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CSDP
CSDP is a library of routines that implements a predictor corrector variant of the semidefinite programming algorithm of Helmberg, Rendl, Vanderbei, and Wolkowicz. The main advantages of this code are that it is written to be used as a callable subroutine, it is written in C and Fortran for efficiency, it makes effective use of sparsity in the constraint matrices, and that it includes support for linear inequality constraints in addition to linear equality constraints.
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Current Version: 2.0
License Type: Free
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