SemidefiniteModels.jl

A MathProgBase extension for Semidefinite Modelling
Author JuliaOpt
Popularity
3 Stars
Updated Last
2 Years Ago
Started In
November 2016

SemidefiniteModels

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This package extends MathProgBase with SDModel representing a semidefinite programming problem in the following form

max ⟨C, X⟩            min ⟨b, y⟩
    ⟨A_i, X⟩ = b_i        ∑ A_i y_i ⪯ C
          X  ⪰ 0

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