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Csdp
Jul 20, 2023
Solver for semidefinite programming problems
CSDP is 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 is written to be used as a callable subroutine, it is written in C for efficiency, the code runs in parallel on shared memory multi-processor systems, and it makes effective use of sparsity in the constraint matrices. CSDP has been compiled on many different systems. The code should work on any system with an ANSI C Compiler and BLAS/LAPACK libraries.
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