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authorMaho Nakata <maho@FreeBSD.org>2003-10-04 04:21:13 +0000
committerMaho Nakata <maho@FreeBSD.org>2003-10-04 04:21:13 +0000
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Add new port math/sdpa.
The SDPA (SemiDefinite Programming Algorithm) is a software package for solving semidefinite program (SDP). Extremely efficient, almost fastest around the world!
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+The SDPA (SemiDefinite Programming Algorithm) is a software package for
+solving semidefinite program (SDP). It is based on a Mehrotra-type
+predictor-corrector infeasible primal-dual interior-point method.
+The SDPA handles the standard form SDP and its dual. It is implemented in C++
+language utilizing the LAPACK for matrix computation. The SDPA incorporates
+dynamic memory allocation and deallocation. So, the maximum size of an SDP
+to be solved depends on the size of memory which users' computers install.
+The SDPA enjoys the following features:
+
+ 1. Callable library of the SDPA is available.
+ 2. Efficient method for computing the search directions when an SDP
+ to be solved is large scale and sparse.
+ 3. Block diagonal matrix structure and sparse matrix structure in
+ data matrices are available.
+ 4. Some information on infeasibility of a semidefinite program to be solved
+ is provided.
+
+WWW: http://www.is.titech.ac.jp/~yamashi9/sdpa/