Using SDPA-sparse format

The function sdpa_sparse_to_problem can be used to read an SDPA-sparse file and create a Problem. Since v2.0.0, it is possible to build and solve problems through JuMP.

ClusteredLowRankSolver.sdpa_sparse_to_problem — Function

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.

source

If this is used in combination with JuMP, it is recommended to use the package Dualization.jl before writing the problem to a file in JuMP.

using Dualization

model = Model()
% code to make the model

write_to_file(dualize(model), "sdp.dat-s")