Efficient parallel software for large-scale SemiDefinite Programs

Makoto Yamashita, Katsuki Fujisawa

研究成果: Chapter in Book/Report/Conference proceedingConference contribution

1 被引用数 (Scopus)

抄録

SemiDefinite Program (SDP) is one of principal problems in mathematical programming. Its application range is very wide and covers some problems arising from control theory; for example, a stability condition for differential inclusions and discrete-time optimal control problems. Solving these applications, however, sometimes requires long computation time, since they generate largescale SDPs. When Primal-Dual Interior-Point Methods (PDIPMs) are employed for solving large-scale SDPs, most of the computation time is occupied by the computation related to the Schur Complement Matrix (SCM). We have developed SDPARA (SemiDefinite Programming Algorithm paRAllel version) to deal with such largescale SDPs. In particular, the latest version of SDPARA can handle sparse SCMs adequately. In this paper, we concisely describe how parallel implementation of SDPARA shortens the computation time of the SCM and then discuss the latest implementation for sparse SCMs. Numerical results show that SDPARA achieves remarkable parallel scalability and enables us to solve large-scale SDPs from control theory.

本文言語英語
ホスト出版物のタイトル2010 IEEE International Symposium on Computer-Aided Control System Design, CACSD 2010
ページ1-6
ページ数6
DOI
出版ステータス出版済み - 2010
外部発表はい
イベント2010 IEEE International Symposium on Computer-Aided Control System Design, CACSD 2010 - Yokohama, 日本
継続期間: 9 8 20109 10 2010

出版物シリーズ

名前Proceedings of the IEEE International Symposium on Computer-Aided Control System Design

その他

その他2010 IEEE International Symposium on Computer-Aided Control System Design, CACSD 2010
国/地域日本
CityYokohama
Period9/8/109/10/10

All Science Journal Classification (ASJC) codes

  • 制御およびシステム工学
  • コンピュータ サイエンスの応用
  • 制御と最適化

フィンガープリント

「Efficient parallel software for large-scale SemiDefinite Programs」の研究トピックを掘り下げます。これらがまとまってユニークなフィンガープリントを構成します。

引用スタイル