Package dsdp: Information

The DSDP software is a free open source implementation of an interior-point
method for semidefinite programming. It provides primal and dual solutions,
exploits low-rank structure and sparsity in the data, and has relatively low
memory requirements for an interior-point method. It allows feasible and
infeasible starting points and provides approximate certificates of
infeasibility when no feasible solution exists. The dual-scaling algorithm
implemented in this package has a convergence proof and worst-case polynomial
complexity under mild assumptions on the data. The software can be used as a set
of subroutines, or by reading and writing to data files. Furthermore, the solver
offers scalable parallel performance for large problems and a well documented
interface.

Package dsdp: Information

Last changed