Using SeDuMi 1.02, A Matlab toolbox for optimization over symmetric cones

作者：Jos F. Sturm · 发表于：Optimization methods & software · 年份：1999 · DOI：10.1080/10556789908805766 · 被引用次数：7554 · 研究领域：Advanced Optimization Algorithms Research、Advanced Control Systems Optimization、Probabilistic and Robust Engineering Design

SeDuMi is an add-on for MATLAB, which lets you solve optimization problems with linear, quadratic and semidefiniteness constraints. It is possible to have complex valued data and variables in SeDuMi. Moreover, large scale optimization problems are solved efficiently, by exploiting sparsity. This paper describes how to work with this toolbox.