Solving large-scale semidefinite programs in parallel

被引：8
|
作者：
Nayakkankuppam, Madhu V. [1 ]
机构：
[1] Bloomberg LP, Computat Finance Grp, New York, NY 10022 USA
来源：
MATHEMATICAL PROGRAMMING | 2007年 / 109卷 / 2-3期
关键词：
semidefinite programming; eigenvalue optimization; subgradient bundle methods; Lanczos method; parallel computing;
D O I：
10.1007/s10107-006-0032-1
中图分类号：
TP31 [计算机软件];
学科分类号：
081202 ; 0835 ;
摘要：
We describe an approach to the parallel and distributed solution of large-scale, block structured semidefinite programs using the spectral bundle method. Various elements of this approach (such as data distribution, an implicitly restarted Lanczos method tailored to handle block diagonal structure, a mixed polyhedral-semidefinite subdifferential model, and other aspects related to parallelism) are combined in an implementation called LAMBDA, which delivers faster solution times than previously possible, and acceptable parallel scalability on sufficiently large problems.
引用
收藏
页码：477 / 504
页数：28
相关论文
共 50 条
  • [1] Solving large-scale semidefinite programs in parallel
    Madhu V. Nayakkankuppam
    Mathematical Programming, 2007, 109 : 477 - 504
  • [2] SDPA project: solving large-scale semidefinite programs
    Fujisawa, Katsuki
    Nakata, Kazuhide
    Yamashita, Makoto
    Fukuda, Mituhiro
    JOURNAL OF THE OPERATIONS RESEARCH SOCIETY OF JAPAN, 2007, 50 (04) : 278 - 298
  • [3] Solving large-scale sparse semidefinite programs for combinatorial optimization
    Benson, SJ
    Ye, YY
    Zhang, X
    SIAM JOURNAL ON OPTIMIZATION, 2000, 10 (02) : 443 - 461
  • [4] Large-scale semidefinite programs in electronic structure calculation
    Mituhiro Fukuda
    Bastiaan J. Braams
    Maho Nakata
    Michael L. Overton
    Jerome K. Percus
    Makoto Yamashita
    Zhengji Zhao
    Mathematical Programming, 2007, 109 : 553 - 580
  • [5] Large-scale semidefinite programs in electronic structure calculation
    Fukuda, Mituhiro
    Braams, Bastiaan J.
    Nakata, Maho
    Overton, Michael L.
    Percus, Jerome K.
    Yamashita, Makoto
    Zhao, Zhengji
    MATHEMATICAL PROGRAMMING, 2007, 109 (2-3) : 553 - 580
  • [6] Parallel implementation of Newton's method for solving large-scale linear programs
    Garanzha, V. A.
    Golikov, A. I.
    Evtushenko, Yu. G.
    Nguen, M. Kh.
    COMPUTATIONAL MATHEMATICS AND MATHEMATICAL PHYSICS, 2009, 49 (08) : 1303 - 1317
  • [7] Parallel implementation of Newton’s method for solving large-scale linear programs
    V. A. Garanzha
    A. I. Golikov
    Yu. G. Evtushenko
    M. Kh. Nguen
    Computational Mathematics and Mathematical Physics, 2009, 49 : 1303 - 1317
  • [8] High-accuracy solution of large-scale semidefinite programs
    Davi, Thomas
    Jarre, Florian
    OPTIMIZATION METHODS & SOFTWARE, 2012, 27 (4-5): : 655 - 666
  • [9] Solving large scale semidefinite programs via an iterative solver on the augmented systems
    Toh, KC
    SIAM JOURNAL ON OPTIMIZATION, 2004, 14 (03) : 670 - 698
  • [10] Solving some large scale semidefinite programs via the conjugate residual method
    Toh, KC
    Kojima, M
    SIAM JOURNAL ON OPTIMIZATION, 2002, 12 (03) : 669 - 691
12345