CSDP, A C library for semidefinite programming

@article{Borchers1999CSDPAC,
  title={CSDP, A C library for semidefinite programming},
  author={B. Borchers},
  journal={Optimization Methods & Software},
  year={1999},
  volume={11},
  pages={613-623}
}
  • B. Borchers
  • Published 1999
  • Mathematics
  • Optimization Methods & Software
This paper describes CSDP, a library of routines that implements a predictor corrector variant of the semidefinite programming algorithm of Helmberg, Rendl, Vanderbei, and Wolkowicz. The main advantages of this code are that it can be used as a stand alone solver or as a callable subroutine, that it is written in C for efficiency, that it makes effective use of sparsity in the constraint matrices, and that it includes support for linear inequality constraints in addition to linear equality… Expand
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