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, and it makes effective use of sparsity in the constraint matrices.
CSDP is a COIN-OR project. The software is hosted on github, where you can download the software, submit pull requests, etc. Please see the COIN-OR/CSDP github project web site.
Return to the Brian Borchers