Parallel implementation of a semidefinite programming solver based on CSDP on a distributed memory cluster
Ivanov,I.D. de Klerk,E.
Ivanov,I.D.
de Klerk,E.
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.
Description
Appeared earlier as CentER Discussion Paper 2007-20
Date
2010
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Research Projects
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Citation
Ivanov, I D & de Klerk, E 2010, 'Parallel implementation of a semidefinite programming solver based on CSDP on a distributed memory cluster', Optimization Methods & Software, vol. 25, no. 3, pp. 405-420.