From 4ecf122c8d4a7ce961ec79e6b673ef1af97e4276 Mon Sep 17 00:00:00 2001 From: Jerry James Date: Thu, 7 Jul 2022 16:10:27 -0600 Subject: [PATCH] Add README.md. --- README.md | 16 ++++++++++++++++ 1 file changed, 16 insertions(+) create mode 100644 README.md diff --git a/README.md b/README.md new file mode 100644 index 0000000..722dbbe --- /dev/null +++ b/README.md @@ -0,0 +1,16 @@ +# DSDP + +[DSDP](https://www.mcs.anl.gov/hs/software/DSDP/) is a free open source +implementation of an interior-point method for semidefinite programming. It +provides primal and dual solutions, exploits low-rank structure and sparsity +in the data, and has relatively low memory requirements for an interior-point +method. It allows feasible and infeasible starting points and provides +approximate certificates of infeasibility when no feasible solution exists. +The dual-scaling algorithm implemented in this package has a convergence proof +and worst-case polynomial complexity under mild assumptions on the data. The +software can be used as a set of subroutines, through Matlab, or by reading +and writing to data files. Furthermore, the solver offers scalable parallel +performance for large problems and a well documented interface. Some of the +most popular applications of semidefinite programming and linear matrix +inequalities (LMI) are model control, truss topology design, and semidefinite +relaxations of combinatorial and global optimization problems.