DSDP
Introduction
DSDP is an open-source sparse SDP solver developed by Steve Benson, Yinyu Ye and Xiong Zhang. DSDP implements a dual-scaling variant of the interior point method, whcih makes better use of the sparsity and the low-rank structure of the problems and has lower memory requirement compared to other interior point algorithms. Currently DSDP solves both LP and SDP instances and has been widely applied to linear matrix inequalities (LMI), model control, truss design and solution to SDP relaxation of combinatorial problems.
Parameters
DSDP Contains logging and algorithmic parameters including
Logging
| Parameter <default> | Type | Explanation |
|---|---|---|
| print <10> | IntParam | Print information at each k iteration |
| dloginfo <0> | IntParam | Print more information for higher numbers |
| dlogsummary <1> | IntParam | Print timing information |
| help | N/A | For help message |
Algorithmic
| Parameter <default> | Type | Explanation |
|---|---|---|
| timelimit <15000> | DblParam | Algorithm time limit |
| gaptol <1e-6> | IntParam | Stop when relative duality gap less than |
| r0 <-1> | DblParam | If nonnegative, initialize S by adding this multiple of the identity matrix |
| penalty <1e10> | DblParam | Penalize dual infeasibility |
| boundy <1e7> | DblParam | Bound for variables y |
| maxit <200> | IntParam | Set maximum iterates |
| zbar <1e10> | DblParam | Upper bound for dual solution |
| mu0 <-1> | DblParam | If positive, set initial barrier parameter |
| rho <3> | DblParam | Potential parameter as multiple of dimension |
| drho <1> | DblParam | Use dynamic rho strategy |
| pnormtol <1e30> | DblParam | Stop only if pnorm less than |
| reuse <4> | IntParam | Reuse the Schur Matrix this many times |
| bigM <0> | DblParam | If positive, modify algorithm to make dual infeasibility positive with a large associated cost |
Examples of Usage
DSDP can either be called using a C subroutine library or be directly applied to solve SDPA instances . e.g., after compiling the source to get the DSDP binary, one can execute
readsdpa filename.dat-s
in the command line to invoke the DSDP solver.