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SeDuMi: Optimization over symmetric cones

SeDuMi (Self-Dual-Minimization) is a Matlab/GNU Octave package for solving convex optimization problems involving linear equations and inequalities, second-order cone constraints, and semidefinite constraints (linear matrix inequalities).

Please note that this is an unofficial repository for SeDuMi. The official SeDuMi site is hosted by the CORAL Lab at the Department of Industrial and Systems Engineering at Lehigh University. This repository was originally not intended to remain a permanent fork from the last official SeDuMi release. However, this repository contains a still maintained versions of SeDuMi.

This version of SeDuMi is distributed under the GNU General Public License 2.0.

Installation instructions

Download and add the extracted SeDuMi directory to the Matlab load path and run

install_sedumi

This version of SeDuMi comes with pre-compiled binaries for Matlab (MS Windows, Linux, and macOS). In case the binaries don't work for your system, try to run

install_sedumi -rebuild

Note that you may have to install a compiler for Matlab first. Using GNU Octave, the binaries are compiled automatically.

Development History

The original version was developed by Jos. F. Sturm, who sadly passed away in 2003. Development continued under the direction of Prof. Tamás Terlaky by former Ph.D. students Imre Pólik and Oleksandr Romanko.

Of course, like many open-source projects, it has benefited considerably from contributions by others, including the developers of YALMIP and CVX, two modeling frameworks for optimization that use SeDuMi as a solver. The authors of these packages co-administer this repo, along with Jonathan Currie from AUT University.

For a list of changes for each SeDuMi version, check the file Changelog.md.

Citation

If you find this software useful, please cite it in your publication as follows:

@article{doi:10.1080/10556789908805766,
  author = {Sturm, Jos F.},
  title = {Using SeDuMi 1.02, A {MATLAB} toolbox for optimization over symmetric cones},
  journal = {Optimization Methods and Software},
  volume = {11},
  number = {1-4},
  pages = {625-653},
  year  = {1999},
  doi = {10.1080/10556789908805766},
  URL = {https://doi.org/10.1080/10556789908805766}
}

Account of original sources:

The files ordmmd.c and symfct.c are C-versions of Fortran modules by Esmond G. Ng and Barry W. Peyton, Oak Ridge National Laboratory, 1994, from which large parts are based on SPARSPAK-A RELEASE III by Joseph W.H. Liu, University of Waterloo, 1984.

All other files in this distribution are by Jos F. Sturm, Tilburg University, 2001, updated and further developed by Imre Polik, McMaster University, Hamilton, Canada.

Report problems

You are welcome to submit bug reports or request for help on the GitHub issue page. We cannot guarantee that they will be addressed in a timely fashion, we will do our best.