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Semi-definite ProgrammingRecommended Downloads:
TOMLAB features the leading toolboxes for semidefinite programming. TOMLAB /PENSDP and TOMLAB /PENBMI. The first handles semidefinite programming with linear matrix inequalities and the second additionally handles bilinear matrix inequalities. To simplify the use of these solvers, the tomSym modeling package is recommended (included with the TOMLAB Base Module). Solver reference:
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