SBmethod - A C++ Implementation of the Spectral Bundle Method
(no longer supported, please use the ConicBundle callable library instead)

Christoph Helmberg
Support of the Konrad-Zuse-Zentrum für Informationstechnik Berlin is gratefully acknowleged.


SBmethod implements the spectral bundle method of Helmberg and Rendl [2000]; Helmberg and Kiwiel [1999] 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[2000].


The manual is available as ps.gz-file or pdf.gz-file.
Please give me your feedback on errors, missing items, misleading explanations ...

Source Code

Installation: After downloading the file do the following:
   tar xzvf SBm_v1.1.3.tgz
   cd SBmethod
   more README
Follow the instructions in the README file.

Independent Evaluation

Version 1.1.1 was evaluated in the 7th DIMACS challenge by Hans Mittelmann, look for BUNDLE in his independent benchmark results.

Obsolete Versions

Last modified: Tue Jun 22 09:52:27 CEST 2010