next up previous
Next: CSDP Up: The Codes Previous: SDPA


Author: Sturm
Version: 1.04, 9/2000;
Available: yes, from
Key papers: [24,25]
Features: self-dual embedding, dense column handling
Language, Input format: Matlab+C; Matlab, SDPA, SDPpack
Error computations: yes
Solves: SDP/SOCP

The primal-dual interior point algorithm implemented in SeDuMi [24] is described in [25]. The algorithm has an $ O(\sqrt{n} \log \epsilon)$ worst case bound, and treats initialization issues by means of the self-dual embedding technique of [28]. The iterative solutions are updated in a product form, which makes it possible to provide highly accurate solutions.

The algorithm terminates successfully if the norm of the residuals in the optimality conditions, or the Farkas system with $ b^T y=1$ or $ \langle c, x \rangle = -1$, are less than the parameter pars.eps. The default value for pars.eps is 1E-9.


Hans D. Mittelmann 2002-08-17