SDPT3 4.0 MATLAB software for semidefinite-quadratic-linear programming Kim-Chuan Toh, Michael J. Todd, and Reha H. Tutuncu

Installation

To build the executable mex-files from the c-files, the most direct method is to run the MATLAB script file

install_sdpt3

SDPT3 comes with binaries compiled for 32- and 64-bit flavors of Mac, Linux, and PC. If for some reason these MEX files do not work for you (for instance if you have a very old version of MATLAB), you may need to recompile. To do so, type this command:

install_sdpt3 -rebuild

You will need to have compilers installed, and MEX will need to be configured to work with those compilers. Unfortunately we cannot offer assistance with this.

Paths

The installation script may add one or more directories to your MATLAB path if they are not already present. If so, you will need to save your path if you wish to use SDPT3 between sessions. To do so, use the command

savepath

or use the "Save Path..." option in the GUI.

Demo

To test your installation, run the following command:

sqlpdemo

Octave Support

(Michael C. Grant) Observant users will notice apparent support for Octave in install_sdpt3. I am attempting to make SDPT3 compatible with Octave 3.8 or later. This support is at the moment completely unsupported. Use with caution.