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Algorithm xxxx: HDSDP: Software for Semidefinite Programming
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DOI：10.1145/3721123.png)
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Abstract
En 中文
HDSDP
is a numerical software solving semidefinite programming problems. The main framework of
HDSDP
resembles the dual-scaling interior point solver
DSDP
[Benson and Ye, 2008] and several new features, including a dual method based on the simplified homogeneous self-dual embedding, have been implemented. The embedding technique enhances the stability of the dual method , and several new heuristics and computational techniques are designed to accelerate its convergence. HDSDP aims to show how the dual-scaling algorithm benefits from the self-dual embedding, and it is developed in parallel to DSDP5.8. Numerical experiments over several classical benchmark datasets exhibit its robustness and efficiency, particularly its advantages on SDP instances featuring low-rank structure and sparsity.
HDSDP
is open-sourced under an MIT license and available at
https://github.com/Gwzwpxz/HDSDP
.
Keywords:
semidefinite programming
dual-scaling algorithm
homogeneous self-dual embedding
interior point method
low-rank structure
Journal
IF:
3.2
Papers:
35
Citations:
5.1K
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