[Csdp] A problem with CSDP 6.1.1 in Windows system

[Brian Borchers]

On Thu, Jul 19, 2012 at 4:42 AM, 王长长 <changzhang at pku.edu.cn> wrote:

> Dear CSDP list members,
>
>    I am a PHD candidate in Peking University and now doing some research
> on risk-return control using Barra Factor Model in financial market.
>    I have downloaded the CSDP 6.1.1 package for Windows on the website
> https://projects.coin-or.org/Csdp/# and have read the userguide for
>    interface of C. But I find that it is not very clear how to install the
> package in C environment. It must be very
>    helpful if you can give me some guidelines. Thank you all very much!
>

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

csdp prob.dat

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.

-- 
Brian Borchers                          borchers at nmt.edu
Department of Mathematics      http://www.nmt.edu/~borchers/
New Mexico Tech                       Phone: (575) 322-2592
Socorro, NM 87801                   FAX: (575) 835-5366
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