BibTeX
@MISC{Borchers97csdp,a,
author = {Brian Borchers},
title = {CSDP, a C library for semidefinite programming.},
year = {1997}
}
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Abstract
this paper is organized as follows. First, we discuss the formulation of the semidefinite programming problem used by CSDP. We then describe the predictor corrector algorithm used by CSDP to solve the SDP. We discuss the storage requirements of the algorithm as well as its computational complexity. Finally, we present results from the solution of a number of test problems. 2 The SDP Problem We consider semidefinite programming problems of the form max tr (CX)
