SDLS: a Matlab package for solving conic least-squares problems
| dc.creator | Henrion, Didier | |
| dc.creator | Malick, Jerome | |
| dc.date | 2007-09-17 | |
| dc.date.accessioned | 2026-07-07T08:29:58Z | |
| dc.date.available | 2026-07-07T08:29:58Z | |
| dc.description | This document is an introduction to the Matlab package SDLS (Semi-Definite Least-Squares) for solving least-squares problems over convex symmetric cones. The package is shortly presented through the addressed problem, a sketch of the implemented algorithm, the syntax and calling sequences, a simple numerical example and some more advanced features. The implemented method consists in solving the dual problem with a quasi-Newton algorithm. We note that SDLS is not the most competitive implementation of this algorithm: efficient, robust, commercial implementations are available (contact the authors). Our main goal with this Matlab SDLS package is to provide a simple, user-friendly software for solving and experimenting with semidefinite least-squares problems. Up to our knowledge, no such freeware exists at this date. | |
| dc.identifier | https://arxiv.org/abs/0709.2556 | |
| dc.identifier | http://arxiv.org/abs/0709.2556 | |
| dc.identifier.uri | http://salesiana.dossiersoluciones.com/handle/123456789/138129 | |
| dc.subject | Optimization and Control | |
| dc.subject | 90C22; 90C25 | |
| dc.title | SDLS: a Matlab package for solving conic least-squares problems | |
| dc.type | text |