Solving large-scale semidefinite programs in parallel

DOI10.1007/s10107-006-0032-1zbMath1278.90301OpenAlexW1967327023MaRDI QIDQ868469

Madhu V. Nayakkankuppam

Publication date: 5 March 2007

Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10107-006-0032-1

zbMATH Keywords

eigenvalue optimizationsemidefinite programmingLanczos methodparallel computingsubgradient bundle methods

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Semidefinite programming (90C22) Large-scale problems in mathematical programming (90C06) Parallel numerical computation (65Y05)

Related Items

A parallel interior point decomposition algorithm for block angular semidefinite programs, First-order semidefinite programming for the two-electron treatment of many-electron atoms and molecules

Uses Software

• SDPA
• eigs
• ARPACK
• Benchmarks for Optimization Software
• SDPLR
• COL
• PENSDP
• lambda
• SDPARA
• SBmethod
• IRAM

Cites Work

• Unnamed Item
• Unnamed Item
• Large-scale semidefinite programs in electronic structure calculation
• Proximity control in bundle methods for convex nondifferentiable minimization
• Sensitivity analysis of all eigenvalues of a symmetric matrix
• A spectral bundle method with bounds
• Exploiting sparsity in semidefinite programming via matrix completion. II: Implementation and numerical results
• A nonlinear programming algorithm for solving semidefinite programs via low-rank factorization
• Numerical evaluation of SBmethod
• An independent benchmarking of SDP and SOCP solvers
• Local minima and convergence in low-rank semidefinite programming
• Exploiting Sparsity in Semidefinite Programming via Matrix Completion I: General Framework
• Solving Some Large Scale Semidefinite Programs via the Conjugate Residual Method
• An aggregate subgradient method for nonsmooth convex minimization
• Semi-Definite Matrix Constraints in Optimization
• On Minimizing the Maximum Eigenvalue of a Symmetric Matrix
• Implicit Application of Polynomial Filters in a k-Step Arnoldi Method
• ARPACK Users' Guide
• Semidefinite Programming in the Space of Partial Positive Semidefinite Matrices
• A Spectral Bundle Method for Semidefinite Programming
• Solving Large Scale Semidefinite Programs via an Iterative Solver on the Augmented Systems
• Solving Large-Scale Sparse Semidefinite Programs for Combinatorial Optimization
• Convex Analysis