Semidefinite programming: Difference between revisions

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Interior point methods: add a link to SDPT3
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=== Interior point methods ===
Most codes are based on [[interior point methods]] (CSDP, [[MOSEK]], SeDuMi, [https://www.math.cmu.edu/~reha/sdpt3.html SDPT3], DSDP, SDPA). Robust and efficient for general linear SDP problems. Restricted by the fact that the algorithms are second-order methods and need to store and factorize a large (and often dense) matrix.
 
=== First-order methods ===