[Csdp] Why would this Semidefinite Program be Dual Infeasible?

Brian Borchers borchers at nmt.edu
Mon Nov 24 19:34:20 EST 2014


On Mon, Nov 24, 2014 at 5:27 PM, <markisus at gmail.com> wrote:

>  Thanks for your response.
>
> I was using this text file as a reference:
> http://plato.asu.edu/ftp/sdpa_format.txt
> If I am interpreting your response correctly, that file has reversed the
> roles of primal and dual with respect to CSDP's implementation.
>

Yes, that's basically it.  There are further confusions between min/max
that complicate things even more.  CSDP, SDPT3 and SeDuMi all have the same
convention for which set of constraints is "primal", but differ as to the
min/max objective.  SDPA switches primal and dual.  Your test problem is in
SDPA's terminology dual unbounded and primal infeasible.

-- 
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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