PENSDP, version 1.1 for Semidefinite Programming problems with input file in the SDPA format ---------------------------------------------------------- Contact: Michal Kocvara and Michael Stingl Institute of Applied Mathematics University of Erlangen 91058 Erlangen, Germany kocvara@am.uni-erlangen.de stingl@am.uni-erlangen.de ---------------------------------------------------------- The current version can be compiled under SUN Solaris, HP-UX, and Linux operation systems. The corresponding system-dependent Makefiles are denoted by .SUN, .HP, and .GNU. The code uses a configuration file `bin/in.txt'. The parameters in this file are tuned to the SDPLIB problems. A brief explanation of these parameters is given in the file. DENSE vs SPARSE --------------- For the efficiency of PENNON, it is important to know if the problem has sparse or dense Hessian. The program can check it automatically. This check may take some time and memory, so if you know that the Hessian is dense, you can avoid the check. This is done by parameter CHECKDENSITY in `in.txt'. Since all the examples in SDPLIB have dense Hessian, the default CHECKDENSITY is set to 1 (dense) in `in.txt'. If you are not sure about the problem, you should set CHECKDENSITY to 0 (automatic). For instance, the `mater' problems have sparse Hessian and MUST be run with CHECKDENSITY equal to 0. The description of the SDPA sparse format can be found in http://www.nmt.edu/~borchers/sdplib.html or http://www.nmt.edu/~sdplib/FORMAT