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. Kočvara 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. Kočvara and M. Stingl. PENNON - A Code for Convex Nonlinear and Semidefinite Programming. Optimization Methods and Software 18(3):317-333, 2003
• D. Henrion, M. Kočvara 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. Kočvara, 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. Kočvara 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. Kočvara 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