Using SeDuMi 1.02, A Matlab toolbox for optimization over symmetric cones
Optimization methods & softwarePublished 1 January 1999
J.F. Sturm
Citations7,460
SJR quartileQ2
SJR score0.72
SNIP1.42
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TL;DR
This paper describes how to work with SeDuMi, an add-on for MATLAB, which lets you solve optimization problems with linear, quadratic and semidefiniteness constraints by exploiting sparsity.
Abstract
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. Notes *MATLAB is a registered trademark of the The Mathworks, Inc.
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