Implementation of a primal-dual method for SDP on a shared memory parallel architecture

DOI10.1007/s10589-007-9030-3zbMath1179.90256OpenAlexW2041967912WikidataQ126269839 ScholiaQ126269839MaRDI QIDQ2385546

Joseph G. Young, Brian Borchers

Publication date: 12 October 2007

Published in: Computational Optimization and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10589-007-9030-3

zbMATH Keywords

Interior point methodsSemidefinite programmingParallel computing

Mathematics Subject Classification ID

Semidefinite programming (90C22) Interior-point methods (90C51)

Related Items

Abstract interpretation meets convex optimization, Interior Point Methods for Nonlinear Optimization, Selective Gram-Schmidt orthonormalization for conic cutting surface algorithms, A parallel interior point decomposition algorithm for block angular semidefinite programs, The State-of-the-Art in Conic Optimization Software, Latest Developments in the SDPA Family for Solving Large-Scale SDPs, Rank Optimality for the Burer--Monteiro Factorization, RepLAB: A Computational/Numerical Approach to Representation Theory

Uses Software

• CSDP
• LAPACK
• SDPLIB
• CLAPACK
• BLAS
• SDPA
• SeDuMi
• SDPT3
• PENNON
• Benchmarks for Optimization Software
• SDPLR
• SDPARA

Cites Work

• Solving semidefinite-quadratic-linear programs using SDPT3
• Large-scale semidefinite programs in electronic structure calculation
• Exploiting sparsity in primal-dual interior-point methods for semidefinite programming
• A nonlinear programming algorithm for solving semidefinite programs via low-rank factorization
• An independent benchmarking of SDP and SOCP solvers
• LAPACK Users' Guide
• Implementation of interior point methods for mixed semidefinite and second order cone optimization problems
• PENNON: A code for convex nonlinear and semidefinite programming
• SDPT3 — A Matlab software package for semidefinite programming, Version 1.3
• CSDP, A C library for semidefinite programming
• Using SeDuMi 1.02, A Matlab toolbox for optimization over symmetric cones
• SDPLIB 1.2, a library of semidefinite programming test problems
• Implementation and evaluation of SDPA 6.0 (Semidefinite Programming Algorithm 6.0)
• An updated set of basic linear algebra subprograms (BLAS)
• Computational enhancements in low-rank semidefinite programming