VSDP: Verified SemiDefinite-quadratic-linear Programming

Version 2018

C. Jansson, M. Lange, and K. T. Ohlhus

VSDP is a software package for the computation of verified results in conic programming. It supports the constraint cone consisting of the product of semidefinite cones, second-order cones, and the nonnegative orthant. It provides functions for computing rigorous error bounds of the true optimal value, verified enclosures of epsilon-optimal solutions, and verified certificates of infeasibility. All rounding errors due to floating-point arithmetic are taken into account.

The software is completely written in MATLAB / GNU Octave and requires the interval toolbox INTLAB. Thus interval input is supported as well.

The latest version of VSDP provides easy access to the conic solvers:

• CSDP,
• GLPK,
• LINPROG,
• lp_solve,
• MOSEK,
• SDPA,
• SDPT3, and
• SeDuMi.

The VSDP source files and the User's Guide can be downloaded from:

• VSDP source code
• VSDP User's Guide, Version 2012 (updated soon)

Detailed instructions on how to install VSDP are given in the User's Guide and on the website https://vsdp.github.io/.

For older versions of VSDP, see VSDP (Version 2012) and VSDP (Version 2006).

Please send a message to jansson@tuhh.de if you have any problems with VSDP, or comments, or want to inform about bugs. Thank you!

Priv.-Doz. Dr. Christian Jansson
Institute for Reliable Computing
Hamburg University of Technology
Am Schwarzenberg-Campus 3
21073 Hamburg, Germany