To run the codes, one should install the SDP solvers SDPT3 and CSDP first. 

1. For SDPT3, go to http://www.math.nus.edu.sg/~mattohkc/sdpt3.html.

2. For CSDP, go to https://projects.coin-or.org/Csdp/. To set up CSDP successfully, one should modify the paths in csdp.m.

For any problems, please report to Xiao-Ming Wu at 
xmwu@ee.columbia.edu