The sdpt3glue package serves as glue code to allow Cvxpy semidefinite programming (SDP) problems to be solved using the SDPT3 solver for Matlab.
This package provides a Python translation of the Matlab package Qpecgen which generates random MPEC test problems with quadratic objective functions and affine variational inequality constraints. For more information, see the paper and accompanying code by Houyuan Jiang, Daniel Ralph, 1997.