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SDPpack
SDPpack 0.9 extends the previous release for semidefinite programming (SDP) to mixed semidefinite-quadratic-linear programs (SQLP), i.e. linear optimization problems over a product of semidefinite cones, quadratic cones and the nonnegative orthant. Together, these cones make up all possible homogeneous self-dual cones over the reals. The main routine implements a primal-dual Mehrotra predictor-corrector scheme based on the XZ+ZX search direction.
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Current Version: 0.9 beta
License Type: Free for Research and Non-Commercial Use
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