DSDP

v 5.8

DSDP is a open source implementation of an interior-point method for semidefinite programming

DSDP provides primal and dual solutions, exploits low-rank structure and sparsity in the data, and has relatively low memory requirements for an interior-point method. The dual-scaling algorithm implemented in this package has a convergence proof and worst-case polynomial complexity under mild assumptions on the data

DSDP provides primal and dual solutions, exploits low-rank structure and sparsity in the data, and has relatively low memory requirements for an interior-point method. The dual-scaling algorithm implemented in this package has a convergence proof and worst-case polynomial complexity under mild assumptions on the data

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https://www.mcs.anl.gov/hs/software/DSDP/