SC12 Home > SC12 Schedule > SC12 Presentation - High-Performance General Solver for Extremely Large-Scale Semidefinite Programing Problems

SCHEDULE: NOV 10-16, 2012

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High-Performance General Solver for Extremely Large-Scale Semidefinite Programing Problems

SESSION: Numerical Algorithms

EVENT TYPE: Papers

TIME: 2:30PM - 3:00PM

SESSION CHAIR: Costas Bekas

AUTHOR(S):Katsuki Fujisawa, Toshio Endo, Hitoshi Sato, Makoto Yamashita, Satoshi Matsuoka, Maho Nakata

ROOM:355-EF

ABSTRACT:
Semidefinite Programming (SDP) is one of the most important optimization problems, which covers a wide range of applications such as combinatorial optimization, control theory, quantum chemistry, truss topology design, etc. Solving extremely large-scale SDP problems has significant importance for the current and future applications of SDPs. We have developed SDPA aimed for solving large-scale SDP problems with numerical stability. SDPARA is a parallel version of SDPA, which replaces two major bottleneck parts (the generation of the Schur complement matrix and its Cholesky factorization) of SDPA by their parallel implementation. In particular, it has been successfully applied on combinatorial optimization and truss topology optimization, new SDPARA(7.5.0-G) on a large-scale supercomputer called TSUBAME2.0 has succeeded to solve the largest SDP problem which has over 1.48 million constraints and make a new world record. Our implementation has also achieved 533 TFlops for the large-scale Cholesky factorization using 2,720 CPUs and 4,080 GPUs.

Chair/Author Details:

Costas Bekas (Chair) - IBM Research - Zurich

Katsuki Fujisawa - Chuo University

Toshio Endo - Tokyo Institute of Technology

Hitoshi Sato - Tokyo Institute of Technology

Makoto Yamashita - Tokyo Institute of Technology

Satoshi Matsuoka - Tokyo Institute of Technology

Maho Nakata - RIKEN

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High-Performance General Solver for Extremely Large-Scale Semidefinite Programing Problems

SESSION: Numerical Algorithms

EVENT TYPE:

TIME: 2:30PM - 3:00PM

SESSION CHAIR: Costas Bekas

AUTHOR(S):Katsuki Fujisawa, Toshio Endo, Hitoshi Sato, Makoto Yamashita, Satoshi Matsuoka, Maho Nakata

ROOM:355-EF

ABSTRACT:
Semidefinite Programming (SDP) is one of the most important optimization problems, which covers a wide range of applications such as combinatorial optimization, control theory, quantum chemistry, truss topology design, etc. Solving extremely large-scale SDP problems has significant importance for the current and future applications of SDPs. We have developed SDPA aimed for solving large-scale SDP problems with numerical stability. SDPARA is a parallel version of SDPA, which replaces two major bottleneck parts (the generation of the Schur complement matrix and its Cholesky factorization) of SDPA by their parallel implementation. In particular, it has been successfully applied on combinatorial optimization and truss topology optimization, new SDPARA(7.5.0-G) on a large-scale supercomputer called TSUBAME2.0 has succeeded to solve the largest SDP problem which has over 1.48 million constraints and make a new world record. Our implementation has also achieved 533 TFlops for the large-scale Cholesky factorization using 2,720 CPUs and 4,080 GPUs.

Chair/Author Details:

Costas Bekas (Chair) - IBM Research - Zurich

Katsuki Fujisawa - Chuo University

Toshio Endo - Tokyo Institute of Technology

Hitoshi Sato - Tokyo Institute of Technology

Makoto Yamashita - Tokyo Institute of Technology

Satoshi Matsuoka - Tokyo Institute of Technology

Maho Nakata - RIKEN

Add to iCal  Click here to download .ics calendar file

Add to Outlook  Click here to download .vcs calendar file

Add to Google Calendarss  Click here to add event to your Google Calendar