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LEigOPT

This is a proof-of-concept, first-order interior point solver for eigenvalue optimization SDPs. It can achieve high accuracies of around 6-8 significant digits while remaining relatively fast, given a fixed sparsity pattern. For more information, see the final report in the repository.

Testing

In order to test this package, navigate to the test.jl file, under the julia/ folder and simply run julia test.jl.

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A fast interior point method for eigenvalue optimization problems

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