We consider optimization problems of the following type: min{tr(CX) : A(X) = B,X positive semidefinite}. Here, tr(·) denotes the trace operator, C and X are symmetric n× n matrices, B is a symmetric m ×m matrix and A(·) denotes a linear operator. Such problems are called semidefinite programs and have recently become the object of considerable interest due to important connections with max-min ...