ProxSDP is an open-source semidefinite programming (SDP) solver based on the paper "Exploiting Low-Rank Structure in Semidefinite Programming by Approximate Operator Splitting". The main advantage of ProxSDP over other state-of-the-art solvers is the ability to exploit the low-rank structure inherent to several SDP problems.

Features

  • General conic convex optimization problems with the presence of the positive semidefinite cone, second-order cone and positive orthant
  • Semidefinite relaxation of nonconvex problems, for example, max-cut, binary MIMO, optimal power flow, sensor localization, sum-of-squares
  • Control theory problems with LMI constraints
  • Nuclear norm minimization problems, for example, matrix completion
  • ProxSDP is licensed under the MIT License
  • Documentation available

Project Samples

ProxSDP.jl Screenshot 1

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Categories

Data Visualization

License

MIT License

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Additional Project Details

Programming Language

Julia

Related Categories

Julia Data Visualization Software

Registered

2023-12-14
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