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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
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