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VSDP: Verified SemiDefinite Programming (Version 2012)
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README.md

VSDP: Verified SemiDefinite-quadratic-linear Programming (Version 2012)

The latest version is VSDP 2018.

VSDP is a software package that is designed for the computation of verified results in conic programming. It supports the constraint cone consisting of the product of semidefinite cones, second-order cones and the nonnegative orthant. It provides functions for computing rigorous error bounds of the true optimal value, verified enclosures of epsilon-optimal solutions, and verified certificates of infeasibility. All rounding errors due to floating-point arithmetic are taken into account.

The software is completely written in MATLAB / GNU Octave and requires the interval toolbox INTLAB. Thus interval input is supported as well.

Via its interface, VSDP provides easy access to the conic solvers:

For more information, please read the Manual vsdp-2012-doc.pdf or visit https://vsdp.github.io/.

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