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Implementation and Evaluation of SDPA 6.0 (SemiDefinite Programming Algorithm 6.0

Makoto Yamashita (Makoto.Yamashita***at***ie.kanagawa-u.ac.jp)
Katsuki Fujisawa (fujisawa***at***r.dendai.ac.jp)
Masakazu Kojima (kojima***at***is.titech.ac.jp)

Abstract: The SDPA (SemiDefinite Programming Algorithm) is a software package for solving general SDPs(SemiDefinite Programs). It is written in C++ with the help of {\it LAPACK} for numerical linear algebra for dense matrix computation. The purpose of this paper is to present a brief description of the latest version of the SDPA and its high performance for large scale problems through numerical experiment and comparison with some other major software packages for general SDPs.

Keywords: Semidefinie Program, Optimization, Mathematical Program, Software,Linear Matrix Inequality, Numerical Experiment

Category 1: Linear, Cone and Semidefinite Programming (Semi-definite Programming )

Citation: Research Reports on Mathematical and Computing Sciences Series B : Operations Research B-383 :: Department of Mathematical and Computing Sciences Tokyo Institute of Technology 2-12-1 Oh-Okayama, Meguro-ku, Tokyo 152-8552 Japan :: September/2002

Download: [Postscript][Compressed Postscript][PDF]

Entry Submitted: 09/12/2002
Entry Accepted: 09/12/2002
Entry Last Modified: 05/05/2004

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