[Csdp] Couldn't get feasible solution for a moderately large SDP problem

[Feng Nan]

Hi CSDP users/developers,
I am trying to solve a SDP problem inside a code in C. The structure of the
SDP formulation I have is such that I can always guarantee a feasible
solution no matter how big sample size is. CSDP successfully solves the
problem with small sample sizes; but when the sample size grows it keeps
giving up saying lack of progress or stuck on the edge of primal
feasibility.

I generated such a moderately large problem in SDPA sparse format (attached
here, it has 661 constraints, 2 blocks in the X,Z matrices with sizes 12
-671) and fed it into MATLAB solvers such as SDPT3 and Sedumi and both of
them gave the correct solution. Using the same input file I just couldn't
get even a feasible solution from CSDP.

I've also played with the parameters to no avail...
Do you have any suggestions? Is there a setting to make it behave the same
as those MATLAB solvers?
Thank you very much!
Feng
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