Parallel Implementation of a Semidefinite Programming Solver based on CSDP in a distributed memory cluster

I.D. Ivanov, E. de Klerk

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Abstract

In this paper we present the algorithmic framework and practical aspects of implementing a parallel version of a primal-dual semidefinite programming solver on a distributed memory computer cluster. Our implementation is based on the CSDP solver and uses a message passing interface (MPI), and the ScaLAPACK library. A new feature is implemented to deal with problems that have rank-one constraint matrices. We show that significant improvement is obtained for a test set of problems with rank one constraint matrices. Moreover, we show that very good parallel efficiency is obtained for large-scale problems where the number of linear equality constraints is very large compared to the block sizes of the positive semidefinite matrix variables.
Original languageEnglish
Place of PublicationTilburg
PublisherOperations research
Number of pages22
Volume2007-20
Publication statusPublished - 2007

Publication series

NameCentER Discussion Paper
Volume2007-20

Keywords

  • Semidefinite programming
  • interior point methods
  • parallel computing
  • distributed memory cluster

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