DSDP3: dual scaling algorithm for general positive semidefinite programming.

Benson, S. J. ; Ye, Y.

Technical Information Center Oak Ridge Tennessee

关键词: Programming;    D codes;    Algorithms;    Matrices;    Computer calculations;   

RP-ID  :  DE2001776737

学科分类：工程和技术（综合）

美国|英语

来源: National Technical Reports Library

【 摘 要 】

We implement a dual scaling algorithm for positive semidefinite programming to handle a broader class of problems than could be solved with previous implementations of the algorithm. With appropriate representations of constraint matrices, we can solve general semidefinite programs and still exploit the structure of large-scale combinatorial optimization problems. Computational results show that our preliminary implementation is competitive with primal-dual solvers on many problems requiring moderate precision in the solution and is superior to primal-dual solvers for several types of problems.