csdp

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 multiprocessor systems, and it makes effective use of sparsity in the constraint matrices.

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