VSDP: Verified SemiDefinite Programming

Version 2006

C. Jansson

VSDP is a MATLAB software package for computing verified results of semidefinite programming problems. It expresses these problems in a notation closely related to the form given in textbooks and scientific papers. Functions for computing verified forward error bounds of the true optimal value and verified certificates of feasibility and infeasibility are provided. All rounding errors due to floating point arithmetic are taken into account. Computational results are given, including results for the SDPLIB benchmark problems as well as several problems from the library of Electronic Structure Calculations. This package supports interval input data and sparse format.

VSDP is completely written in MATLAB. VSDP uses the MATLAB-toolbox INTLAB, (INTerval LABoratory), and the semidefinite solver SDPT3. Additionally, the semidefinite solver SDPA can be used.

The VSDP source files and the User's Guide can be downloaded from:

After installing the necessary files, we recommend you to add the path for VSDP to the MATLAB search path. The installation was successful, if the VSDP routine demovsdp runs through.

VSDP can also be used under YALMIP, a toolbox for modelling and optimization in MATLAB.

Please send a message to mailto:jansson@tuhh.de if you have any problems with VSDP, or comments, or want to inform about bugs. Thank you!

Priv.-Doz. Dr. Christian Jansson
Institute for Reliable Computing
Hamburg University of Technology
Am Schwarzenberg-Campus 3
21073 Hamburg, Germany