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How can I solve semidefinite programming problems? Can any one with

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  • Subject: [mg114832] How can I solve semidefinite programming problems? Can any one with
  • From: fmingu <fmingu at 163.com>
  • Date: Sun, 19 Dec 2010 05:09:45 -0500 (EST)

Hello.

 I am a student learning signal processing. I need my data to be calculated which needs optimization. And I am using Mathematica for programming. But till now I do not find any functions in mathematica for semidefinte programming. The problem is

 min C'XC

s.t. B>=0, W>=0 ,t>=0, X'=X

where C' ,X' are the transpose of C and X, respectively. C,B,W are  matrices where B is a block matrix containing X. t is a number to be calculated. X is the unknown symmetic matrix to be found. I asked Nathan Brixius,the author of SDPMATH package which is used in Mathematica for semidefinite programming in 90's. But the link to SDPMATH package is missing (http://www.cs.uiowa.edu/~brixius/sdp.html ). And after I wrote a letter to the author ,  he said the package is lost.

How can I solve semidefinite programming problems in mathematica? Are there any innard or build-in methods in mathematica? Can any one with kindness help me?

Thanks a lot.


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