DSDP is an implementation of the dual-scaling algorithm for conic programming.
The source code, written entirely in ANSI C, is freely available. The solver
can be used as a subroutine library, as a function within the
MATLAB environment, or as an executable that reads and writes to files.
Initiated in 1997,
DSDP
has developed into an efficient and robust general purpose
solver for semidefinite programming.
Although the solver is written with semidefinite programming in
mind, it can also be used for linear programming and other constraint cones.
The features of DSDP include:
- a robust algorithm with a convergence proof and polynomially bounded complexity under
mild assumptions on the data,
- feasible primal and dual solutions,
- relatively low memory requirements for an interior-point method,
- the ability to exploit sparsity and low rank structure in the data,
- extensible data structures that allow applications to customize the solver and improve its performance,
- a subroutine library that enables it to be used in larger applications,
- scalable performance for large problems on parallel architectures, and
- a well documented interface.
The package has been used in many applications and
tested for efficiency, robustness, and ease of use.
We welcome and encourage further use under the terms
of the license included in the distribution.
