SeDuMi
Self-Dual-Minimization [Interfaced]
SeDuMi is the defacto standard for SDP solvers, and includes functionality for solving SOCP and rotated cone problems (not yet interfaced to OPTI). For interfacing instructions see below.
| Category | Open Source |
| Managers | Dr. Imre Polik and Prof. Johan Löfberg |
| License | GNU General Public License v3 |
| Home Page | SeDuMi Home Page |
| Download Page | SeDuMi Download Page |
| MEX Interface | Supplied with SeDuMi |
| Pre-Requisites | None |
| Version Interfaced | 1.32 |
Interfacing SeDuMi
OPTI is only interfaced to the latest release of SeDuMi (v1.31 or higher), now available on github here. Simply click 'zip' and download the solver, as below:
Once downloaded, unzip it on your computer to a suitable permanent location, and add the path to MATLAB using the following commands (make sure MATLAB's current directory is the sedumi folder):
>> genpath(cd);
>> savepath;
Citation
J.F. Sturm, "Using SeDuMi 1.02, a MATLAB toolbox for Optimization over Symmetric Cones," Optimization Methods and Software 11(12), pp. 625-653, 1999