I have been using cvx for doing some experiments with my SDPs. Although it is very easy to use, it is quite slow. I cannot run reasonably large instances in reasonable time. Hence would like someone to point to some faster software.
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I have been using cvx for doing some experiments with my SDPs. Although it is very easy to use, it is quite slow. I cannot run reasonably large instances in reasonable time. Hence would like someone to point to some faster software.
You can find a list of Semidefinite Programming codes on Hans Mittelmann’s Decision Tree for Optimization Software. At least some of the codes are implemented in Matlab (like cvx, right?) or have a Matlab interface.