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VSDP: Verified SemiDefinite Programming (Version 2006 by Christian Jansson)
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README.md

VSDP: Verified SemiDefinite Programming (Version 2006 by Christian Jansson)

The latest version is VSDP 2018.

VSDP is a MATLAB / GNU Octave software package for rigorously solving semidefinite programming problems. It expresses these problems in a notation closely related to the form given in textbooks and scientific papers. Functions for computing verified forward error bounds of the true optimal value and verified certificates of feasibility and infeasibility are provided. All rounding errors due to floating point arithmetic are taken into account. Computational results are given, including results for the SDPLIB benchmark problems. This package supports interval input data and sparse format.

Prerequisites

  • VSDP requires the approximate solver SDPT3 and the interval toolbox INTLAB.

Some demonstration

For more information, please read the Manual vsdp-2006-doc.pdf or visit https://vsdp.github.io/.

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