19 lines
959 B
Plaintext
19 lines
959 B
Plaintext
The SDPA (SemiDefinite Programming Algorithm) is a software package for
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solving semidefinite program (SDP). It is based on a Mehrotra-type
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predictor-corrector infeasible primal-dual interior-point method.
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The SDPA handles the standard form SDP and its dual. It is implemented in C++
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language utilizing the LAPACK for matrix computation. The SDPA incorporates
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dynamic memory allocation and deallocation. So, the maximum size of an SDP
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to be solved depends on the size of memory which users' computers install.
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The SDPA enjoys the following features:
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1. Callable library of the SDPA is available.
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2. Efficient method for computing the search directions when an SDP
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to be solved is large scale and sparse.
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3. Block diagonal matrix structure and sparse matrix structure in
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data matrices are available.
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4. Some information on infeasibility of a semidefinite program to be solved
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is provided.
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WWW: http://grid.r.dendai.ac.jp/sdpa/
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