PENNON: Software for linear and nonlinear matrix inequalities

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.

Technical report. Final version in Handbook on Semidefinite, Conic and Polynomial Optimization, Anjos, Miguel F.; Lasserre, Jean B. (Eds.), Springer, 2012, pp. 755-794, ISBN 978-1-4614-0768-3. Updated the YALMIP code; added missing references