Using SDPA-sparse format

The function sdpa_sparse_to_problem can be used to read an SDPA-sparse file and create a Problem. In particular, this makes it possible to use JuMP to create a semidefinite program and write it to the SDPA-sparse format, which can then be read and solved with ClusteredLowRankSolver. The JuMP interface is not yet supported for direct conversion to a Problem.

sdpa_sparse_to_problem(filename,obj_shift = 0; T=Float64)

Define the Problem from the file filename assuming it is in SDPA sparse format, using the number type T. Optionally add an objective shift.