Implementation of a primaldual method for SDP on a shared memory parallel architecture (2006)
| Venue: | Computational Optimization and Applications |
| Citations: | 9 - 0 self |
BibTeX
@ARTICLE{Borchers06implementationof,
author = {Brian Borchers and Joseph G. Young},
title = {Implementation of a primaldual method for SDP on a shared memory parallel architecture},
journal = {Computational Optimization and Applications},
year = {2006},
volume = {37},
pages = {2007}
}
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Abstract
Primal–dual interior point methods and the HKM method in particu-lar have been implemented in a number of software packages for semidef-inite programming. These methods have performed well in practice on small to medium sized SDP’s. However, primal–dual codes have had some trouble in solving larger problems because of the storage require-ments and required computational effort. In this paper we describe a parallel implementation of the primal-dual method on a shared memory system. Computational results are presented, including the solution of some large scale problems with over 50,000 constraints.
