This package provides an interface to using SDPA-GMP, SDPA-DD, and SDPA-QD in Julia (http://sdpa.sourceforge.net). Call
SDPAFamily.Optimizer() to use this wrapper via
MathOptInterface, which is an intermediate layer between low-level solvers (such as SDPA-GMP, SDPA-QD, and SDPA-DD) and high level modelling languages, such as JuMP.jl and Convex.jl.
To use the usual (non high-precision) SDPA solver, see SDPA.jl.
JuMP currently only supports
Float64 numeric types, which means that problems can only be specified to 64-bits of precision, and results can only be recovered at that level of precision, when using JuMP. This is tracked in the issue JuMP#2025.
Convex.jl does not yet officially support MathOptInterface; this issue is tracked at Convex.jl#262. However, there is a work-in-progress branch which can be added to your Julia environment via
] add https://github.com/ericphanson/Convex.jl#MathOptInterface
which can be used to solve problems with the solvers from this package.
This package was developed by Jiazheng Zhu in the summer of 2019, under the supervision of Eric Hanson.