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The script sdp.m and the function fsdp.m

 

The Matlab routines sdp.m and fsdp.m solve block diagonal SDP's using a primal--dual Mehrotra predictor--corrector scheme based on the XZ+ZX search direction [1], or AHO direction as it has been referenced in the literaturegif. The simplest option for the user is to call the script sdp.m, which automatically calls the Matlab function fsdp.m. Additional scripts are provided to help the user set up the data, define necessary parameters, and initialize the variables (as described shortly). The user who requires a function interface should bypass sdp.m and call fsdp.m directly. In either case there are five steps to be followed:

We now describe each of these steps in detail.





Madhu Nayakkankuppam
Fri Mar 28 00:48:56 EST 1997