Opened 2 years ago

#22218 new enhancement

more backends for SemidefiniteProgram

Reported by: dimpase Owned by:
Priority: major Milestone: sage-wishlist
Component: numerical Keywords:
Cc: mkoeppe Merged in:
Authors: Reviewers:
Report Upstream: N/A Work issues:
Branch: Commit:
Dependencies: Stopgaps:

Description

the subject says it all; csdp is a Sage package that can provide a more efficient than cvxopt backend. Also, another solver that can be hooked up is DSDP, which has a licence that makes it possible to bundle it with Sage.

Moreover, DSDP may be interfaced via cvxopt, so thi should be very easy indeed.

All of these (as well as cvxopt) backends would have a precision limitation coming from the fact that they all work with RDF numbers. Implementing a robust (in the sense of precision) SDP solver is doable, but the precision has to be controlled, as explained in de Klerk & Vallentin (2016).

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