VSDP: Verified SemiDefinite-quadratic-linear Programming

Version 2012

V. Härter, C. Jansson, and M. Lange

VSDP is a software package that is designed for the computation of verified results in conic programming. The current version of VSDP supports the constraint cone consisting of the product of semidefinite cones, second-order cones, and the nonnegative orthant. It provides functions for computing rigorous error bounds of the true optimal value, verified enclosures of ε-optimal solutions, and verified certificates of infeasibility. All rounding errors due to floating point arithmetic are taken into account.

VSDP is completely written in MATLAB. It uses INTLAB, and thus interval input data are supported as well. Via its interface, VSDP provides an easy access to the conic solvers CSDP, SeDuMi, SDPA, SDPT3, as well as LPSOLVE and MATLAB's LINPROG.

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

Detailed instructions on how to install VSDP are given in the User's Guide.

The older version of VSDP (Version 2006) can still be downloaded from here.

Please send a message to 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