PENNON: Software for Linear and Nonlinear Matrix Inequalities

Michal Kocvara () and Michael Stingl ()
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Michal Kocvara: University of Birmingham
Michael Stingl: University of Erlangen-Nuremberg

Chapter Chapter 26 in Handbook on Semidefinite, Conic and Polynomial Optimization, 2012, pp 755-791 from Springer

Abstract: Abstract We present a collection of computer programs for the solution of linear and nonlinear semidefinite optimization problems. After briefly discussing the underlying algorithm, the generalized augmented Lagrangian method, we describe details of the specific programs for linear, bilinear and general nonlinear semidefinite optimization problems. For each of the programs we present typical application areas and examples.

Keywords: Pennon; Augmented Lagrangian; Cholesky Method; Hessian-vector Products; Linear Semidefinite Programming Problem (LSDP) (search for similar items in EconPapers)
Date: 2012
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DOI: 10.1007/978-1-4614-0769-0_26

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