Complex Semi-Definite Programming (SDP) is introduced as a novel approach to phase retrieval enabled control of monochromatic light transmission through highly scattering media. In a simple optical setup, a spatial light modulator is used to generate a random sequence of phase-modulated wavefronts, and the resulting intensity speckle patterns in the transmitted light are acquired on a camera. The SDP algorithm allows computation of the complex transmission matrix of the system from this sequence of intensity-only measurements, without need for a reference beam. Once the transmission matrix is determined, optimal wavefronts are computed that focus the incident beam to any position or sequence of positions on the far side of the scattering medium, without the need for any subsequent measurements or wavefront shaping iterations. The number of measurements required and the degree of enhancement of the intensity at focus is determined by the number of pixels controlled by the spatial light modulator.