How good are the solvers and where can I find references to the algorithms used? Are there any benchmark tests available?

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.


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.

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