penbmi

The NEOS Server offers PENBMI for the solution of linear and bilinear matrix inequality problems.

More information on PENBMI is available in this user's guide. The code can be obtained from PenOpt GbR.

The algorithm used combines ideas of the exterior (penalty) and interior (barrier) methods with the Augmented Lagrangian method.
It can be called from a C/C++ program, a Fortran program, or from Matlab as in this implementation.

PENBMI was developed by Michal Kocvara and Michael Stingl.

This solver was implemented by Hans Mittelmann and executes at under

Using the NEOS Server for PENBMI

The user must submit a BMI problem as a Matlab structure, either as an ASCII file as in the Sample Submission problems, or as a locally generated structure "pen". See, the user's guide.

Here are two examples of structures in binary form: small case, large case,

Here is an m-file to generate random BMI instances.

Enter the complete path to the PENBMI m-file
PENBMI m-file:

Alternatively, enter the complete path to the structure "pen" in Matlab binary format
PENBMI structure(local file):

Comments:

e-mail address:

Please do not click the 'Submit to NEOS' button more than once.

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