[Csdp] CVX interface

Jose Lopez lopez.jo at husky.neu.edu
Mon Oct 20 09:34:43 EDT 2014


Hi list,

I'm a new member to the CSDP list. My name's Jose I'm an EE grad student at
Northeastern in Boston. I'm writing to ask if anyone has written a CVX
"solver shim" for CSDP so that it can be called from CVX? (CVX encourages
users to make solver interfaces so long as the solver is free.) I took a
stab at it using the Sedumi solver shim as a starting point but as I'm not
that familiar with the internals of SDP solvers I get tripped up when
handling the free variables; which as you all know CSDP doesn't accept. I
know CSDP has a utility to convert free variable problems but I get tripped
up when converting the solution back to Sedumi form. Anyway, if someone has
a solver shim I would be really, really, grateful if you shared it. =)

Have a great Monday, list.

Jose
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