README.md

SemidefiniteModels

This package extends MathProgBase with SDModel representing a semidefinite programming problem in the following form

max ⟨C, X⟩            min ⟨b, y⟩
    ⟨A_i, X⟩ = b_i        ∑ A_i y_i ⪯ C
          X  ⪰ 0