The NEOS Server offers DSDP for the solution of semidefinite programming
problems.
The DSDP software package is an implementation of the dualscaling
algorithm for semidefinite programming.
This interiorpoint algorithm has a convergence proof and worstcase
polynomial complexity under mild assumptions on the data. It
provides feasible primal and dual solutions, exploits lowrank structure and
sparsity in the data,
and has low memory requirements compared to other interiorpoint methods.
This implementation of the algorithm can be used as a set of subroutines,
through Matlab, or by reading and writing to data files. Furthermore, it
offers scalable parallel performance for large problems and a
well documented interface.
Some of the most popular applications of semidefinite programming
are model control, truss topology design, and relaxations of combinatorial
and global optimization problems.
Source Code,
binaries, and documentation are available from the
developers
Steve Benson,
and
Yinyu Ye.
DSDP using NEOS
Submit a model in SDPA format
to solve a semidefinite programming problem. Examples of models in sparse SDPA format can be
found in the SDPLIB library.
SDPA file (local file):
Optional: Parameters for the solver can be specified here. Each option should be on
a different line, and each option name is followed by a number. Default values are in brackets.
gaptol <1e6> stop when relative duality gap less than
r0 <1> if nonnegative, initialize S by adding this multiple of the identity matrix
penalty <1e8> penalize dual infeasibility
boundy <1e7> bound for variables y
maxit <200> set maximum iterates
zbar <1e10> Upper bound for dual solution
mu0 <1> if positive, set initial barrier parameter
rho <3> Potential parameter as multiple of dimension
drho <1> Use dynamic rho strategy
pnormtol <1e30> stop only if pnorm less than
reuse < > Reuse the Schur Matrix this many times >=0
bigM <0> if positive, keep dual infeasiblility positive
dloginfo <0> print more information for higher numbers
print <10> print status at every nth iteration
help for this help message
OPTIONS:
These comments will be returned with your submission.
Comments:
Dry run: generate job XML instead of submitting it to NEOS
Short Priority: submit to higher priority queue with maximum CPU time of 5
minutes
Please do not click the 'Submit to NEOS' button more than once.
