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QSDPNAL

Li, Xudong; Sun, Defeng; Toh, Kim-Chuan

QSDPNAL:

A MATLAB software for convex quadratic semidefinite programming with inequality, equality and bound constraints

This project is the implementation of the algorithm introduced in the paper QSDPNAL: A two-phase augmented Lagrangian method for convex quadratic semidefinite programming by Xudong Li, Defeng Sun, and Kim-Chuan Toh. This paper has been accepted by Mathematical Programming Computation.

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