SDPA (Semidefinite Programming Algorithm)

Katsuki Fujisawa, Masakazu Kojima and Kazuhide Nakata


Dear Colleagues: 

We would like to announce a new version of 

``SDPA (Semidefinite Programming Algorithm)''
by Katsuki Fujisawa, Masakazu Kojima and Kazuhide Nakata, 

which can be obtained at 



ftp://ftp.is.titech.ac.jp/pub/OpRes/software/SDPA/

Best wishes, Katsuki Fujisawa    [email protected]
             Masakazu Kojima     [email protected]
             Kazuhide Nakata     [email protected]

**********************************************************************
 
The SDPA (SemiDefinite Programming Algorithm) solves the standard
form semidefinite program and its dual. It is coded in C++ utilizing 
the Meschach for matrix computation. The SDPA version 1 was written in 
December 1995 based on the interior-point algorithm given by Kojima, 
Shindoh and Hara for monotone semidefinite linear complementarity 
problems. A considerable revision (see Section 6 of this manual) was 
made in August 1996. The SDPA version 2 enjoys the following features: 

1. Some information on infeasibility of a semidefinite program to 
   be solved is provided. 
2. Block diagonal matrix structure and sparse matrix structure 
   in data matrices are available. 
3. Mehrotra-type predictor-corrector is incorporated.  
4. Three types of search directions are available.

This manual and the SDPA can be found at 
 
ftp://ftp.is.titech.ac.jp/pub/OpRes/software/SDPA 

Read the file ``README'' there for more details on how to get the SDPA.


We are grateful to Michael Overton and Mike Todd. They kindly sent us 
their MATLAB codes of their primal-dual interior-point methods for SDPs. 
>From their codes, we learned a lot on how to implement the Mehrotra 
type predictor-corrector step, the Alizadeh-Haeberly-Overton search 
direction and the Nesterov-Todd search direction. 



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