The NEOS Server offers DSDP for the solution of semidefinite programming
The DSDP software package is an implementation of the dual-scaling
algorithm for semidefinite programming.
This interior-point algorithm has a convergence proof and worst-case
polynomial complexity under mild assumptions on the data. It
provides feasible primal and dual solutions, exploits low-rank structure and
sparsity in the data,
and has low memory requirements compared to other interior-point methods.
This implementation of the algorithm can be used as a set of subroutines,
through Matlab, or by reading and writing to data files. Furthermore, it
offers scalable parallel performance for large problems and a
well documented interface.
Some of the most popular applications of semidefinite programming
are model control, truss topology design, and relaxations of combinatorial
and global optimization problems.
binaries, and documentation are available from the
DSDP using NEOS
Submit a model in SDPA format
to solve a semidefinite programming problem. Examples of models in sparse SDPA format can be
found in the SDPLIB library.
SDPA file (local file):
Optional: Parameters for the solver can be specified here. Each option should be on
a different line, and each option name is followed by a number. Default values are in brackets.
-gaptol <1e-6> stop when relative duality gap less than
-r0 <-1> if nonnegative, initialize S by adding this multiple of the identity matrix
-penalty <1e8> penalize dual infeasibility
-boundy <1e7> bound for variables y
-maxit <200> set maximum iterates
-zbar <1e10> Upper bound for dual solution
-mu0 <-1> if positive, set initial barrier parameter
-rho <3> Potential parameter as multiple of dimension
-drho <1> Use dynamic rho strategy
-pnormtol <1e30> stop only if pnorm less than
-reuse < > Reuse the Schur Matrix this many times >=0
-bigM <0> if positive, keep dual infeasiblility positive
-dloginfo <0> print more information for higher numbers
-print <10> print status at every nth iteration
-help for this help message
These comments will be returned with your submission.
Dry run: generate job XML instead of submitting it to NEOS
Please do not click the 'Submit to NEOS' button more than once.