JuliaOpt/JuMP.jl — pull request #156 by joehuchette (2014-04-03 21:27:14+00:00)
Title: WIP: SDP

This pull request adds SDP functionality to JuMP. Primal, dual, and matrix constraints can be used in modeling. Currently only Mosek support is available, although that will change soon. Left remaining before a merge:
- [ ] Extensive tests on types, operators, etc.
- [ ] Port over useful test suite
- [ ] Documentation
I'm still not quite sure what functionality will be most useful in practice (for instance, converting Lyapanov equations seems like it would be quite handy), so this should probably be considered an experimental feature for a release cycle or two, at the very least.