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
.
ClusteredLowRankSolver.sdpa_sparse_to_problem
— Functionsdpa_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.