Friday, 15:15 - 15:40 h, Room: H 1058


Katsuki Fujisawa
High-performance general solver for extremly large-scale semidefinite programming problems

Coauthors: Toshio Endo, Satoshi Matsuoka, Hitoshi Sato, Makoto Yamashita


Semidefinite Program (SDP) is one of the most important problems in
current research areas in optimization problems. It covers a wide range of applications such as combinatorial optimization, control theory, economics, quantum chemistry, sensor network location, data mining, etc.
Solving extremely large-scale SDPs has a significant importance for the current and future applications of SDPs. In 1995, Fujisawa et al. started the SDPA Project aimed for solving large-scale SDPs with numerical stability and accuracy. It is one of pioneers' code to solve general SDPs. The SDPARA is a parallel version of the SDPA on multiple processors and distributed memory, which replaces major bottleneck components of the SDPA by their parallel implementation. In particular, it has been successfully applied on quantum chemistry and combinatorial optimization, the SDPARA on a large-scale super computer called TSUBAME 2.0 in Tokyo Institute of Technology has succeeded to solve the largest SDP which has over one million constraints with high accuracy and make a new world record.


Talk 1 of the invited session Fri.3.H 1058
"Parallel optimization software" [...]
Cluster 10
"Implementations & software" [...]


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