semidefinite programs (SDP). SDP is a generalization of linear
programming to the space of block diagonal, symmetric, positive
semidefinite matrices. The main routine implements a primal--dual
Mehrotra predictor--corrector scheme based on the XZ+ZX search
direction. We also provide certain specialized routines, one to solve
SDP's with only diagonal constraints, and one to compute the Lovász
function of a graph, using the XZ search direction. Routines
are also provided to determine whether an SDP is primal or dual
degenerate, and to compute the condition number of an SDP. The code
optionally uses MEX files for improved performance; binaries are
available for several platforms. Benchmarks show that the codes
provide highly accurate solutions to a wide variety of problems.
*
Copyright © 1997. All rights are reserved by the authors;
restrictions in the copyright notice in each release also
apply. SDPpack is software provided on an ``as is'' basis -- no
warranties, express or implied. In particular, the authors make no
representation about the merchantability of this software or its
fitness for any specific purpose. For research and noncommercial use:
(i) this software is available free of charge, (ii) permission is
granted to use, copy or distribute this software free of charge
provided the copyright message in each release is preserved in each
copy or distribution, (iii) permission is granted to modify this
software provided every distribution or copy of the modified software
contains a clear record of the modifications, and (iv) any publication
resulting from research that made use of this software should cite
this document.

This work was supported in part by the National Science Foundation.

Web: http://www.cs.nyu.edu/phd_students/madhu/sdppack/sdppack.html

NYU Computer Science Dept Technical Report 734, March 1997.

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*Madhu Nayakkankuppam *

Fri Mar 28 00:48:56 EST 1997