PENLAB is a free open source software package implemented in MATLAB(r) for nonlinear optimization, linear and nonlinear semidefinite optimization and any combination of these. The main attention was given to clarity of the code rather than tweaks to improve its performance.This should allow users to better understand the code and encourage them to edit and develop the algorithm further.
As such, PENLAB is particularly suitable for teaching and research purposes. For production use we recommend a tuned parallel implementation within NAG Libraries which will be available soon.
PENLAB is distributed under GNU GPL license and should be supported on all MATLAB versions starting from R2008a.
The distribution package includes the full source code and precompiled mex-functions, user's manual and also an internal(programmer's) documentation. Many examples provided in the package show various ways of calling PENLAB and handling NLP-SDP problems.
J. Fiala, M. Kocvara, M. Stingl: PENLAB - a solver for nonlinear
semidefinite programming; submitted to Mathematical Programming
Computation in October 2013.
License: GPL
Download PENLAB version 1.04: kocvara.coffeecup.com/forms/k1
This is provided as it is and it is not supported; however, we will be more than happy if you sent your feedback to jan@nag.co.uk or m.kocvara@bham.ac.uk.
Change log
Michal Kocvara
February 3, 2017