Function Sdp

Solves a pair of primal and dual SDPs minimize c'*x subject to Gl*x + sl = hl mat(Gs[k]*x) + ss[k] = hs[k], k = 0, ..., N-1 A*x = b sl >= 0, ss[k] >= 0, k = 0, ..., N-1 maximize -hl'*z - sum_k trace(hs[k]*zs[k]) - b'*y subject to Gl'*zl + sum_k Gs[k]'*vec(zs[k]) + A'*y + c = 0 zl >= 0, z

(c, Gl, hl, A, b *matrix.FloatMatrix, Ghs *sets.FloatMatrixSet, solopts *SolverOptions,
	primalstart, dualstart *sets.FloatMatrixSet)