PENNON: Software for linear and nonlinear matrix inequalities
Michal Kocvara, Michael Stingl
TL;DR
PENNON is a comprehensive software suite designed to solve linear and nonlinear semidefinite optimization problems, integrating theoretical algorithms with practical implementation for diverse applications.
Contribution
This paper introduces the PENNON software collection, detailing its algorithms, implementation, and specific codes for semidefinite optimization, advancing practical tools in the field.
Findings
Effective solution of semidefinite problems demonstrated
Implementation details enhance usability and performance
Codes PENSDP, PENBMI, and PENNON support various problem types
Abstract
The goal of this paper is to present an overview of the software collection for the solution of linear and nonlinear semidefinite optimization problems PENNON. In the first part we present theoretical and practical details of the underlying algorithm and several implementation issues. In the second part we introduce the particular codes PENSDP, PENBMI and PENNON, focus on some specific features of these codes and show how they can be used for the solution of selected problems.
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Taxonomy
TopicsAdvanced Optimization Algorithms Research · Matrix Theory and Algorithms · Polynomial and algebraic computation