DSDP5 user guide - software for semidefinite programming.

DSDP implements the dual-scaling algorithm for semidefinite programming. The source code if this interior-point solver, written entirely in ANSI C, is freely available. The solver can be used as a subroutine library, as a function within the MATLAB environment, or as an executable that reads and writes to files. Initiated in 1997, DSDP has developed into an ecient and robust general purpose solver for semidefinite programming. Although the solver is written with semidefinite programming in mind, it can also be used for linear programming and other constraint cones.