Recently I face a question when I am doing my research.
I have a 16th-order symmetric matrix whose entries is linear combination of many unknown parameters.
All I need to do is to minimize one of unknown parameters while keeping a 16th-order matrix semidefinite (non-negative).
When the order of matrix is below 14, I could use MOSEK, CSDP, DSDP to solve.
However if the order of matrix is beyond 14, those methods are invaild.
I heard one of my friend in Peking University that Gurobi is best solver in optimization.
But Gurobi doesnot provide the SDP algorithms....(so sad...)
So Please, When Gurobi can implement algorithms for SDP, especially for larger-scale matrix ?
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