SDP is a generalization of linear programming to the space of block diagonal, symmetric, positive semidefinite matrices.
Benchmarks show that the codes provide highly accurate solutions to a wide variety of problems.
In particular, the authors make no representation about the merchantability of this software or its fitness for any specific purpose. This work was supported in part by the National Science Foundation. Preparing the data Setting the parameters Initializing the variables Invoking sdp.m or fsdp.