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Software package for semidefinite programming (documentation)

CSDP is a library of routines that implements a predictor corrector variant of the semidefinite programming algorithm of Helmberg, Rendl, Vanderbei, and Wolkowicz. The code runs in parallel on shared memory multi-processor systems, and it makes effective use of sparsity in the constraint matrices.

CSDP is part of the larger COIN-OR initiative (Computational Infrastructure for Operations Research).

This package contains the documentation and examples.

標籤: 原料: PDF 文件, 角色: 文件

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