Solving semidefinite-quadratic-linear programs using SDPT3
- Cite this article as:
- Tütüncü, R., Toh, K. & Todd, M. Math. Program., Ser. B (2003) 95: 189. doi:10.1007/s10107-002-0347-5
This paper discusses computational experiments with linear optimization problems involving semidefinite, quadratic, and linear cone constraints (SQLPs). Many test problems of this type are solved using a new release of SDPT3, a Matlab implementation of infeasible primal-dual path-following algorithms. The software developed by the authors uses Mehrotra-type predictor-corrector variants of interior-point methods and two types of search directions: the HKM and NT directions. A discussion of implementation details is provided and computational results on problems from the SDPLIB and DIMACS Challenge collections are reported.