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Numerical Evaluation of SDPA (SemiDefinite Programming Algorithm). (1998)
| Citations: | 36 - 12 self |
BibTeX
@TECHREPORT{Fujisawa98numericalevaluation,
author = {Katsuki Fujisawa and Mituhiro Fukuda and Masakazu Kojima and Kazuhide Nakata},
title = {Numerical Evaluation of SDPA (SemiDefinite Programming Algorithm).},
institution = {},
year = {1998}
}
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Abstract
. SDPA (SemiDefinite Programming Algorithm) is a C++ implementation of a Mehrotra-type primal-dual predictor-corrector interior-point method for solving the standard form semidefinite program and its dual. We report numerical results of large scale problems to evaluate its performance, and investigate how major time-consuming parts of SDPA vary with the problem size, the number of constraints and the sparsity of data matrices. Key words Interior-Point Methods, Semidefinite Programming, Numerical Experiments, Sparsity y Department of Architecture and Architectural Systems, Kyoto University, YoshidaHonmati, Sakyou-ku, Kyoto, 606-8501, Japan e-mail: fujisawa@is-mj.archi.kyoto-u.ac.jp ] Department of Mathematical and Computing Sciences, Tokyo Institute of Technology, 2-12-1 Oh-Okayama, Meguro-ku, Tokyo 152-8552, Japan. e-mail: mituhiro@is.titech.ac.jp ? Department of Mathematical and Computing Sciences, Tokyo Institute of Technology, 2-12-1 Oh-Okayama, Meguro-ku, Tokyo 152-8552, Japan...
Keyphrases
semidefinite programming algorithm numerical evaluation computing science 2-12-1 oh-okayama tokyo institute numerical result major time-consuming part japan e-mail fujisawa is-mj sdpa vary data matrix key word interior-point method standard form semidefinite program kyoto university jp department large scale problem semidefinite programming numerical experiment architectural system mehrotra-type primal-dual predictor-corrector interior-point method problem size sparsity department
