[Csdp] Help to use CSDP in SDP program
Wendel Melo
wendelalexandre at gmail.com
Tue Dec 25 23:17:12 EST 2012
Hi experts
I have a simple SDP problem to solve. Let Q be a constant symmetric matrix
and R the decision variable. My model is:
min tr(R)
subject to:
Q + R is positive semidefinite
R is positive semidefinte
But, reading the CSDP manual, i saw the CSDP form is:
min tr(CR)
subject to:
A(X) = a
X is positive semidefinite
Is there a way of writting my model in the CSDP form?
Thanks in advanced
--
WendelMelo
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