SDPARA: Semidefinite programming algorithm paRAllel version

M. Yamashita, Katsuki Fujisawa, M. Kojima

Research output: Contribution to journalArticlepeer-review

51 Citations (Scopus)

Abstract

The SDPA (SemidDefinite Programming Algorithm) is known as efficient computer software based on the primal-dual interior-point method for solving SDPs (SemiDefinite Programs). In many applications, however, some SDPs become larger and larger, too large for the SDPA to solve on a single processor. In execution of the SDPA applied to large scale SDPs, the computation of the so-called Schur complement matrix and its Cholesky factorization consume most of the computational time. The SDPARA (SemiDefinite Programming Algorithm paRAllel version) is a parallel version of the SDPA on multiple processors and distributed memory, which replaces these two parts by their parallel implementation using MPI and ScaLAPACK. Through numerical results, we show that the SDPARA on a PC cluster consisting of 64 processors attains high scalability for large scale SDPs without losing the stability of the SDPA.

Original languageEnglish
Pages (from-to)1053-1067
Number of pages15
JournalParallel Computing
Volume29
Issue number8
DOIs
Publication statusPublished - Aug 1 2003
Externally publishedYes

All Science Journal Classification (ASJC) codes

  • Software
  • Theoretical Computer Science
  • Hardware and Architecture
  • Computer Networks and Communications
  • Computer Graphics and Computer-Aided Design
  • Artificial Intelligence

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