Design and Implementation of a Parser/Solver for SDPs with Matrix Structure
نویسنده
چکیده
A wide variety of analysis and design problems arising in control, communication and information theory, statistics, computational geometry and many other elds can be expressed as semide nite programming problems (SDPs) or determinant maximization problems (maxdet-problems). In engineering applications these problems usually have matrix structure, i.e., the optimization variables are matrices. Recent interiorpoint methods can exploit such structure to gain huge e ciency. In this paper, we describe the design and implementation of a parser/solver for SDPs and maxdet-problems with matrix structure. The parser/solver parses a problem speci cation close to its natural mathematical description, solves the compiled problem e ciently, and returns the results in a convenient form.
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Sdpsol: a Parser/solver for Semideenite Programs with Matrix Structure
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