[Csdp] comparison of CSDP and SeDumi
Brian Borchers
borchers at nmt.edu
Mon Jul 20 20:50:18 EDT 2015
Without seeing the problem, I can't give any sort of complete answer to
this question.
One common issue is that SeDuMi has different requirements for feasibility
than the other primal-dual interior point codes in that it will allow
either the X or Z variable to have slightly negative eigenvalues, while
CSDP, SDPT3, and SDPA all require that these variables have Cholesky
factorizations. There are many badly posed problems that are right on the
edge of feasibility with respect to this issue.
On Mon, Jul 20, 2015 at 2:26 PM, Dehghanpoor, Golnoosh <
g.dehghanpoor at wustl.edu> wrote:
> Hi,
>
>
> I'm trying to solve a SDP problem with CSDP (from gloptipoly package) ,
> which I've previously run with SeDumi and have gotten answer. But CSDP
> finds the same problem infeasible. Do you know what might be causing the
> problem? (I had to change [0 nsdpblocks+1 i i -c(i)] to full([0
> nsdpblocks+1 i i -c(i)]) in fprintf in writedspa function to get the code
> working). Thanks for your time.
>
>
> Regards,
> Golnoosh
>
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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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