PENOPT solvers grew up from an early version of the code PENNON. While the original PENNON was a typical academic software, whose primal goal was to test and verify new algorithms, the main stress in PENOPT solvers is given to careful and efficient programming and robustness. Hence, PENOPT solvers can solve all problems that the original PENNON can, and will always be equally fast or faster. Results of benchmark tests for the original PENNON can be found here.

The codes are or has been used by more than 70 users from both the industry and academia.

References:

Complete theory, full algorithm and results of extensive testing now available in the thesis of Michael Stingl "On the Solution of Nonlinear Semidefinite Programs by Augmented Lagrangian Methods". The thesis, submitted in August 2005, is available here.

• M. Kocvara and M. Stingl. PENNON - A Generalized Augmented Lagrangian Method for Semidefinite Programming. In G. Di Pillo and A. Murli, eds., High Performance Algorithms and Software for Nonlinear Optimization, Kluwer Academic Publishers, Dordrecht, 2003, pp. 297-315
• M. Kocvara and M. Stingl. PENNON - A Code for Convex Nonlinear and Semidefinite Programming. Optimization Methods and Software 18(3):317-333, 2003
• D. Henrion, M. Kocvara and M. Stingl. Solving simultaneous stabilization BMI problems with PENNON. LAAS-CNRS Research Report No. 03549, December 2003, LAAS Toulouse (ps).
• D. Henrion, J. Löfberg, M. Kocvara, M. Stingl. Solving polynomial static output feedback problems with PENBMI. LAAS-CNRS Research Report No. 05165, March 2005. Proceedings of the joint IEEE Conference on Decision and Control and European Control Conference, Sevilla, Spain, December 2005  (pdf).
• M. Kocvara and M. Stingl. On the solution of large-scale SDP problems by the modified barrier method using iterative solvers. Mathematical Programming Series B, 109(2-3):413-444, 2007.
• M. Kocvara and M. Stingl. PENNON: Software for Linear and Nonlinear Matrix Inequalities. In: Handbook on Semidefinite, Conic and Polynomial Optimization, Anjos, Miguel F.; Lasserre, Jean B. (Eds.), Springer, 2012, pp. 755-794, ISBN 978-1-4614-0768-3