<p>Suppose L is a linear program that is a relaxation of some 0/1 integer linear program ILP. There is a systematic way to construct SDP relaxations of ILP that are tighter than L by using a Lasserre hierarchy. There are many software tools available to solve linear programs (e.g. CPLEX, lpSOLVE, GLPK) . I am looking for a (free) software tool that can do the following. If I give a linear program and a number t as input, then the tool must output the optimal value of the objective and values of the SDP variables at the t-th level of hierarchy.</p>

CC BY-SA 3.0
2015-03-01T16:49:52.593Z
It seems to me that you want two different pieces of software. (1) an SDP solver and (2) a program that constructs the SDP at the $t$-th level of the hierarchy. Finding software for (1) is not hard.
Peter Shor 
CC BY-SA 3.0
2015-03-01T18:58:07.403Z
Yes, a script that will do just (2) is also fine. But I expect some SDP solver to have this option.
Jagadish
CC BY-SA 3.0
2015-03-01T20:31:48.657Z
What about the original code http://homepages.laas.fr/henrion/software/gloptipoly3/
AndreaCassioli
CC BY-SA 3.0
2015-03-01T20:33:09.783Z
as far as I know no SDP solver as this algorithm built in.
AndreaCassioli
<convex-optimization><software>
Software that generates and solves a Lasserre hierarchy
Jagadish
# Software that generates and solves a Lasserre hierarchy

(Asked by: username_0 on 2015-03-01)

Suppose L is a linear program that is a relaxation of some 0/1 integer linear program ILP. There is a systematic way to construct SDP relaxations of ILP that are tighter than L by using a Lasserre hierarchy. There are many software tools available to solve linear programs (e.g. CPLEX, lpSOLVE, GLPK) . I am looking for a (free) software tool that can do the following. If I give a linear program and a number t as input, then the tool must output the optimal value of the objective and values of the SDP variables at the t-th level of hierarchy.

**Tags:** convex-optimization, software

> **Comments:**
> **username_1**: It seems to me that you want two different pieces of software. (1) an SDP solver and (2) a program that constructs the SDP at the $t$-th level of the hierarchy. Finding software for (1) is not hard.  
> **username_0**: Yes, a script that will do just (2) is also fine. But I expect some SDP solver to have this option.  
> **username_2**: What about the original code http://homepages.laas.fr/henrion/software/gloptipoly3/  
> **username_2**: as far as I know no SDP solver as this algorithm built in.  

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## 0 answers

