CBmatlab  Matlab Binding for ConicBundle

Introduction

CBmatlab is a Matlab binding for the ConicBundle library for convex optimization.

Download

The latest stable version as tarball: cbmatlab-release.tar.gz.

The latest development version as tarball: cbmatlab-trunk.tar.gz.

Installation

Extract the archive. There are two possible ways to compile CBmatlab

1. Set the following variables in GNUmakefile to the correct paths for your system and run make
   • MEX: path to the mex executable, part of Matlab.
   • CONICBUNDLE_PATH: the path to the ConicBundle sources.
   • CPLEX_PATH: the path to Cplex if you need the MIP oracle.
2. Run the command setup('PATH/TO/CONICBUNDLE', 'PATH/TO/CPLEX') from within Matlab in the CBmatlab source directory.

Note that in all cases ConicBundle must have been compiled.