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: