School of Mathematics
The University of Birmingham
Edgbaston
Birmingham B15 2TT
United Kingdom
E-mail: m.kocvara@bham.ac.uk
WWW: http://web.mat.bham.ac.uk/kocvara
ResearchGate
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Emeritus Professor in Mathematical Optimization School of Mathematics The University of Birmingham Edgbaston Birmingham B15 2TT United Kingdom E-mail: m.kocvara@bham.ac.uk WWW: http://web.mat.bham.ac.uk/kocvara |
Academic profiles ResearchGate |
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Loraine is a MATLAB and Julia implementation of an interior point method algorithm for
linear semidefinite optimization problems. The special feature of Loraine is the iterative solver for
linear systems. This is to be used for problems with (very) low rank solution matrix.
Standard (non-low-rank) problems and linear programs can be solved using the direct solver;
then the user gets a standard IP method akin SDPT3.
Loraine can also solve ill-conditioned SDP problems to very high precision
by using extended precision arithmetic.
MATLAB version of the code at
github.com/kocvara/Loraine.m. Julia version of the code (linked with Julia/JuMP) at
github.com/kocvara/Loraine.jl. |
PENLAB a free open source MATLAB toolbox for nonlinear optimization, linear and nonlinear semidefinite optimization and any combination of these.
https://orcid.org/0000-0003-4414-0083