标题： SDLS：用于求解圆锥最小二乘问题的Matlab工具包 显示英文标题

标题： SDLS: a Matlab package for solving conic least-squares problems

摘要： 本文件是用于解决凸对称锥上的最小二乘问题的Matlab包SDLS（半定最小二乘）的介绍。该包通过所解决的问题简要介绍，实现算法的概述，语法和调用序列，一个简单的数值示例和一些更高级的功能。实现的方法是使用拟牛顿算法求解对偶问题。我们注意到SDLS并不是该算法最具竞争力的实现：高效、稳健的商业实现已经存在（请联系作者）。我们使用此Matlab SDLS包的主要目标是为解决和实验半定最小二乘问题提供一个简单、用户友好的软件。据我们所知，截至目前尚不存在此类免费软件。 显示英文摘要

摘要： This document is an introduction to the Matlab package SDLS (Semi-Definite Least-Squares) for solving least-squares problems over convex symmetric cones. The package is shortly presented through the addressed problem, a sketch of the implemented algorithm, the syntax and calling sequences, a simple numerical example and some more advanced features. The implemented method consists in solving the dual problem with a quasi-Newton algorithm. We note that SDLS is not the most competitive implementation of this algorithm: efficient, robust, commercial implementations are available (contact the authors). Our main goal with this Matlab SDLS package is to provide a simple, user-friendly software for solving and experimenting with semidefinite least-squares problems. Up to our knowledge, no such freeware exists at this date.