pc cluster

A Parallel Primal-Dual Interior-Point Method for Semidefinite Programs Using Positive Definite Matrix Completion

  • Katsuki Fujisawa
  • Masakazu Kojima
  • Kazuhide Nakata
  • Makoto Yamashita
    • Categories Graphs and Matroids, Parallel Algorithms, Semi-definite Programming Tags , , , , ,

    A parallel computational method SDPARA-C is presented for SDPs (semidefinite programs). It combines two methods SDPARA and SDPA-C proposed by the authors who developed a software package SDPA. SDPARA is a parallel implementation of SDPA and it features parallel computation of the elements of the Schur complement equation system and a parallel Cholesky factorization of … Read more

    SDPARA : SemiDefinite Programming Algorithm PARAllel Version

  • Katsuki Fujisawa
  • Masakazu Kojima
  • Makoto Yamashita
    • Categories Semi-definite Programming Tags , , , , ,

    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