Thanks - I have attached the matlab script I have been working on that should run if you just call it.
Lines 81 and 91, for example, should constrain some elements of the variable matrices to be non-zero. After that I have some constraints along the lines of what I wrote before.
I am in fact just trying to work through an academic paper to check that I have done things correctly (the actual problem can be found at arxiv.org/abs/quant-ph/0308032
on page 5 if it helps).
In order to test the program is working I have been using an example (on page 12 of that paper) for which the primal problem should be feasible if a<3 in the program and infeasible if a>3 - my problem is that a feasible solution is always found so either I have written some constraints that dont make sense or I made an error in the calculation.
Hopefully you could tell me whether the constraints make logical sense. If so, then at least I know I am just bad at quantum mechanics.