JuliaOpt/SemidefiniteOptInterface.jl

Name: SemidefiniteOptInterface.jl

Owner: JuliaOpt

Description: A MathOptInterface extension for Semidefinite programming solvers

Created: 2017-07-18 17:05:16.0

Updated: 2018-04-27 13:07:57.0

Pushed: 2018-04-27 13:07:55.0

Homepage: null

Size: 93

Language: Julia

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README

SemidefiniteOptInterface (SDOI)

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This package make it easy to implement the API of MathOptInterface for semidefinite programming solver like CSDP, SDPA, DSDP and SDPLR that require the problem to be described in the following form:

?C, X?            min ?b, y?
?A_i, X? = b_i        ? A_i y_i ? C
      X  ? 0

The well known SDPA file format uses this form but this package communicates to the solver directly and the solver wrappers use the C/C++ API without using a file.