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People who frequently code semi definite programs, is there any java library for solving sdps? I have tried my luck but all I can find is C/C++ libraries or matlab toolboxes. I can write wrappers to call C from Java but will be much useful if there is indeed a java library.

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    $\begingroup$ This would probably fare better on StackOverflow as it is a programming question. $\endgroup$
    – Andrew Stacey
    Commented Oct 27, 2011 at 19:38
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    $\begingroup$ I tried stackoverflow prior to this. There is a very small number of people who use things other than cplex, so it wasn't fruitful. $\endgroup$
    – I J
    Commented Oct 27, 2011 at 19:42
  • $\begingroup$ I meant to say "small number of ppl at stackoverflow". $\endgroup$
    – I J
    Commented Oct 27, 2011 at 19:43
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    $\begingroup$ I really cannot see what the problem with this question is. In particular, as SO does not seem to be a good place to ask it. $\endgroup$
    – user9072
    Commented Oct 27, 2011 at 19:51
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    $\begingroup$ @Igor: you recently considered it a suitable MO question to ask about software to create figures/diagrams ( mathoverflow.net/questions/78520 ). The present question seems considerably closer to maths. $\endgroup$
    – user9072
    Commented Oct 27, 2011 at 20:41

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I think the following might fit the bill:

Mosek Java API

If you don't want to pay \$\$, then you might want to implement an interface to one of the following: List of SDP solvers

However, I am not aware of a pure Java implementation. If you can incorporate a compiled FORTRAN or C library in Java, then you need not restrict yourself to native Java implementations.

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  • $\begingroup$ Unfortunately Mosek does not solve semi definite programming problems (docs.mosek.com/kb/Can_MOSEK_solve_semi-definite_optimizati.html). I've decided to write a java interface to CSDP since it looks certain that there are no existing java interfaces. $\endgroup$
    – I J
    Commented Oct 28, 2011 at 16:08
  • $\begingroup$ I remember talking to one of the developers from Mosek several months ago, and I recollect him mentioning SDP abilities --- but maybe it is not yet commercial. $\endgroup$
    – Suvrit
    Commented Oct 28, 2011 at 16:51

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