Implementation and evaluation of SDPA 6.0 (SemiDefinite Programming algorithm 6.0)

被引：109

作者：

Yamashita, M ^{[1
]}

Fujisawa, K

Kojima, M

机构：

[1] Tokyo Inst Technol, Grad Sch Informat Sci & Engn, Tokyo 1528552, Japan

[2] Tokyo Denki Univ, Dept Math Sci, Hatoyama, Saitama 3500394, Japan

来源：

OPTIMIZATION METHODS & SOFTWARE | 2003年 / 18卷 / 04期

关键词：

SemiDefinite Program; interior-point method; optimization; software; numerical experiment;

D O I：

10.1080/1055678031000118482

中图分类号：

TP31 [计算机软件];

学科分类号：

081202 ; 0835 ;

摘要：

SDP (SemiDefinite Programming) is one of the most attractive optimization models. It has many applications from various fields such as control theory, combinatorial and robust optimization, and quantum chemistry. The SDPA (SemiDefinite Programming Algorithm) is a software package for solving general SDPs based on primal-dual interior-point methods with the HRVW/KSH/M search direction. It is written in C++ with the help of LAPACK for numerical linear algebra for dense matrix computation. The purpose of this paper is to present a brief description of the latest version of the SDPA and its high performance for large scale problems through numerical experiments and comparisons with some other major software packages for general SDPs.

引用

页码：491 / 505

页数：15

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