DSDP

Build Status

Important note: this is still a work on progress. The use of positive semidefinite matrices in linear equality constraints has not been implemented yet so only linear programs can be solved at the moment with DSDP.

Julia wrapper for the DSDP semidefinite programming solver.

Installation

You can install DSDP.jl as follows:

julia> Pkg.add("https://github.com/joehuchette/DSDP.jl.git")
julia> Pkg.build("DSDP")

The Pkg.build command will compile DSDP from source, you will need to install the following dependencies for the compilation to work.

Ubuntu

$ sudo apt-get install build-essential liblapack-dev libopenblas-dev

Windows

Windows support is still a work in progress.