Description Usage Arguments Details Value References Examples
Interface to DSDP semidefinite programming library.
1 
A 
An object of class 
b 
A numeric vector of length m containg the right hand side of the constraints. 
C 
An object of class 
K 
Describes the sizes of each block of the sdp problem. It is a list with the following elements:

OPTIONS 
A list of OPTIONS parameters passed to dsdp. It may contain any of the following fields: 
= k
to display output at each k iteration, else = 0 [default 10].
= 1
print timing information if set to 1.
to set the filename to save solution file in SDPA format.
= 1
to output full information about the solution statistics in STATS.
tolerance for duality gap as a fraction of the value of the objective functions [default 1e6].
maximum number of iterations allowed [default 1000].
Please refer to DSDP User Guide for additional OPTIONS parameters available.
All problem matrices are assumed to be of block diagonal structure, the input matrix A
must be specified as follows:
The coefficients for nonnegative cone block are put in the first K$l
columns of A
.
The coefficients for positive semidefinite cone blocks are put after nonnegative cone block in the the same order as those in K$s
.
The i
th positive semidefinite cone block takes (K$s)[i]
times (K$s)[[i]]
columns, with each row defining
a symmetric matrix of size (K$s)[[i]]
.
This function does not check for symmetry in the problem data.
Returns a list of three objects:
X 
Optimal primal solution X. A vector containing blocks in the same structure as explained above. 
y 
Optimal dual solution y. A vector of the same length as
argument 
STATS 
A list with three to eight fields that describe the solution of the problem:
The last five fields are optional, and only available when 
Steven J. Benson and Yinyu Ye:
DSDP5 User Guide — Software for Semidefinite Programming Technical Report ANL/MCSTM277, 2005
http://www.mcs.anl.gov/hs/software/DSDP/DSDP5MatlabUserGuide.pdf
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