CSDP, A C library for semidefinite programming
Brian Borchers
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 constraints. We discuss the algorithm used, its
computational complexity, and storage requirements. Finally, we
present benchmark results for a collection of test problems.
Contact: [email protected]
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