pensdp

The NEOS Server offers PENSDP (version 2.2) for the solution of semidefinite programming problems in sparse SDPA format or in SeDuMi format.

PENSDP is a computer program for solving problems of convex and nonconvex nonlinear programming and (generally nonlinear) semidefinite programming. Originally an implementation of the PBM method of Ben-Tal and Zibulevsky for problems of structural optimization, it grew up to a stand-alone program for solving general problems. PENSDP is particularly aimed at large-scale problems with sparse data structure. It is based on a generalized augmented Lagrangian method.

More information on PENSDP is available in this user's guide.

PENSDP was developed by Michal Kocvara and Michael Stingl.

It was implemented by Hans Mittelmann and executes in 64 bits at

Using the NEOS Server for PENSDP

Due to a Matlab issue the solver does currently not work with Matlab binary input.

The user must submit a model in either sparse SDPA or SeDuMi Matlab format to solve a semidefinite programming problem. Examples of models in sparse SDPA format can be found in the SDPLIB library. The same problems in SeDuMi format are here. Other files in this format are at 7th DIMACS Challenge library.
Note that when submitting via e-mail or XML-RPC empty tokens need to be deleted.

If non-standard parameter settings are required, the user may also submit a parameter file. You can check out the default parameter file, edit it and resubmit it as part of the job.

In addition to PENSDP's own error output the 6 error measures are printed according to the DIMACS 7th Challenge, see the benchmarking paper. This facilitates comparison with other SDP solvers.

Web Submission Form

SDPA data

Enter the complete path to the sparse SDPA format data file

SeDuMi data

Alternatively, enter the complete path to the SeDuMi format data (Matlab binary, containing At b c K). Note that only linear and semidefinite constraints may be prescribed

Parameter file (optional)

Enter the complete path to the parameter file

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Additional Settings

Dry run: generate job XML instead of submitting it to NEOS
Short Priority: submit to higher priority queue with maximum CPU time of 5 minutes
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