swMATH ID: 7707
Software Authors: M. Yamashita; K. Fujisawa; M. Kojima
Description: Algorithm 925: Parallel Solver for Semidefinite Programming Problem having Sparse Schur Complement Matrix: SDPARA: SemiDefinite Programming Algorithm paRAllel version. The SDPA (SemidDefinite Programming Algorithm) is known as efficient computer software based on the 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 of the so-called Schur complement matrix and its Cholesky factorization consume most of the computational time. The SDPARA (SemiDefinite Programming Algorithm paRAllel version) is a parallel version of the SDPA on multiple processors and distributed memory, which replaces these two parts by their parallel implementation using MPI and ScaLAPACK. Through numerical results, we show that the SDPARA on a PC cluster consisting of 64 processors attains high scalability for large scale SDPs without losing the stability of the SDPA.
Homepage: http://sdpa.sourceforge.net/
Related Software: SeDuMi; SDPA; SDPT3; CSDP; SDPLIB; SDPLR; YALMIP; ScaLAPACK; SparsePOP; Matlab; Mosek; GloptiPoly; SBmethod; COL; SPOOLES; METIS; PENNON; Ninf-G/MPI; Benchmarks for Optimization Software; Sparse-BSOS
Cited in: 17 Publications

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