Solving semidefinite-quadratic-linear programs using SDPT3

By Reha H. Tütüncü, Kim-Chuan Toh, Michael J. Todd. Mathematical programming, 2003

1,310 citations recorded by the source corpus.

Subfields: Computational Theory and Mathematics, Control and Systems Engineering, Numerical Analysis

View Paper: https://www.semanticscholar.org/paper/d2514bc09313681583efd4dc920a54f59c30dc26

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Computational Theory and Mathematics

In Control and Systems Engineering

In Numerical Analysis

Citations in the corpus

Primal-dual first-order methods with $${\mathcal {O}(1/\epsilon)}$$ iteration-complexity for cone programming (2011, methodology): “We observe that the termination criterion (57) is exactly the same as the one used by the code SDPT3 [13] for solving SDP problems.”
Distributed Control of Robotic Networks: A Mathematical Approach to Motion Coordination Algorithms (2009, methodology): “Several freely available numerical packages exist to solve SQLP problems; for example, SDPT3 (Tutuncu et al., 2003).”
Primal-dual first-order methods with O (1/e) iteration-complexity for cone programming. (2011, methodology): “We observe that the termination criterion (57) is exactly the same as the one used by the code SDPT3 [13] for solving SDP problems.”
Recovering Low-Rank and Sparse Components of Matrices from Incomplete and Noisy Observations (2011, neutral): “Although the semidefinite programming (SDP) reformulation of (1.1) is readily derived, the difficulty of high dimensionality excludes direct applications of some state-of-the-art yet generally-purposed SDP solvers such as the popular interior-point-method packages SeDuMi [47] and SDPT3 [51].”
Fixed point and Bregman iterative methods for matrix rank minimization (2009, methodology): “Moreover, our algorithm is much faster than state-of-the-art SDP solvers such as SDPT3 applied to (1.12).”
Graph-Structured Multi-task Regression and an Efficient Optimization Method for General Fused Lasso (2010, methodology): “We us SDPT3 package [20] to solve the SOCP formulation.”
Optimal Resource Allocation in Coordinated Multi-Cell Systems (2013, methodology): “, using the implementations SeDuMi [256] and SDPT3 [271]) and are useful in practical applications.”
A Linear-Quadratic Optimal Control Problem for Mean-Field Stochastic Differential Equations in Infinite Horizon (2012, methodology): “Note that the numerical algorithms we have used for checking LMIs or solving SDP are similar to those in [35, 34, 22].”
Observation of entangled states of a fully-controlled 20 qubit system (2017, background): “The run time of the SDP is polynomial in the dimension of the Hilbert space [35,36], but the dimension of our Hilbert space naturally increases exponentially with the number of qubits k.”
Dimension reduction and coefficient estimation in multivariate linear regression (2007, background): “We show that expression (5) is equivalent to a second-order cone program and can be solved by using standard solvers such as SDPT3 (Tütüncü et al., 2003).”
Real-Time Convex Optimization in Signal Processing (2010, methodology): “7 GHz, it takes approximately 500 μs to solve usingCVXMOD -generated code, which compares well with the standard SOCP solver SDPT3 [73], [74], whose solve time is approximately 300 ms.”
Interior-Point Method for Nuclear Norm Approximation with Application to System Identification (2009, methodology): “Columns 2 and 3 show the statistics for solving the problem using the general-purpose solvers SeDuMi (version 1.1R3) [40] and SDPT3 (version 4.0 beta) [ 46 ] in Matlab (version R2007a).”