VSDP Verified SemiDefinite-quadratic-linear Programming
VSDP is a software package for the computation of verified
results in conic programming. It supports the constraint cone consisting of the
product of semidefinite cones, second-order cones and the nonnegative orthant.
It provides functions for computing rigorous error bounds of the true optimal
value, verified enclosures of epsilon-optimal solutions, and verified
certificates of infeasibility. All rounding errors due to floating-point
arithmetic are taken into account.
The software is completely written in MATLAB /
GNU Octave and requires the interval
toolbox INTLAB. Thus interval input is
supported as well.
The latest version of VSDP provides easy access to the
Available VSDP versions
- The VSDP versions numbers reflect the release date:
- Improvements: solver support and detection, workflow, testing, and
- Improvements: additional support of second-order cones, linear cones, and
free variables, vectorized internal structure.
- Support for large scale semidefinite problems, comprehensible code.