SDPLR

SDPLR is a C package for solving large-scale semidefinite programming problems. An easy-to-use Matlab interface is provided.

The current version is 1.03-beta (October 26, 2010). Click here for changes.

People involved in the development of SDPLR are:

Samuel Burer (University of Iowa)
Renato D.C. Monteiro (Georgia Tech)
Changhui Choi

Please feel free to contact samuel-burer@uiowa.edu with any questions, comments, requests or bug reports.

The development of SDPLR has been supported from 1998 by NSF grants INT-9600343, INT-9910084, CCR-9700448, CCR-9902010, CCR-0203113, CCR-0203426, and CCF-0545514, as well as by ONR grant N00014-03-1-0401.

Downloads

Source Code

User's Guide

SDPLR-1.03-beta-usrguide.pdf

Binaries

Windows binary (32-bit)

Previous Versions

SDPLR-1.02 -- Link to directory containing source code, binaries, etc.
SDPLR-1.01 -- Link to directory containing source code, binaries, etc.
SDPLR-1.0 -- Link to directory containing source code, binaries, etc.
SDPLR v0.130301.tar.gz -- This version contains specialized codes for the maximum cut, minimum bisection, and Lovász theta SDPs and hence, for these problem classes, may be quicker than SDPLR v1.0, which is a general purpose code.

Papers

Primary (please cite first)

S. Burer and R.D.C. Monteiro. A Nonlinear Programming Algorithm for Solving Semidefinite Programs Via Low-Rank Factorization. Mathematical Programming (series B), 95(2):329-357, 2003.

Secondary

S. Burer and R.D.C. Monteiro. Local Minima and Convergence in Low-Rank Semidefinite Programming. Mathematical Programming (series A), 103(3):427-444, 2005.
S. Burer and C. Choi. Computational Enhancements in Low-Rank Semidefinite Programming. Optimization Methods and Software, 21(3):493-512, 2006.

S. Burer and R.D.C. Monteiro. A Projected Gradient Algorithm for Solving the Maxcut SDP Relaxation. Optimization Methods and Software, 15(3-4):175-200, 2001.

Miscellaneous

SDPLR on the Internet

Try SDPLR over the Web at the NEOS Server for Optmization. Thanks to Hans Mittelmann for the NEOS implementation.

Matlab binary input
Sparse SDPA input

Large-Scale Test Problems

Sparse SDPA format

Hans Mittelmann's collection
Electronic structure SDPs (hosted by M. Fukuda)
Structural optimization SDPs (hosted by M. Kocvara)
SDPs with special structure (hosted by E. de Klerk and R. Sotirov)

SDPLR format (hosted by S. Burer)