Implementation of a primal–dual method for SDP on a shared memory parallel architecture
- 223 Downloads
Primal–dual interior point methods and the HKM method in particular have been implemented in a number of software packages for semidefinite programming. These methods have performed well in practice on small to medium sized SDPs. However, primal–dual codes have had some trouble in solving larger problems because of the storage requirements and required computational effort. In this paper we describe a parallel implementation of the primal–dual method on a shared memory system. Computational results are presented, including the solution of some large scale problems with over 50,000 constraints.
KeywordsSemidefinite programming Interior point methods Parallel computing
Unable to display preview. Download preview PDF.
- 1.Anderson, E., Bai, Z., Bischof, C., Blackford, L.S., Demmel, J., Dongarra, J.J., Du Croz, J., Hammarling, S., Greenbaum, A., McKenney, A., Sorensen, D.: LAPACK Users’ Guide, 3rd edn. SIAM, Philadelphia (1999) Google Scholar
- 2.Benson, S.J.: Parallel computing on semidefinite programs. Technical report ANL/MCS-P939-0302, Argonne National Laboratory (2003) Google Scholar
- 3.Benson, S.J., Ye, Y.: DSDP3: Dual-scaling algorithm for semidefinite programming. Technical report ANL/MCS-P851-1000, Argonne National Laboratory (November 2001) Google Scholar
- 7.Burer, S., Choi, C.: Computational enhancements in low-rank semidefinite programming. University of Iowa (July 2004) Google Scholar
- 9.Chandra, R., Dagum, L., Kohr, D., Maydan, D., McDonald, J., Menon, R.: Parallel Programming in OpenMP. Morgan Kaufmann, New York (2000) Google Scholar
- 12.Fukuda, M., Braams, B.J., Nakata, M., Overton, M.L., Percus, J.K., Yamashita, M., Zhao, Z.: Large-scale semidefinite programs in electronic structure calculation. Technical report B-413, Tokyo Institute of Technology, Department of Mathematical and Computing Sciences (February 2005) Google Scholar