Makoto Yamashita – Page 4 – Optimization Online

SDPARA : SemiDefinite Programming Algorithm PARAllel Version

Published: 2002/10/15, Updated: 2004/04/30

Semi-definite Programming optimization, parallel computing, pc cluster, primal-dual interior-point method, semidefinite programming, software

Abstract: The SDPA (SemiDefinite Programming Algorithm) is known as efficient computer software based on 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 … Read more

Implementation and Evaluation of SDPA 6.0 (SemiDefinite Programming Algorithm 6.0

Published: 2002/09/12, Updated: 2004/05/05

Katsuki Fujisawa

Masakazu Kojima

Makoto Yamashita

Semi-definite Programming linear matrix inequality, mathematical program, numerical experiment, optimization, semidefinie program, software

The SDPA (SemiDefinite Programming Algorithm) is a software package for solving general SDPs(SemiDefinite Programs). It is written in C++ with the help of {\it LAPACK} for numerical linear algebra for dense matrix computation. The purpose of this paper is to present a brief description of the latest version of the SDPA and its high performance … Read more