DSDP
Linear Programming

Routines that create the LP cone object for linear inequalites, set the data, and provide access to the solutions.

#include dsdp5.h

In DSDP Standard Form a pure linear program is given by the following pair of problems.

\[ \begin{array}{lllllllll}
\mbox{Maximize} & b^T y & & \mbox{such that} & A^T y & \leq c \\
\mbox{Minimize} & c^T x & & \mbox{such that} & A x  & = b, & x \geq 0 \\
\end{array}
\]

Slack variables $ s:= c - A^Ty $ must be positive. Variables $ x,s \in \Re^n$.

LP data may be used in conjuction with semidefinite data.

Return values
0if successful