<div dir="ltr">Jose; I believe that CVX requires a solver than can solve second order cone programming problems (SOCP) as well as SDP. You could transform SOCP's into SDP's and solve them in that form using CSDP, but the performance would be poor in comparison with a code that directly solves SOCP. <div><br></div><div>I've included Michael Grant in this reply. Michael; do you have anything to add? <div><br></div></div></div><div class="gmail_extra"><br><div class="gmail_quote">On Mon, Oct 20, 2014 at 7:34 AM, Jose Lopez <span dir="ltr"><<a href="mailto:lopez.jo@husky.neu.edu" target="_blank">lopez.jo@husky.neu.edu</a>></span> wrote:<br><blockquote class="gmail_quote" style="margin:0 0 0 .8ex;border-left:1px #ccc solid;padding-left:1ex"><div dir="ltr">Hi list,<div><br></div><div>I'm a new member to the CSDP list. My name's Jose I'm an EE grad student at Northeastern in Boston. I'm writing to ask if anyone has written a CVX "solver shim" for CSDP so that it can be called from CVX? (CVX encourages users to make solver interfaces so long as the solver is free.) I took a stab at it using the Sedumi solver shim as a starting point but as I'm not that familiar with the internals of SDP solvers I get tripped up when handling the free variables; which as you all know CSDP doesn't accept. I know CSDP has a utility to convert free variable problems but I get tripped up when converting the solution back to Sedumi form. Anyway, if someone has a solver shim I would be really, really, grateful if you shared it. =)</div><div><br></div><div>Have a great Monday, list.</div><span class="HOEnZb"><font color="#888888"><div><br></div><div>Jose</div></font></span></div>
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<br></blockquote></div><br><br clear="all"><div><br></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>New Mexico Tech Phone: (575) 322-2592<br>Socorro, NM 87801 FAX: (575) 835-5366
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