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PENLAB: A MATLAB solver for nonlinear semidefinite optimization
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SYSNO ASEP 0448604 Document Type V - Research Report R&D Document Type The record was not marked in the RIV Title PENLAB: A MATLAB solver for nonlinear semidefinite optimization Author(s) Fiala, J. (GB)
Kočvara, Michal (UTIA-B) RID, ORCID
Stingl, M. (GB)Number of authors 3 Issue data Cambridge: Isaac Newton Institute for Mathematical Sciences, 2013 Series Technical Report Number of pages 25 s. Publication form Print - P Language eng - English Country GB - United Kingdom Keywords nonlinear optimization ; semidefinite optimization ; numerical optimization Subject RIV BA - General Mathematics R&D Projects GAP201/12/0671 GA ČR - Czech Science Foundation (CSF) Institutional support UTIA-B - RVO:67985556 Annotation PENLAB is an open source software package for nonlinear optimization, linear and nonlinear semidefinite optimization and any combination of these. It is written entirely in MATLAB. PENLAB is a young brother of our code PENNON [23] and of a new implementation from NAG [1]: it can solve the same classes of problems and uses the same algorithm. Unlike PENNON, PENLAB is open source and allows the user not only to solve problems but to modify various parts of the algorithm. As such, PENLAB is particularly suitable for teaching and research purposes and for testing new algorithmic ideas. In this article, after a brief presentation of the underlying algorithm, we focus on practical use of the solver, both for general problem classes and for specific practical problems. Workplace Institute of Information Theory and Automation Contact Markéta Votavová, votavova@utia.cas.cz, Tel.: 266 052 201. Year of Publishing 2016
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