<br><br><div class="gmail_quote">On Thu, Jul 19, 2012 at 4:42 AM, 王长长 <span dir="ltr"><<a href="mailto:changzhang@pku.edu.cn" target="_blank">changzhang@pku.edu.cn</a>></span> wrote:<br><blockquote class="gmail_quote" style="margin:0 0 0 .8ex;border-left:1px #ccc solid;padding-left:1ex">
Dear CSDP list members,<br>
<br>
I am a PHD candidate in Peking University and now doing some research on risk-return control using Barra Factor Model in financial market.<br>
I have downloaded the CSDP 6.1.1 package for Windows on the website <a href="https://projects.coin-or.org/Csdp/#" target="_blank">https://projects.coin-or.org/Csdp/#</a> and have read the userguide for<br>
interface of C. But I find that it is not very clear how to install the package in C environment. It must be very<br>
helpful if you can give me some guidelines. Thank you all very much!<br></blockquote><div><br></div><div>The binary version of CSDP for windows that you downloaded includes a command line executable version of CSDP called csdp.exe. It can be used to solve problems that have been prepared in SDPA sparse format. For example, if your problem file is "prob.dat", then you can solve it by issuing the command</div>
<div> </div><div>csdp prob.dat</div><div> </div><div>CSDP can also be used as a subroutine library, called from your main program. If you want to do this, you will have to download the source code for CSDP and compile for linking with your code. The details of how to compile the CSDP library and link it with your C code will vary dramatically depending on what C compiler (e.g. MS Visual C++) you are using and what BLAS/LAPACK libraries (e.g. the Intel MKL library) you're using. </div>
<div><br></div></div>-- <br>Brian Borchers <a href="mailto:borchers@nmt.edu" target="_blank">borchers@nmt.edu</a><br>Department of Mathematics <a href="http://www.nmt.edu/~borchers/" target="_blank">http://www.nmt.edu/~borchers/</a><br>
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