solvers.htm
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<title>YALMIP - Interfaced solvers</title>
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<h2>Interfaced solvers</h2>
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<p>YALMIP supports a large number of solvers and these are briefly introduced
here. To understand the tables below, here are some explanations.</p>
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<p class="tableheader"><a name="general"></a>Description of solver
interface tables</p>
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Version</th>
<td class="tabxpl">Solver version which has been successfully tested
together with YALMIP. Other versions might work.</td>
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Specialized for</th>
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<td class="tabxpl">This essentially states the problem classes that
can be solved without YALMIP performing any internal conversions of
the problem.<table border="0" cellpadding="0" style="border-collapse: collapse" width="70%">
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<td width="67" ><strong>EQ</strong></td>
<td width="412">Linear equality constraints.</td>
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<td width="67" ><strong>LP</strong></td>
<td width="412">Linear element-wise inequality constraints.</td>
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<td width="67" ><strong>QP</strong></td>
<td width="412">Convex quadratic objective function.</td>
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<td width="67" ><strong>SOCP</strong></td>
<td width="412">Second order cone constraint.</td>
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<td width="67" ><strong>SDP</strong></td>
<td width="412">Linear semidefinite constraints.</td>
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<td width="67" ><strong>BMI</strong></td>
<td width="412">Bilinear and quadratic semidefinite constraints.</td>
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<td width="67" ><strong>GP</strong></td>
<td width="412">Geometric programming (with posynomials)</td>
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<td width="67" ><strong>PP</strong></td>
<td width="412">Polynomial programming</td>
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<td width="67" ><strong>NP</strong></td>
<td width="412">General nonlinear programming</td>
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<td width="67" ><strong>MAXDET</strong></td>
<td width="412">logdet objective and linear semidefinite constraints.</td>
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<td width="67" ><strong>I</strong></td>
<td width="412">Integer (and/or binary) variables.</td>
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<td width="67" ><strong>M</strong></td>
<td width="412">Multi-parametric</td>
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Also handles</th>
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<td class="tabxpl">Problem classes that can be solved after internal
problem conversions by YALMIP. Most importantly, equality constraints
are written as double-sided inequalities (or a reduced basis is derived),
convex quadratic performance objectives are rewritten using second
order cones, and second order cones are rewritten to semidefinite
constraints.</td>
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Tag</th>
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<td class="tabxpl">This is the tag used in
<a href="reference.htm#sdpsettings">sdpsettings</a> to select solver.</td>
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<h3>The solvers</h3>
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<p class="tableheader"><a name="bintprog"></a>BINTPROG</p>
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<th class="doc" valign="top" align="left" width="101">
Version</th>
<td class="tabxpl"> </td>
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<th class="doc" valign="top" align="left" rowspan="2" width="101">
Specialized for</th>
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<td class="tabxpl">EQ, I, LP</td>
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<th class="doc" valign="top" align="left" rowspan="2" width="101">
Also handles</th>
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<td class="tabxpl"> </td>
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<th class="doc" valign="top" align="left" rowspan="2" width="101">
Homepage</th>
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<td class="tabxpl">
<a target="_blank" href="http://www.mathworks.com/products/optimization/">http://www.mathworks.com/products/optimization/</a></td>
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Tag</th>
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<td class="tabxpl"><code>'bintprog'</code></td>
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<th class="doc" valign="top" align="left" rowspan="2" width="101">
Comments</th>
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<td class="tabxpl">Available in MATLAB 7. BINTPROG only support
binary decision variables. If integer variables are used, YALMIP
will try to model these using binary variables (requires
explicit lower and upper bounds the variables)</td>
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<p> </p>
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<p class="tableheader"><a name="bpmpd"></a>BPMPD</p>
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Version</th>
<td class="tabxpl">2.21.1</td>
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<th class="doc" valign="top" align="left" rowspan="2" width="100">
Specialized for</th>
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<td class="tabxpl">EQ, LP, QP</td>
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<th class="doc" valign="top" align="left" rowspan="2" width="100">
Also handles</th>
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<td class="tabxpl"> </td>
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<th class="doc" valign="top" align="left" rowspan="2" width="100">
Homepage</th>
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<td class="tabxpl">
<a target="_blank" href="http://www.pserc.cornell.edu/bpmpd/">
http://www.pserc.cornell.edu/bpmpd/</a></td>
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<th class="doc" valign="top" align="left" rowspan="2" width="100">
Tag</th>
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<td class="tabxpl"><code>'bpmpd'</code></td>
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<th class="doc" valign="top" align="left" rowspan="2" width="100">
Comments</th>
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<td class="tabxpl"> </td>
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</table>
</td>
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<p> </p>
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<p class="tableheader"><a name="cdd"></a>CDD</p>
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Version</th>
<td class="tabxpl">0.93</td>
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<th class="doc" valign="top" align="left" rowspan="2" width="100">
Specialized for</th>
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<td class="tabxpl">EQ, LP</td>
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<th class="doc" valign="top" align="left" rowspan="2" width="100">
Also handles</th>
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<td class="tabxpl"> </td>
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<th class="doc" valign="top" align="left" rowspan="2" width="100">
Homepage</th>
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<td class="tabxpl">
<a target="_blank" href="http://www.cs.mcgill.ca/~fukuda/soft/cdd_home/cdd.html">
http://www.cs.mcgill.ca/~fukuda/soft/cdd_home/cdd.html</a></td>
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Tag</th>
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<td class="tabxpl"><code>'cdd'</code></td>
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<th class="doc" valign="top" align="left" rowspan="2" width="100">
Comments</th>
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<td class="tabxpl">Interfaced through the MATLAB interface
<a target="_blank" href="http://control.ee.ethz.ch/~hybrid/cdd.php">
CDDMEX</a></td>
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<p> </p>
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<p class="tableheader"><a name="clp">CLP</a></p>
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Versions</th>
<td class="tabxpl"> </td>
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<th class="doc" valign="top" align="left" rowspan="2" width="96">
Specialized for</th>
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<td class="tabxpl">EQ, LP, QP</td>
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<th class="doc" valign="top" align="left" rowspan="2" width="96">
Also handles</th>
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<td class="tabxpl"> </td>
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<th class="doc" valign="top" align="left" rowspan="2" width="96">
Homepage</th>
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<td class="tabxpl">
<a target="_blank" href="http://www.coin-or.org">
http://www.coin-or.org</a></td>
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Tag</th>
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<td class="tabxpl"><code>'clp'</code></td>
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<th class="doc" valign="top" align="left" rowspan="2" width="96">
Comments</th>
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<td class="tabxpl">Interfaced through the MATLAB interface
<a target="_blank" href="http://control.ee.ethz.ch/~joloef/clp.php">
mexclp</a></td>
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</td>
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<p> </p>
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