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Glue code for solving semidefinite programs in Cvxpy format using the SDPT3 package for Matlab.

Project description

The sdpt3glue package serves as glue code to allow semidefinite programming (SDP problems modeled using Cvxpy to be solved using the Matlab-compatible solver SDPT3.

SDPT3 can be used in a number of ways:

  • on an installed copy of Matlab with SDPT3,

  • on an installed copy of Octave with SDPT3,

  • using a Docker image of Octave with SDPT3,

  • by sending the problem to the NEOS server and retrieving the answer.

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