[Csdp] CVX interface

[Brian Borchers]

Jose; I believe that CVX requires a solver than can solve second order cone
programming problems (SOCP) as well as SDP.  You could transform SOCP's
into SDP's and solve them in that form using CSDP, but the performance
would be poor in comparison with a code that directly solves SOCP.

I've included Michael Grant in this reply.  Michael; do you have anything
to add?


On Mon, Oct 20, 2014 at 7:34 AM, Jose Lopez <lopez.jo at husky.neu.edu> wrote:

> 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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>


-- 
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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