0448604 20240103210840.520151027235959.9 Cambridge Isaac Newton Institute for Mathematical Sciences 2013 25 s. P Technical Report nonlinear optimization semidefinite optimization numerical optimization cav_un_auth*0321032 Fiala J. GB cav_un_auth*0101131 Kočvara Michal Matematická teorie rozhodování Department of Decision Making Theory MTR MTR UTIA-B Department of Decision Making Theory Ústav teorie informace a automatizace AV ČR, v. v. i. cav_un_auth*0321033 Stingl M. GB http://library.utia.cas.cz/separaty/2015/MTR/kocvara-0448604.pdf GAP201/12/0671 GA ČR CZ cav_un_auth*0289475 PENLAB is an open source software package for nonlinear optimization, linear and nonlinear semidefinite optimization and any combination of these. It is written entirely in MATLAB. PENLAB is a young brother of our code PENNON [23] and of a new implementation from NAG [1]: it can solve the same classes of problems and uses the same algorithm. Unlike PENNON, PENLAB is open source and allows the user not only to solve problems but to modify various parts of the algorithm. As such, PENLAB is particularly suitable for teaching and research purposes and for testing new algorithmic ideas. In this article, after a brief presentation of the underlying algorithm, we focus on practical use of the solver, both for general problem classes and for specific practical problems. 2016 BA 3 4 O 4o 20231122141216.0 RVO:67985556 http://hdl.handle.net/11104/0250759 S 2013 Soubory v repozitáři: 0448604.pdf 2013 Cambridge Isaac Newton Institute for Mathematical Sciences