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SDPMATH is a Mathematica package for solving Semidefinite Programs. This package contains 12 different interior-point predictor-corrector algorithms used to solve semidefinite programs. 3 search directions are implemented:

  • Alizadeh-Haeberly-Overton (AHO)
  • Kojima-Shindoh-Hara/Helberg-Rendl-Vanderbei-Wolkowicz/Monteiro (KSH/HRVW/M)
  • Nesterov-Todd (NT)
using two types of algorithms (Mizuno-Todd-Ye type, Mehrotra type) and two different formulations (Infeasible-interior-point formulation, Potra-Sheng homogeneous formulation)

Current Version:   1.1

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