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‎Amul.m‎

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% y = Amul(At,dense,x,transp)
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% AMUL Computes A*x (transp=0) or A'*x (transp=1), taking care of dense.A.
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%
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% ********** INTERNAL FUNCTION OF SEDUMI **********
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%
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% See also sedumi
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function y = Amul(At,dense,x,transp)
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%
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% This file is part of SeDuMi 1.1 by Imre Polik and Oleksandr Romanko
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% Copyright (C) 2005 McMaster University, Hamilton, CANADA (since 1.1)
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%
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% Copyright (C) 2001 Jos F. Sturm (up to 1.05R5)
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% Dept. Econometrics & O.R., Tilburg University, the Netherlands.
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% Supported by the Netherlands Organization for Scientific Research (NWO).
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%
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% Affiliation SeDuMi 1.03 and 1.04Beta (2000):
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% Dept. Quantitative Economics, Maastricht University, the Netherlands.
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%
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% Affiliations up to SeDuMi 1.02 (AUG1998):
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% CRL, McMaster University, Canada.
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% Supported by the Netherlands Organization for Scientific Research (NWO).
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%
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% This program is free software; you can redistribute it and/or modify
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% it under the terms of the GNU General Public License as published by
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% the Free Software Foundation; either version 2 of the License, or
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% (at your option) any later version.
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%
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% This program is distributed in the hope that it will be useful,
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% but WITHOUT ANY WARRANTY; without even the implied warranty of
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% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
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% GNU General Public License for more details.
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%
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% You should have received a copy of the GNU General Public License
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% along with this program; if not, write to the Free Software
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% Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA
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% 02110-1301, USA
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%
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if nargin < 4
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transp = 0;
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end
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if transp == 0
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%Since At is sparse calculating At'*x takes a lot of time, while x'*At
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%is much faster!
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y = (x'*At)'; %y(m) and x(N).
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else
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y = full(At*x); % y(N) and x(m)
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end
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if length(dense.cols) > 0
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if transp == 0
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y = y + dense.A*x(dense.cols);
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else
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y = full(At*x);
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y(dense.cols) = dense.A'*x;
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end
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end

‎Changelog.txt‎

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New features in SeDuMi 1.1 since 1.05R5
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20041103 Feature: pars.stopat can now be a vector. The algorithm enters debug mode at each iteration specified in pars.stopat. The order does not matter, invalid values are ignored.
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20041111 Fix: Cleaned up the code with M-Lint. All unused variables and never used assignments are removed. All | and & are replaced with || and && whenever it was possible. This speeds up conditional statements in the preprocessing phase. Unused .m and .c files are removed from the distribution.
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20041129 Feature: Timing is changed. So far SeDuMi reported the CPU time spent in the main IPM loop. Now info.timing is a vector containing the time spent in the preprocessing, IPM and postprocessing, respectively. The old info.cpusec contains the total time of the algorithm. This does not make much difference now, since 99% of the time is spent in the IPM loop, but if more stuff is added to the pre- and postprocessing, this can be an issue.
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20041129 Fix: Many if-then statements checking for data validity in the C code were replaced by mxAssert statements. The only exceptions are memory failure checks.
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20040103 Fix: Fixed a small bug in wregion.m concerning division by zero. (Johan Lofberg)
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20050110 Fix: A small change in Amul.m resulted in drastic speed improvement for middle-sized problems. Additionally, sum(c.*x) is much faster than c'*x if c and x are sparse. The moral is that taking the transpose of a sparse matrix is slow.
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20050110 Fix: blkchol is now invoked directly from SeDuMi.m without sparchol.
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20050110 Fix: Minor speed improvement in popK.m.
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20050120 Fix: Minor speed improvement in the sdmaux* files (loop unrolling).
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20050202 Feature: If pars.errors=1 then SeDuMi outputs the six errors measures defined in the 7th DIMACS challenge
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paper that is available at http://plato.asu.edu/dimacs/node3.html. These are in info.err1, ...info.err6.
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20050302 Fix: New default values. pars.eps=1e-8, pars.stepdif=2, pars.cg.qprec=1.
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20050302 Feature: Preprocessing routines are now included. Diagonal SDP bolcks are converted into nonnegative variables. Free variables are handled in a quadratic cone, split free veriables are detected in the linear part. The sparsity structure of A is corrected at the end of preprocessing.
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20050302 Feature: New options to control preprocessing: pars.free, pars.sdp
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20050302 Feature: Included a simple heuristic to turn step-differentiation on/off.
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20050302 Fix: If ADA is actually dense then the symbolic Cholesky factorization and the minimum degree ordering are not performed. Also in this case SYMBADA is created directly as a fully dense matrix of ones stored as sparse.
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20050302 Fix: The 'See also' references at the end of the help portions are now clickable.
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20050510 Feature: The binaries are now built from Matlab, see Install.txt for details.
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20050610 Fix: && and || were replaced by & and | to make the package compatible with Matlab 6.0 (R12)
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20050621 Fix: A bug about complex variables has been reported by Michael C. Grant, the correct version is now available.
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20050622 Fix: A bug about free variable handling has been reported by Johan L�fberg, the fixed version is now posted.
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20060712 Fix: A bug was discovered by Paul Tseng when using free variables together with rotated Lorentz cones.
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20061010 Fix: The solutions were incorrect if the error measures were turned on.
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20061010 Fix: Matlab R2006B does not support fprintf with fid=0, (i.e., no output). a Workaround is provided. (Thanks to Johan L�fberg)
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20061010 Fix: The semidefinite preprocessing assumed that there are no free variables.
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20061010 Fix: Michael Grant corrected a bug in the postprocessing phase.
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20061010 Fix: A new, completely rewritten SDPA format reader is provided in the conversion folder. It is fast and it follows the SDPA standard.
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20061014 Fix: A bugfix was contributed by Michael Grant regarding the handling of 2-dimensional Lorentz cones.
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20080409 Fix: SeDuMi now works on 64bit operating systems.
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20080409 Fix: BLAS is used to improve performance.
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20090510 Fix: Some BLAS calls are fixed in blkaux.c
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20090510 Fix: A new installer script is provided by Michael Grant.
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20090510 Fix: Michael Grant modified some files to compile under 64 bit versions.
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20090805 Fix: Based on feedback from Didier Henrion and others, the rank and infeasibility detection code has been modified.
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20090905 Fix: SeDuMi now uses wall clock time instead of cputime, as the CPU time is misleading in parallel processing environments. It is reported in info.walltime. Info.cpusec contains the total cpu time, which may be more than the walltime.
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20091115 Fix: the psdeig, psdinvscale, psdjmul, psdfactor, psdscale and triumtriu mex files were replaced with a pure matlab equivalent
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20091125 Fix: computation in getsymbada.m has been reorganized for speed
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20100215 Fix: getada1 and getada2 have been backported to matlab, which actually increases speed, due to parallel BLAS
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20100215 Fix: global variables are used for some large data structures (ADA, At)

‎Contents.m‎

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% SeDuMi 1.1 (May 2005)
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% Toolbox for optimization over self-dual homogeneous cones.
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%
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% This file is part of SeDuMi 1.1 by Imre Polik and Oleksandr Romanko
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% Copyright (C) 2005 McMaster University, Hamilton, CANADA (since 1.1)
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%
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% Copyright (C) 2001 Jos F. Sturm (up to 1.05R5)
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% Dept. Econometrics & O.R., Tilburg University, the Netherlands.
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% Supported by the Netherlands Organization for Scientific Research (NWO).
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%
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% Affiliation SeDuMi 1.03 and 1.04Beta (2000):
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% Dept. Quantitative Economics, Maastricht University, the Netherlands.
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%
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% Affiliations up to SeDuMi 1.02 (AUG1998):
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% CRL, McMaster University, Canada.
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% Supported by the Netherlands Organization for Scientific Research (NWO).
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%
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% This program is free software; you can redistribute it and/or modify
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% it under the terms of the GNU General Public License as published by
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% the Free Software Foundation; either version 2 of the License, or
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% (at your option) any later version.
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%
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% This program is distributed in the hope that it will be useful,
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% but WITHOUT ANY WARRANTY; without even the implied warranty of
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% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
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% GNU General Public License for more details.
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%
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% You should have received a copy of the GNU General Public License
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% along with this program; if not, write to the Free Software
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% Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA
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% 02110-1301, USA
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%
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% J.F. Sturm, "Using SeDuMi 1.02, a MATLAB toolbox for optimization over
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% symmetric cones," Optimization Methods and Software 11-12 (1999) 625-653.
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% http://fewcal.kub.nl/sturm
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%
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% Optimization and analysis
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% sedumi - Optimization with linear, quadratic and/or semi-definite
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% constraints
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% eigK - Spectral factorization with respect to symmetric cones
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% vec - Standard vec operator
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% mat - Inverse of vec
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% eyeK - Identity with respect to symmetric cones
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% cellK - Transforms x-solution into a cell array
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%
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% See also conversion.

‎Install.txt‎

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Welcome to SeDuMi 1.3
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SeDuMi 1.3 Installation instructions
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This version of SeDuMi comes with binaries for recent (tested up to Matlab 2009b) versions of Matlab in both 32 bit and 64 bit flavour under Windows, Linux and Mac OS. In case the binaries don't work for your system, try to run install_sedumi. Note that you may have to install a compiler for Matlab first.
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If you encounter any problems, you can post your question on the SeDuMi forum at http://sedumi.ie.lehigh.edu
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==========> L e t Se Du Mi s e d u c e y o u t o o ! <==========
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Imre Polik
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April 6, 2010

‎PopK.m‎

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% [y, ddotx, Dx, xTy] = PopK(d,x,K,lpq)
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% POPK Implements the quadratic operator for symmetric cones K.
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%
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% ********** INTERNAL FUNCTION OF SEDUMI **********
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%
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% See also sedumi
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function [y, ddotx, Dx, xTy] = PopK(d,x,K,lpq)
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%
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% This file is part of SeDuMi 1.1 by Imre Polik and Oleksandr Romanko
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% Copyright (C) 2005 McMaster University, Hamilton, CANADA (since 1.1)
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%
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% Copyright (C) 2001 Jos F. Sturm (up to 1.05R5)
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% Dept. Econometrics & O.R., Tilburg University, the Netherlands.
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% Supported by the Netherlands Organization for Scientific Research (NWO).
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%
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% Affiliation SeDuMi 1.03 and 1.04Beta (2000):
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% Dept. Quantitative Economics, Maastricht University, the Netherlands.
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%
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% Affiliations up to SeDuMi 1.02 (AUG1998):
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% CRL, McMaster University, Canada.
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% Supported by the Netherlands Organization for Scientific Research (NWO).
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%
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% This program is free software; you can redistribute it and/or modify
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% it under the terms of the GNU General Public License as published by
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% the Free Software Foundation; either version 2 of the License, or
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% (at your option) any later version.
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%
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% This program is distributed in the hope that it will be useful,
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% but WITHOUT ANY WARRANTY; without even the implied warranty of
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% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
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% GNU General Public License for more details.
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%
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% You should have received a copy of the GNU General Public License
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% along with this program; if not, write to the Free Software
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% Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA
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% 02110-1301, USA
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%
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if nargin < 4
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lpq = 0;
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end
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% LP / Lorentz
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i1 = K.mainblks(1);
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i2 = K.mainblks(2);
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y = [d.l .* x(1:i1-1); -d.det .* x(i1:i2-1); qblkmul(d.det,x,K.qblkstart)];
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ddotx = (d.q1).*x(i1:i2-1) + ddot(d.q2,x,K.qblkstart);
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% PSD:
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Dx = psdscale(d,x,K);
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if lpq == 0
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y = [y; psdscale(d,Dx,K,1)]; % Include PSD-part
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end
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% xTy:
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if nargout >= 4
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xTy = x(1:K.lq)'*y(1:K.lq) + sum(ddotx.^2) + sum(Dx.^2);
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end

‎Readme.txt‎

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Welcome to SeDuMi 1.3
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SeDuMi is a Matlab Toolbox for Linear, Second order, Semidefinite or mixed
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problems. It can handle free variables and complex data as well.
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To obtain the latest version of SeDuMi, see
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http://sedumi.ie.lehigh.edu
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Installation instructions can be found in the file
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Install.txt
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After you installed the binaries please type
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help sedumi
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in Matlab to get more information. Example problems can be found
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in the folder /examples, documentation is in /doc.
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For a list of changes check the file Changelog.txt.
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--------------------------------------------------------------------
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This product is made available under the GNU General Public License, see
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the file COPYING for details.
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Account of original sources:
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The files ordmmd.c and symfct.c are C-versions of Fortran modules by
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Esmond G. Ng and Barry W. Peyton, Oak Ridge National Laboratory, 1994,
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from which large parts are based on SPARSPAK-A RELEASE III by Joseph W.H. Liu,
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University of Waterloo, 1984.
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All other files in this distribution are by Jos F. Sturm, Tilburg
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University, 2001, updated and further developed by Imre Polik,
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McMaster University, Hamilton, Canada.
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* CITATION INFORMATION ** CITATION INFORMATION ** CITATION INFORMATION *
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If you find this software useful, please cite it in your publication as
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follows:
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@Article{S98guide,
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author = {Sturm, J.F.},
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title = {Using {SeDuMi} 1.02, a {MATLAB} toolbox for optimization over symmetric cones},
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journal = {Optimization Methods and Software},
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year = 1999,
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volume = {11--12},
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pages = {625--653},
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note = {Version 1.05 available from {\texttt{http://fewcal.kub.nl/sturm}}}
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}
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Bethlehem, PA, USA, April 6, 2010

‎Version.txt‎

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1.30
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20100405

‎ada_pcg.m‎

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%A dummy file for Yalmip.

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