...cone

Also known as the second-order cone, Lorentz cone or ice cream cone.

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...Beta

Preliminary versions of this software have been distributed privately since August 1995. The first public release was Version 0.8 Beta, March 1997.

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...Matlab

Matlab is a registered trademark of The MathWorks Inc.

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...direction

Sometimes referenced as the AHO direction in the literature

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...structure

The fields of a structure may be assigned at the keyboard without initializing it otherwise, for example A.q = [1 2; 2 2].

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...sparse

type help sparse in Matlab for more information.

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...fsql.m.

Matlab warnings that ill-conditioned systems are being solved may be suppressed by typing warning off. Such ill-conditioning is normal near the solution.

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...call

The user need not specify all output parameters when invoking a Matlab function: any number of leading output parameters may be requested. If only the right-hand side is specified, the function returns only the first output parameter.

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...boundary.

Unfortunately, the output of Matlab's chol function does not distinguish between the singular and indefinite cases. Hence the need to rely on an eigenvalue routine to make this distinction. Using blkeig is preferable to calling the Matlab built-in function eig directly, since it computes eigenvalues one block at a time.

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...subdirectory.

As long as setpath.m has been called, Matlab will be able to find routines in the various subdirectories.

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...direction

Sometimes called the HRVW/KSH/M direction in the literature

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...block.

However, dsdp and fdsdp will function with multiple blocks.

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...sequence

Recall that the user does not need to specify all output parameters.

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...randomly

All these routines generate data uniformly distributed in [-1,1]. They may be modified to use the normal distribution by using randn instead of rand.

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...problems

Provided to us by P. Gahinet.

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...problems

Provided to us by A. Nemirovskii.

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