Click here to download the latest SeDuMi bundle. These bundles now include pre-compiled MATLAB and Octave MEX files files for Windows, Linux, and macOS (Intel and Apple Silicon).
SeDuMi (Self-Dual-Minimization) is a Matlab/GNU Octave package for solving convex optimization problems involving linear equations and inequalities, second-order cone constraints, and semidefinite constraints (linear matrix inequalities).
Please note that this is an unofficial repository for SeDuMi. The official SeDuMi site is hosted by the CORAL Lab at the Department of Industrial and Systems Engineering at Lehigh University. This repository was originally not intended to remain a permanent fork from the last official SeDuMi release. However, this repository contains a still maintained versions of SeDuMi.
This version of SeDuMi is distributed under the GNU General Public License 2.0.
Download and add the extracted SeDuMi directory to the Matlab load path and run
install_sedumi
This version of SeDuMi comes with pre-compiled binaries for Matlab (MS Windows, Linux, and macOS). In case the binaries don't work for your system, try to run
install_sedumi -rebuild
Note that you may have to install a compiler for Matlab first. Using GNU Octave, the binaries are compiled automatically.
The original version was developed by Jos. F. Sturm, who sadly passed away in 2003. Development continued under the direction of Prof. Tamás Terlaky by former Ph.D. students Imre Pólik and Oleksandr Romanko.
Of course, like many open-source projects, it has benefited considerably from contributions by others, including the developers of YALMIP and CVX, two modeling frameworks for optimization that use SeDuMi as a solver. The authors of these packages co-administer this repo, along with Jonathan Currie from AUT University.
For a list of changes for each SeDuMi version, check the file Changelog.md.
If you find this software useful, please cite it in your publication as follows:
@article{doi:10.1080/10556789908805766,
author = {Sturm, Jos F.},
title = {Using SeDuMi 1.02, A {MATLAB} toolbox for optimization over symmetric cones},
journal = {Optimization Methods and Software},
volume = {11},
number = {1-4},
pages = {625-653},
year = {1999},
doi = {10.1080/10556789908805766},
URL = {https://doi.org/10.1080/10556789908805766}
}
Account of original sources:
The files ordmmd.c and symfct.c are C-versions of Fortran modules by
Esmond G. Ng and Barry W. Peyton, Oak Ridge National Laboratory, 1994,
from which large parts are based on SPARSPAK-A RELEASE III by Joseph W.H. Liu,
University of Waterloo, 1984.
All other files in this distribution are by Jos F. Sturm, Tilburg University, 2001, updated and further developed by Imre Polik, McMaster University, Hamilton, Canada.
You are welcome to submit bug reports or request for help on the GitHub issue page. We cannot guarantee that they will be addressed in a timely fashion, we will do our best.
As of April 2024, this repository uses
GitHub Actions to compile
MEX files for Linux, Windows, and macOS (both Intel and Apple
Silicon variants). Whenever a new Git tag is pushed to the
repository, these actions automatically create .zip and .tgz
bundles of that version of the code, including those compiled
MEX files, and publishes those bundles to the
Releases page.
If you wish to contribute fixes or improvements to this repository, please feel free to submit a pull request.