semidefinite programming (SDP) solver in Pyomo?

[acastillo]

Is there an SDP solver that plugs-in with Pyomo? If so, is it free to academics?

Many Thanks, Anya

[Watson, Jean-paul]

Hi Anya,

We do not presently have any interface to an SDP solver. This is largely because we (well, at least I) don't know of any SDP solver that reads the NL input format. If there were such a solver, Pyomo does support it, through the general ASL (AMPL Solver Library) interface that we ship. 

If you have any thoughts along these lines, I would definitely like to hear them. An SDP interface is something that we do want to support. However, most of the solvers seem to be strongly tied to Matlab. If there were a solver with Python bindings and a relatively straightforward input/output translation, we would be willing to give it a try.

jpw

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[johns...@gmail.com]

Hello,

is there any update on a interface for any kind of sdp-solver (like e.g. cvxopt) within the pyomo package?
(I haven't found anything in the doc)

Thanks a lot for your support!

John

[Mahdi Gh]

Hi JPW, 

Mosek is the state-of-the-art SDP solver. Mosek has a Python API, which comes with a users' manual:

http://docs.mosek.com/7.1/pythonfusion/index.html

It would be great if Pyomo can have a Mosek interfance. 

Mahdi