/frlib

Tools for SDP facial reduction

Primary LanguageMatlabMIT LicenseMIT

#Overview This repo contains MATLAB code for pre-processing SDPs using techniques described in the paper Partial facial reduction: simplified, equivalent SDPs via approximations of the PSD cone by Permenter and Parrilo. The code is still under active development, so interface changes are possible. Bug reports are also welcomed and appreciated!

For information on using this software, see the wiki https://github.com/frankpermenter/frlib/wiki. For theoretical background, see the paper http://arxiv.org/abs/1408.4685.