Interior-Point Linear Programming Solver: A linear programming solver COPL_LP (PC DOS, HP and Linux versions). This package solve linear programs with sparse data. It has options to return an optimal basic solution and to detect infeasibility or unboundedness. The input data files are in MPS format. The executable codes, with User-Guide (postscript file) and sample problems (last updated May 21, 98), can be downloaded by clicking Dos version , or HP version , or Linux version (last updated March/9/2000).
Interior-Point Convex Quadratic Programming Solver: An experimental convex quadratic programming solver, COPL_QP, is available. This package tries to solve linearly constrained convex quadratic programs. The source code, written in C, with User-Guide (postscript file) and sample problems (last updated Jan 15, 2002; thanks to Alexandre Belloni for modifying qpproc.c), can be downloaded by clicking coplqp.zip or coplqp.tar.gz .
Interior-Point Linearly Constrained Convex Programming Solver: COPL_LC is a package that can solve any linearly constrained convex program with known gradient and hessian functions. The source code, written in Fortran, with User-Guide (postscript file) and sample problems, can be downloaded by clicking copllc.zip or copllc.tar.gz (last updated March/9/2000).
Interior-Point Geometric Programming Solver: A GP solver, COPL_GP, is available. The executable code (Linux or HP), with User-Guide (postscript file) and sample problems (last updated May 10, 2000), can be downloaded by clicking coplgp.zip (Linux) or coplgp-hp.zip .
Semidefinite Convex Programming Solver: The program, DSDP5.8, solves general semidefinite programs, and is an implementation of the dual scaling algorithm. The source code, written in C, with User-Guide (postscript file) and sample problems, can be downloaded by clicking DSDP5.8 for Matlab (R2008b) and Readme file . (Posted September 3, 2009). Also see view independent benchmarks of DSDP5 and other solvers on SDPLIB, the DIMACS problem set , and some large SDPs for an idea of its robustness, speed, and efficiency.
Semidefinite Non-convex Programming Solver: The program, COPL_DSDP (DSDP2.0), solves most semidefinite programs arisen in nonconvex and global optimization such as nonconvex-qp. COPL_DSDP is a generalization and enhancement of COPL_SDP. It reads the input data from a MPS-like format. The program is a implementation of the dual scaling algorithm for mixed linear and semidefinite programming problems with rank-one matrix constraints, and of several randomized (or heuristic) rank reduction methods. It is proven to be particularly effective in solving large scale problems with sparse input matrices. The source code, written in C, with User-Guide (postscript file) and sample problems (last updated April 27, 1999), can be downloaded by clicking copldsdp.zip, or copldsdp.tar.gz (use "tar -xzf" to untar it), or the windows matlab executable package dsdp2.zip (updated October 2004).
Semidefinite Discrete Programming Solver: The program, COPL_SDP, solves discrete Max-Cut, Equal-Cut, Unequal-Cut, S-T Max-Cut, and Graph-Partition problems. This program is an implementation of the dual scaling algorithm for SDP and randomized (or heuristic) rank reduction, and proven to be particularly effective in large scale problems with sparse input matrices. The source code, written in C, with User-Guide (postscript file) and sample problems (last updated Feb 16, 99), can be downloaded by clicking coplsdp.zip or coplsdp.tar.gz. More test problem can be found in Gset .
Semidefinite Programming Suite for Sensor Network Localization: a suite of Matlab codes for sensor network localization:
Readme File, and
Dual ESDP Matlab Code, or
ESDP Matlab Code, or
generateD Matlab Code, or
ESDPD Matlab Code, or
Dual ESDPD Matlab Code,
compare them to full SDP relaxation and other approaches
Full SDP Matlab Code
and
Full SDP with Objective Regularization and gradient refinement Matlab Code
(all need to use SDP solver Sedumi in order to run).
Also, see
SNL-SDP code by Biswas, Toh and Ye
and a Matlab code to approximately test if a bar-framework is universally rigid or not:
URFrameworkTest.m
Sensor network test data files include:
A sample problem of 500 sensors and
A sample problem of 1000 sensors.
Also try our new sensor network localization and tracking system
ESDP Matlab Tracking Code.
This code simultaneously localizes and tracks a mass of randomly moving sensors in 2D based on their local distance information.
(Posted November 17, 2007; and updated Feb 12, 2010.)
Convex Programming Modeling Language: CVX is a tool for modeling convex optimization problems. Click CVX to find more information (updated on October 3, 2005)
General Programming Solvers: The selected Matlab optimization programs,
LP, LCP, Indefinite QP, and Nonlinear Programming,
are available. Click here for the Matlab File (last updated March/9/2000).
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COPYRIGHT NOTIFICATION
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(C) COPYRIGHT 1997, 1998, 2002 UNIVERSITIES OF STANFORD and IOWA
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These software disclose material protectable under copyright laws of
the United States. Permission is hereby granted to use, reproduce,
prepare derivative works, and redistribute to others at no charge,
provided that the original copyright notice, Government license and
disclaimer are retained and any changes are clearly documented;
however, any entity desiring permission to incorporate this software
or a work based on the software into a product for sale must contact
Yinyu Ye at the Department of Management Science & Engineering, Stanford University.