Software

• ConicBundle: is a callable library for C/C++ that implements a bundle method for minimizing the sum of convex functions that are given by first order oracles or arise from Lagrangean relaxation of particular conic linear programs. It is significantly more general than SBmethod, but it only comes as a callable library.
• 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. It may be used as a stand alone program that can be run without any knowledge about programming.