The following scheme for storing block diagonal SDP's in ASCII format
is based one communicated to us by A. Nemirovskii. We essentially
have two cases: (i) the blocks are dense, and (ii) the blocks are
sparse. The main difference between these two cases is the way in
which block diagonal matrices are represented. For (i), the entries
in the upper triangular part of the matrix are provided row--wise,
whereas for (ii), we record the the number of nonzero entries for each
block, and the row and column numbers of each entry in this block. In
either case, we store one number per line.
Table 2: ASCII format for SDP's with dense blocks
Table 3: ASCII format for SDP's with sparse blocks