SeDuMi

SeDuMi (Self-Dual-Minimization) is an add-on for MATLAB, which can solve optimization problems with linear, quadratic and semidefiniteness constraints. Large scale optimization problems are solved efficiently, by exploiting sparsity.

SeDuMi implements a primal-dual interior point method for optimization over symmetric cones.

The features of SeDuMi:

Allows not only for linear constraints, but also quasiconvex-quadratic constraints and positive semi-definiteness constraints.

Complex valued entries are allowed.

Both symbolic and numerical reordering schemes, Cholesky and pre-conditioned conjugate gradient techniques that balance speed/accuracy performance.

Sophisticated dense column handling, using Goldfarb- Scheinberg product form idea.

Proven polynomial worst case operation bound.

SeDuMi was developed by Jos F. Sturm at McMaster University, Canada (up to version 1.02) and Tilburg University, the Netherlands (later versions). For further information, visit the SeDuMi homepage or read the SeDuMi User's Guide.

SeDuMi optimization problem need to be submitted in Matlab MAT file format.
MAT format

A MAT-file should consist of the following 4 quantities:
At b c K
representing the program (please consult the SeDuMi manual).

Please look on the sample submission problems and examples of models at DIMACS.