SDPHA SDPHA implements Mehrotra predictor-corrector algorithms for semidefinite programming using the homogeneous formulation proposed and analyzed by Potra and Sheng. The code is adapted from the MATLAB package SDPT3 of Toh, Todd, and Tutuncu, which implements Mehrotra infeasible-interior-point algorithms. Three search directions are availabe: AHO, HKM, and NT. In contrast to SDT3, the user no longer needs to provide a starting point (X0, y0, Z0). The code uses (X0,y0,Z0) = (I,0,I). The initial variables tau and kappa used in the homogeneous algorithms are set to 1 by the code. In addition, the new code detects possible infeasibility of the problem by monitoring tau/(kappa+1).

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Home Site: http://www.math.uiowa.edu/~rsheng/SDPHA/sdpha.html Source Code Availability: Yes Available Binary Packages: Debian Package: No RedHat RPM Package: No Other Packages: No Targeted Platforms: Matlab platforms Software/Hardware Requirements: Matlab

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