English

Fast implementation for semidefinite programs with positive matrix completion

Optimization and Control 2014-05-27 v2

Abstract

Solving semidefinite programs (SDP) in a short time is the key to managing various mathematical optimization problems. The matrix-completion primal-dual interior-point method (MC-PDIPM) extracts a sparse structure of input SDP by factorizing the variable matrices. In this paper, we propose a new factorization based on the inverse of the variable matrix to enhance the performance of MC-PDIPM. We also use multithreaded parallel computing to deal with the major bottlenecks in MC-PDIPM. Numerical results show that the new factorization and multithreaded computing reduce the computation time for SDPs that have structural sparsity.

Keywords

Cite

@article{arxiv.1310.6919,
  title  = {Fast implementation for semidefinite programs with positive matrix completion},
  author = {Makoto Yamashita and Kazuhide Nakata},
  journal= {arXiv preprint arXiv:1310.6919},
  year   = {2014}
}
R2 v1 2026-06-22T01:54:10.444Z