[SciPy-user] Semidefinite programming in scipy ?
zhiwen.chong at elf.mcgill.ca
Mon Jul 4 15:55:00 CDT 2005
On 4-Jul-05, at 3:45 PM, Nils Wagner wrote:
> Actually, I am interested in eigenvalue optimization.
> Are you aware of freely available software for this
> topic ?
Unfortunately I know very little about eigenvalue optimization. If
you can express your problem as an SDP, then you can use any number
of SDP solvers. Most accept the SDPA input format (which looks fairly
Here's a list of current SDP solvers: (scroll down a little)
The guys working in the building across from mine are maintaining
Blurb: SeDuMi is a software package to solve optimization problems
over symmetric cones. This includes linear, quadratic, second order
conic and semidefinite optimization, and any combination of these. Free.
Sorry I couldn't be of more help. Perhaps someone else on this list
knows more about this subject.
Side note: I took a peek at scipy.optimize; I don't think you'll find
an SDP optimizer there. Most of the functions there are your standard
line searches and basic algorithms like Newton, Trust Region,
Conjugate Gradient, variable metric BFGS and some DFO-type
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