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ADMM method for SDP problems, input in SDPA format, algorithm by Wen, Zaiwen, Donald Goldfarb, and Wotao Yin, 2010.
This project forked from kocvara/admm_for_sdp
ADMM method for SDP problems, input in SDPA format, algorithm by Wen, Zaiwen, Donald Goldfarb, and Wotao Yin, 2010.
% ADMM_for_SDP is a collection of MATLAB functions for the solution of % various SDP and otehr conic problems by the Alternating Direction Method % of Multipliers. % It implements the algorithm published in % % Wen, Zaiwen, Donald Goldfarb, and Wotao Yin. "Alternating direction % augmented Lagrangian methods for semidefinite programming." Mathematical % Programming Computation 2.3-4 (2010): 203-230. % % The collection contains the following subdirectories % % ADMM_for_SDPA...reads linear SDP problem in SDPA format and solves it % % ADMM_for_STANDARD_QP...solves SDP or DNN relaxation of the % standard quadratic programming problem with random data % % ADMM_for_TTO...solves the SDP formulation of the basic truss topology % optimization problem % % All problems can be solved either by % admm_sdp.m ... solves standard linear SDP problem % or by % admm_dnn.m ... solves a conic problem on the % cone of double nonnegative matrices (DNN) % % Copyright (c) 2019 Michal Kocvara, [email protected] % Last Modified: 15 Dec 2019
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