SDPA (Semidefinite Programming Algorithm) -- User's Manual (1995)
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BibTeX
@TECHREPORT{Fujisawa95sdpa(semidefinite,
author = {Katsuki Fujisawa and Mituhiro Fukuda and Masakazu Kojima and Kazuhide Nakata and Maho Nakata and Makoto Yamashita and Katsuki Fujisawa and Mituhiro Fukuda and Kazuhiro Kobayashi and Masakazu Kojima and Kazuhide Nakata and Maho Nakata and Makoto Yamashita},
title = {SDPA (Semidefinite Programming Algorithm) -- User's Manual},
institution = {},
year = {1995}
}
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Abstract
Abstract. The SDPA (SemiDefinite Programming Algorithm) [5] is a software package for solving semidefinite programs (SDPs). It is based on a Mehrotra-type predictor-corrector infeasible primal-dual interior-point method. The SDPA handles the standard form SDP and its dual. It is implemented in C++ language utilizing the LAPACK [1] for matrix computations. The SDPA version 7.0.5 enjoys the following features: • Efficient method for computing the search directions when the SDP to be solved is large scale and sparse [4]. • Block diagonal matrix structure and sparse matrix structure are supported for data matrices. • Sparse or dense Cholesky factorization for the Schur matrix is automatically selected. • An initial point can be specified. • Some information on infeasibility of the SDP is provided. This manual and the SDPA can be downloaded from the WWW site
