VSDP

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Verified SemiDefinite-quadratic-linear Programming

VSDP Verified SemiDefinite-quadratic-linear Programming

VSDP is a software package for the computation of verified results in conic programming. It 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 epsilon-optimal solutions, and verified certificates of infeasibility. All rounding errors due to floating-point arithmetic are taken into account.

The software is completely written in MATLAB / GNU Octave and requires the interval toolbox INTLAB. Thus interval input is supported as well.

VSDP workflow

The latest version of VSDP provides easy access to the conic solvers:

Getting Started

Available VSDP versions

Contributors

References