SBmethod - A C++ Implementation of the Spectral Bundle Method
(no longer supported, please use the ConicBundle callable library instead)
Support of the Konrad-Zuse-Zentrum für Informationstechnik Berlin is gratefully acknowleged.
SBmethod implements the spectral bundle method of
Helmberg and Rendl ; Helmberg and Kiwiel  for minimizing the maximum eigenvalue of an affine matrix
function (real and symmetric). The code is intended for large scale problems.
It supports sign constraints on the design variables and allows to exploit
structural properties of the matrices such as sparsity and low rank structure.
The code comes with ABSOLUTELY NO WARRANTY and is free
under the terms of the
Gnu General Public License, Version 2.
For a self contained introduction to semidefinite programming and
a detailed description of the theory of the spectral bundle method
see my Habilitationsschrift.
The manual is available as ps.gz-file
Please give me your feedback
on errors, missing items, misleading explanations ...
Installation: After downloading the file do the following:
- SBm_v1.1.3.tgz (622 kB packed, 6.9.2004)
tested with g++ (GCC) 3.3.1 (SuSE Linux)
tar xzvf SBm_v1.1.3.tgz
Follow the instructions in the README file.
Version 1.1.1 was evaluated in the 7th DIMACS challenge by Hans Mittelmann,
look for BUNDLE in his
independent benchmark results.
Last modified: Tue Jun 22 09:52:27 CEST 2010