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首页> 外文期刊>Optimization methods & software >Parallel implementation of a semidefinite programming solver based on CSDP on a distributed memory cluster
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Parallel implementation of a semidefinite programming solver based on CSDP on a distributed memory cluster

机译：基于CSDP的半确定编程求解器在分布式存储集群上的并行实现

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摘要

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 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.
机译：在本文中，我们介绍了在分布式存储计算机集群上实现原始对偶半定规划求解器的并行版本的算法框架和实际方面。我们的实现基于CSDP求解器，并使用消息传递接口和ScaLAPACK库。实施了一项新功能来处理具有秩约束矩阵的问题。我们显示，对于具有秩一约束矩阵的问题的测试集，可以得到显着的改进。此外，我们表明，与正半定矩阵变量的块大小相比，线性相等约束的数量非常大的大规模问题获得了很好的并行效率。

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