{"43243":{"#nid":"43243","#data":{"type":"event","title":"A parallel two-stage interior point decomposition algorithm","body":[{"value":"\u003Cp\u003E\u003Cstrong\u003ETITLE:\u003C\/strong\u003E A parallel two-stage interior point decomposition algorithm for large scale structured semidefinite programs \n\u003C\/p\u003E\n\u003Cp\u003E\u003Cstrong\u003ESPEAKER:\u003C\/strong\u003E Dr. Kartik Sivaramakrishnan (Researh Div., Axioma,Inc.)\n\u003C\/p\u003E\n\u003Cp\u003E\u003Cstrong\u003EABSTRACT:\u003C\/strong\u003E\n\u003C\/p\u003E\n\u003Cp\u003E   Semidefinite programming (SDP) is referred to as \u0022linear programming for the 21st century\u0022 and has a variety of applications in science and engineering. Primal-dual interior point algorithms are currently the most popular techniques for solving large scale SDPs. However, these algorithms are fairly limited in the size of SDPs that they can solve in practice.\n\u003C\/p\u003E\n\u003Cp\u003E    We present a two stage decomposition algorithm to solve large scale structured semidefinite programs (SDPs). In the first stage, we exploit the sparsity and\/or the symmetry in an underlying SDP in order to process it into an equivalent problem having a \u0022block-angular\u0022 structure. We will illustrate the procedure with simple examples in the talk. In the 2nd stage, we solve the resulting \u0022block-angular\u0022 SDP in an iterative fashion between a master problem and \u0022decomposed\u0022 and \u0022distributed\u0022 subproblems in a parallel computing environment. We will give the details of our decomposition algorithm and also highlight some of our enhancements that improve the convergence of the algorithm. We will also report our computational experiences with the algorithm on the distributed \u0022Henry2\u0022 cluster at NC State University. Finally, we compare our algorithm with the OpenMP version of CSDP that is available via the COIN-OR interface.\n\u003C\/p\u003E","summary":null,"format":"limited_html"}],"field_subtitle":"","field_summary":[{"value":"A parallel two-stage interior point decomposition algorithm for large scale structured semidefinite programs","format":"limited_html"}],"field_summary_sentence":[{"value":"A parallel two-stage interior point decomposition algorithm"}],"uid":"27187","created_gmt":"2009-10-12 20:37:32","changed_gmt":"2016-10-08 01:47:30","author":"Anita Race","boilerplate_text":"","field_publication":"","field_article_url":"","field_event_time":{"event_time_start":"2008-11-18T14:00:00-05:00","event_time_end":"2008-11-18T15:00:00-05:00","event_time_end_last":"2008-11-18T15:00:00-05:00","gmt_time_start":"2008-11-18 19:00:00","gmt_time_end":"2008-11-18 20:00:00","gmt_time_end_last":"2008-11-18 20:00:00","rrule":null,"timezone":"America\/New_York"},"extras":[],"groups":[{"id":"1242","name":"School of Industrial and Systems Engineering (ISYE)"}],"categories":[],"keywords":[{"id":"5594","name":"Decomposition algorithm"}],"core_research_areas":[],"news_room_topics":[],"event_categories":[{"id":"1795","name":"Seminar\/Lecture\/Colloquium"}],"invited_audience":[],"affiliations":[],"classification":[],"areas_of_expertise":[],"news_and_recent_appearances":[],"phone":[],"contact":[{"value":"\u003Cstrong\u003EAnita  Race\u003C\/strong\u003E\u003Cbr \/\u003EH. Milton Stewart School of Industrial and Systems Engineering\u003Cbr \/\u003E\u003Ca href=\u0022http:\/\/www.gatech.edu\/contact\/index.html?id=ar9\u0022\u003EContact Anita  Race\u003C\/a\u003E","format":"limited_html"}],"email":[],"slides":[],"orientation":[],"userdata":""}}}