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PENNON: Software for Linear and Nonlinear Matrix Inequalities

In: Handbook on Semidefinite, Conic and Polynomial Optimization

Author

Listed:
  • Michal Kocvara

    (University of Birmingham
    Academy of Sciences of the Czech Republic)

  • Michael Stingl

    (University of Erlangen-Nuremberg)

Abstract

We present a collection of computer programs for the solution of linear and nonlinear semidefinite optimization problems. After briefly discussing the underlying algorithm, the generalized augmented Lagrangian method, we describe details of the specific programs for linear, bilinear and general nonlinear semidefinite optimization problems. For each of the programs we present typical application areas and examples.

Suggested Citation

  • Michal Kocvara & Michael Stingl, 2012. "PENNON: Software for Linear and Nonlinear Matrix Inequalities," International Series in Operations Research & Management Science, in: Miguel F. Anjos & Jean B. Lasserre (ed.), Handbook on Semidefinite, Conic and Polynomial Optimization, chapter 0, pages 755-791, Springer.
  • Handle: RePEc:spr:isochp:978-1-4614-0769-0_26
    DOI: 10.1007/978-1-4614-0769-0_26
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    Cited by:

    1. Ion Necoara & Tudor-Corneliu Ionescu, 2022. "Optimal H 2 Moment Matching-Based Model Reduction for Linear Systems through (Non)convex Optimization," Mathematics, MDPI, vol. 10(10), pages 1-19, May.

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