Convex Optimization Links
Optimization, S. Boyd and L. Vandenberghe. A draft of
a textbook that will be published in 2003.
Matrix Inequalities in System and Control Theory, S.
Boyd, L. El
Feron, and V.
Balakrishnan, SIAM, 1994.
Controller Design - Limits of Performance, S. Boyd and
C. Barratt, Prentice-Hall, 1991.
- Athena Scientific books on
on Modern Convex Optimization: Analysis, Algorithms and Engineering
Applications.A. Ben-Tal and A. Nemirovski.
Point Algorithms,Yinyu Ye.
- the SDP homepages of Christoph
Henry Wolkowicz and Farid
a Matlab interface for solving LMI problems
- LMI control
toolbox: a Matlab toolbox for solving LMI problems arising in
- SDPT3: a
Matlab software package for semidefinite programming, by K.C. Toh,
M.J. Todd, and R.H. Tutuncu
- SDPA (ftp):
SDP software by K. Fujisawa and M. Kojima (user's
- CSDP: a C
library for semidefinite programming, by Brian Borchers
SDPpack: a Matlab package by F. Alizadeh, J.P. Haeberly, M.
Nayakkankuppam and M. Overton
- Lancelot a
package for large-scale nonlinear optimization.
optimization software to solve large-scale mathematical
- SOSTOOLS a
free MATLAB toolbox for formulating and solving sums of squares
(SOS) optimization programs.
solvers. Page with links to many solvers.
- SeDumi Matlab
toolbox for solving optimization problems over symmetric
Interactive guides/Case Studies