Yang Zheng
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Software

See our group GitHub page for a list of the packages developed at the SOC lab.

1. CDCS-Cone Decomposition Conic Solver

An open-source MATLAB® ADMM solver for sparse conic optimization programs

Related papers:

  1. Chordal decomposition in operator-splitting methods for sparse semidefinite programs

  2. Fast ADMM for Semidefinite Programs with Chordal Sparsity

  3. Fast ADMM for Homogeneous Self-dual Embedding of Sparse SDPs

Details can be found on Github.

2. SOSADMM

An open source first-order MATLAB® solver for conic programs with row sparsity.

Related papers:

  1. Exploiting Sparsity inthe Coefficient Matching Conditions in Sum-of-Squares Programs using ADMM

Details can be found on Github.

3. Factor-width cone programs

A set of MATLAB scripts that reformulate standard SDPs using structured subsets of the positive semidefinite (PSD) cone.

We consider two general classes of structured subsets of the PSD cone

  1. Block factor-width two matrices (including diagonally dominant and scaled-diagonally dominant matrices); see our paper: Block Factor-width-two Matrices and Their Applications to Semidefinite and Sum-of-squares Optimization

  2. Decomposed structured subsets (a combination of chordal decomposition and factor-width decomposition); see our paper: Decomposed Structured Subsets for Semidefinite and Sum-of-Squares Optimization

Details can be found on Github.

4. Gradient algorithms for LQG control

This repository contains the MATLAB scripts for reproducing the experiments in our paper

  1. Analysis of the Optimization Landscape of Linear Quadratic Gaussian (LQG) Control

Details can be found on Github