The NEOS Server offers PENSDP (version 2.2) for the solution of semidefinite programming problems in sparse SDPA format or in SeDuMi format.
PENSDP is a computer program for solving problems of convex and nonconvex nonlinear programming and (generally nonlinear) semidefinite programming. Originally an implementation of the PBM method of Ben-Tal and Zibulevsky for problems of structural optimization, it grew up to a stand-alone program for solving general problems. PENSDP is particularly aimed at large-scale problems with sparse data structure. It is based on a generalized augmented Lagrangian method.
More information on PENSDP is available in this user's guide.
PENSDP was developed by Michal Kocvara and Michael Stingl.
It was implemented by Hans Mittelmann and executes in 64 bits at
If non-standard parameter settings are required, the user may also submit a parameter file. You can check out the default parameter file, edit it and resubmit it as part of the job.
In addition to PENSDP's own error output the 6 error measures are printed according to the DIMACS 7th Challenge, see the benchmarking paper. This facilitates comparison with other SDP solvers.