[Csdp] Sizes of matrices

[Nestor Aguilera]

On  14 Dec 2007, at 15: 22, Brian Borchers wrote:

> Reformulating second order cone constraints as SDP constraints can
> lead to numerical problems.  If you can use one of the MATLAB based
> solvers (SeDuMi or SDPT3) to solve your problem as a second order cone
> problem you might get better solutions.

[...]

> It's worth noting that problems like these sometimes have a sparse  
> Schur
> complement matrix.  If that's the case, then CSDP will perform poorly
> in comparison with SDPT3 or SeDuMi, which use sparse Cholesky  
> factorization
> routines.

I found that there is a NEOS server for either (no need to buy  
Matlab), but I am not able to successfully use  it by uploading the  
SDPA formatted file (I had no problem with a NEOS server using CSDP  
about a year ago), but I'll keep trying.

Thanks,

                                                  Nestor Aguilera