The way forward is via CVXpy. 
See https://github.com/sagemath/sage/pull/35120 (needs review); next 
step: https://github.com/sagemath/sage/issues/31962

On Friday, February 17, 2023 at 2:15:00 AM UTC-8 Peter Mueller wrote:

> Even though I installed the optional packages csdp and dsdp in Sage 9.8, 
> they do not seem to be available as backends for `SemidefiniteProgram()`. 
> At any rate, calling it with `solver='csdp'` or `solver='dsdp'` results in 
> the error message *ValueError: 'solver' should be set to 'CVXOPT', 
> 'Matrix', a class, or None (in which case the default one is used* which 
> does not help me further.
>
> By the way, I would consider it useful if an instance of 
> SemidefiniteProgram could export the program to some usable file, e.g. in 
> SDPA sparse format. (In analogy to the` write_mps()`  method for linear 
> programs.)
>
> -- Peter Mueller
>

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