Solving large-scale semidefinite programs in parallel

نویسنده

  • Madhu V. Nayakkankuppam
چکیده

We describe an approach to the parallel and distributed solution of large-scale, block structured semidefinite programs using the spectral bundle method. Various elements of this approach (such as data distribution, an implicitly restarted Lanczos method tailored to handle block diagonal structure, a mixed polyhedralsemidefinite subdifferential model, and other aspects related to parallelism) are combined in an implementation called LAMBDA, which delivers faster solution times than previously possible, and acceptable parallel scalability on sufficiently large problems.

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عنوان ژورنال:
  • Math. Program.

دوره 109  شماره 

صفحات  -

تاریخ انتشار 2007