DSDP3: dual scaling algorithm for general positive semidefinite programming.

DSDP3: dual scaling algorithm for general positive semidefinite programming.
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DSDP3:一般正半定规划的双标度算法。

DOI:
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发表时间:
2001
期刊:
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影响因子:
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通讯作者:
Y. Ye
Y. Ye
中科院分区:
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文献类型:
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作者:
S. Benson;Y. Ye

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我们为积极的半决赛编程实施双缩放算法,以处理比以前的算法实现可以解决的更广泛的问题。有了适当的约束矩阵表示,我们可以解决一般的半决赛程序,并且仍然利用大规模组合优化问题的结构。计算结果表明,我们的初步实施在许多问题上需要中等精度的问题与原始偶型求解器具有竞争力,并且对于几种类型的问题,我们都优于原始二线求解器。
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.