Contents

Getting started

Getting started

Latest version of this manual https://vsdp.github.io or https://vsdp.github.io/vsdp-2020-manual.pdf.

Abstract

VSDP (Verified SemiDefinite-quadratic-linear Programming) 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 non-negative orthant. VSDP 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.

For theoretical details of the implemented algorithms, we refer to [11, 12, 13, 14].

The software is completely written in MATLAB / GNU Octave and requires the interval toolbox INTLAB. Thus interval input is supported as well.

VSDP workflow

The latest version of VSDP provides easy access to the conic solvers:

Available VSDP versions

  • The VSDP versions numbers reflect the release date:

    • VSDP 2020

      • Improvements: solver support and detection, workflow, testing, and documentation.

    • VSDP 2012

      • Improvements: additional support of second-order cones, linear cones, and free variables, vectorized internal structure. See [9].

    • VSDP 2006

      • Support for large scale semidefinite problems, comprehensible code. See [10].

Contributors

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Installation