Parallel implementation of a semidefinite programming solver based on CSDP on a distributed memory cluster

I.D. Ivanov, E. de Klerk

Research output: Contribution to journalArticleScientificpeer-review

7 Citations (Scopus)

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
Pages (from-to)405-420
JournalOptimization Methods and Software
Volume25
Issue number3
Publication statusPublished - 2010

Fingerprint Dive into the research topics of 'Parallel implementation of a semidefinite programming solver based on CSDP on a distributed memory cluster'. Together they form a unique fingerprint.

Cite this