The script sdp.m and the function fsdp.m

The Matlab routines sdp.m and fsdp.m solve block diagonal SDP's using a primal--dual Mehrotra predictor--corrector scheme based on the XZ+ZX search direction [1], or AHO direction as it has been referenced in the literature. The simplest option for the user is to call the script sdp.m, which automatically calls the Matlab function fsdp.m. Additional scripts are provided to help the user set up the data, define necessary parameters, and initialize the variables (as described shortly). The user who requires a function interface should bypass sdp.m and call fsdp.m directly. In either case there are five steps to be followed:

• set up the data defining the SDP (the use of makeA.m or import.m simplifies this process)
• initialize the required parameters (the routine setpars.m sets all parameters to their default values)
• provide initial values for the variables X, y, and Z (the routine initvars.m provides default settings)
• call either the script sdp.m or the function fsdp.m to solve the SDP
• interpret the output

• Preparing the data
• Setting the parameters
• Initializing the variables
• Invoking sdp.m or fsdp.m
• Interpreting the output