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Efficient Parallel Implementation for Extremely Large-Scale SemiDefinite Programming

Research Project

Project/Area Number 18710141
Research Category

Grant-in-Aid for Young Scientists (B)

Allocation TypeSingle-year Grants
Research Field Social systems engineering/Safety system
Research InstitutionTokyo Institute of Technology (2008)
Kanagawa University (2006-2007)

Principal Investigator

YAMASHITA Makoto  Tokyo Institute of Technology, 大学院・情報理工学研究科, 助教 (20386824)

Project Period (FY) 2006 – 2008
Project Status Completed (Fiscal Year 2008)
Budget Amount *help
¥430,000 (Direct Cost: ¥400,000、Indirect Cost: ¥30,000)
Fiscal Year 2008: ¥130,000 (Direct Cost: ¥100,000、Indirect Cost: ¥30,000)
Fiscal Year 2007: ¥200,000 (Direct Cost: ¥200,000)
Fiscal Year 2006: ¥100,000 (Direct Cost: ¥100,000)
Keywords数理計画法 / 並列計算 / 半正定値計画問題 / 応用数学 / ハイパフォーマンス・コンピューティング / 数理最適化 / 量子化学 / 大規模
Research Abstract

半正定値計画問題は、量子化学や制御理論など幅広い応用を持つ重要な数理計画問題である。しかしながら、量子化学などから発生する半正定値計画問題は大規模になる傾向が強く、一台の計算機では求解が難しい。本研究では、Schur補完行列にかかる計算に並列計算を適用することで、既存ソフトウェアでは不可能であった大規模な半正定値計画問題の求解を実現した。さらに行列の特徴を活用し、高い並列効果を得ることに成功した。

Report

(4 results)
  • 2008 Annual Research Report   Final Research Report ( PDF )
  • 2007 Annual Research Report
  • 2006 Annual Research Report
  • Research Products

    (31 results)

All 2008 2007 2006 Other

All Journal Article (16 results) (of which Peer Reviewed: 12 results) Presentation (8 results) Book (3 results) Remarks (4 results)

  • [Journal Article] Variational calculation of second-order reduced density matrices by strong N-representability conditions and an accurate semidefinite programming solver2008

    • Author(s)
      Maho Nakata, Bastiaan Braams, Katsuki Fujisawa, Mituhiro Fukuda, Jerome Percus, Makoto Yamashita and Zhengji Zhao
    • Journal Title

      Journal of Chemical Physics Vol. 128

      Pages: 164113-164113

    • NAID

      120006581898

    • Related Report
      2008 Final Research Report
    • Peer Reviewed
  • [Journal Article] 最適化ソフトウェアSDPA2008

    • Author(s)
      中田和秀、藤澤克樹、福田光浩、山下真、 中田真秀、小林和博
    • Journal Title

      応用数理 Vol. 18, No. 1

      Pages: 2-14

    • NAID

      110006633780

    • Related Report
      2008 Final Research Report
    • Peer Reviewed
  • [Journal Article] 最適化ソフトウェアSDPA2008

    • Author(s)
      中田和秀, など
    • Journal Title

      応用数理 18

      Pages: 2-14

    • Related Report
      2008 Annual Research Report
    • Peer Reviewed
  • [Journal Article] Variational calculation of second-order reduced density matrices by strong N-representability conditions and an accurate semidefinite programming solver2008

    • Author(s)
      Maho Nakata, et. al.
    • Journal Title

      Journal of Chemical Physics 128

      Pages: 164113-164113

    • Related Report
      2008 Annual Research Report
    • Peer Reviewed
  • [Journal Article] Parallel Solver for SemiDefinite Programming2007

    • Author(s)
      Makoto Yamashita, Katsuki Fujisawa and Kazuhide Nakata
    • Journal Title

      International Journal of Logistics and SCM systems Vol. 2, No. 1

      Pages: 22-29

    • Related Report
      2008 Final Research Report
    • Peer Reviewed
  • [Journal Article] SDPA Project: Solving Large-Scale Semidefinite Programs2007

    • Author(s)
      Katsuki Fujisawa, Kazuhide Nakata, Makoto Yamashita and Mituhiro Fukuda
    • Journal Title

      Journal of the Operations Research Society of Japan Vol. 50, No. 4

      Pages: 278-298

    • Related Report
      2008 Final Research Report
    • Peer Reviewed
  • [Journal Article] Large-scale semidefinite programs in electronic structure calculation2007

    • Author(s)
      Mituhiro Fukuda, Bastiaan Braams, Maho Nakata, Michael Overton, Jerome Percus, Makoto Yamashita and Zhengji Zhao
    • Journal Title

      Mathematical Programming B Vol. 109, No. 2

      Pages: 553-580

    • Related Report
      2008 Final Research Report
    • Peer Reviewed
  • [Journal Article] SDPA Project: Solving Large-Scale Semidefinite Programming2007

    • Author(s)
      K. Fujisawa, K. Nakata, M. Yamashita and M. Fukuda
    • Journal Title

      Journal of the Operations Research Society of Japan 50(4)

      Pages: 278-279

    • Related Report
      2007 Annual Research Report
    • Peer Reviewed
  • [Journal Article] Parallel Solver for SemiDefinite Programming2007

    • Author(s)
      M. Yamashita, K. Fujisawa and K. Nakata
    • Journal Title

      International Journal of Logistics and SCM systems 2(1)

      Pages: 22-29

    • Related Report
      2007 Annual Research Report
    • Peer Reviewed
  • [Journal Article] Large-scale semidefinite programs in electronic structure calculation2007

    • Author(s)
      M.Fukuda, B.Braams, M.Nakata, M.Overton, J.Percus, M.Yamashita, Z.Zhao
    • Journal Title

      Mathematical Programming B 109(2-3)

      Pages: 525-552

    • Related Report
      2006 Annual Research Report
  • [Journal Article] 量子化学における超大規模半正定値計画問題と並列計算による高速求解(招待講演)2006

    • Author(s)
      山下真
    • Journal Title

      第18回RAMPシンポジウム論文集

      Pages: 191-207

    • Related Report
      2008 Final Research Report
  • [Journal Article] Solving Large Scale Optimization Problems via Grid and Cluster Computing2006

    • Author(s)
      Katsuki Fujisawa, Masakazu Kojima, Akiko Takeda and Makoto Yamashita
    • Journal Title

      Journal of the Operation Research Society of Japan Vol. 47, No. 4

      Pages: 265-274

    • Related Report
      2008 Final Research Report
    • Peer Reviewed
  • [Journal Article] Simple Hamiltonians which exhibit drastic failures by variational determination2006

    • Author(s)
      Maho Nakata, Bastiaan Braams, Mituhiro Fukuda, Jerome Percus, Makoto Yamashita and Zhengji Zhao
    • Journal Title

      Journal of Chemical Physics Vol. 125

      Pages: 244109-244109

    • Related Report
      2008 Final Research Report
    • Peer Reviewed
  • [Journal Article] A Parallel Primal-Dual Interior-Point Method for Semidefinite Programs2006

    • Author(s)
      Kazuhide Nakata, Makoto Yamashita, Katsuki Fujisawa and Masakazu Kojima
    • Journal Title

      Parallel Computing Vol. 32, No. 1

      Pages: 24-43

    • Related Report
      2008 Final Research Report
    • Peer Reviewed
  • [Journal Article] A Parallel Primal-Dual Interior-Point Method for Semidefinite Programs Using Positive Definite Matrix Completion2006

    • Author(s)
      K.Nakata, M.Yamashita, K.Fujisawa, M.Kojima
    • Journal Title

      Parallel Computing 32

      Pages: 24-43

    • Related Report
      2006 Annual Research Report
  • [Journal Article] Simple Hamiltonians which exhibit drastic failures by variational determination of the two-particle reduced density matrix with some well known N-representability conditions.2006

    • Author(s)
      M.Nakata, B.Braams, M.Fukuda, J.Percus, M.Yamashita, Z.Zhao
    • Journal Title

      The Journal of Chemical Physics 125(24)

      Pages: 244109-244109

    • Related Report
      2006 Annual Research Report
  • [Presentation] SDPA : Leading-edge Software for SDP2008

    • Author(s)
      Makoto Yamashita
    • Organizer
      INFORMS Annual Meeting 2008
    • Place of Presentation
      Washington DC
    • Year and Date
      2008-10-14
    • Related Report
      2008 Final Research Report
  • [Presentation] SDPA : Leading-edge Software for SDP2008

    • Author(s)
      Makoto Yamashita
    • Organizer
      Informs Annual Meeting 2009
    • Place of Presentation
      Washington D C
    • Year and Date
      2008-10-14
    • Related Report
      2008 Annual Research Report
  • [Presentation] Computational Time Estimation for SDP solvers2007

    • Author(s)
      Makoto Yamashita
    • Organizer
      INFORMS Annual Meeting 2007
    • Place of Presentation
      Seattle
    • Year and Date
      2007-11-14
    • Related Report
      2008 Final Research Report
  • [Presentation] Computational Time Estimation for SDP solvers2007

    • Author(s)
      M. Yamashita
    • Organizer
      INFORMS Annual Meeting
    • Place of Presentation
      Washington State Convention & Trade Center (Seattle, USA)
    • Year and Date
      2007-11-07
    • Related Report
      2007 Annual Research Report
  • [Presentation] Parallel Solver for SemiDefinite Programming2007

    • Author(s)
      Makoto Yamashita
    • Organizer
      The Third International Conference of Logistics and SCM
    • Place of Presentation
      横浜
    • Year and Date
      2007-08-30
    • Related Report
      2008 Final Research Report
  • [Presentation] Parallel Solver for SemiDefinite Programming2007

    • Author(s)
      M. Yamashita
    • Organizer
      The Third International Conference of Logistics and SCM
    • Place of Presentation
      神奈川大学(横浜)
    • Year and Date
      2007-08-29
    • Related Report
      2007 Annual Research Report
  • [Presentation] 量子化学における 超大規模半正定値計画問題と並列計算による高速求解2006

    • Author(s)
      山下真
    • Organizer
      第18回RAMPシンポジウム
    • Place of Presentation
      京都
    • Year and Date
      2006-10-13
    • Related Report
      2008 Final Research Report
  • [Presentation] Large-scale semidefinite programming from quantum chemistry2006

    • Author(s)
      Makoto Yamashita
    • Organizer
      International Symposium on Mathematical Programming 2006
    • Place of Presentation
      Rio de Janeiro
    • Year and Date
      2006-07-31
    • Related Report
      2008 Final Research Report
  • [Book] Reduced-Density-Matrix Mechanics with Applications to Many-Electron Atoms and Moecules2007

    • Author(s)
      Mituhiro Fukuda, Maho Nakata and Makoto Yamashita
    • Total Pages
      574
    • Publisher
      John Wiley & Sons, Inc. (pp. 103-118)
    • Related Report
      2008 Final Research Report
  • [Book] Parallel Combinatorial Optimization2006

    • Author(s)
      Makoto Yamashita, Katsuki Fujisawa, Mituhiro Fukuda, Masakazu Kojima and Kazuhide Nakata
    • Total Pages
      330
    • Publisher
      Wiley-Interscience (pp. 211-238)
    • Related Report
      2008 Final Research Report
  • [Book] Parallel Combinatorial Optimization2006

    • Author(s)
      El-Talbi 編
    • Total Pages
      330
    • Publisher
      Wiley-Interscience
    • Related Report
      2006 Annual Research Report
  • [Remarks] 半正定値計画問題ソフトウェアSDPAおよびその並列版SDPARAのホームページ

    • URL

      http://sdpa.indsys.chuo-u.ac.jp/sdpa/

    • Related Report
      2008 Final Research Report
  • [Remarks] 論文の研究成果は東京工業大学のレポジトリT2R2でも公開している。

    • URL

      http://t2r2.star.titech.ac.jp/

    • Related Report
      2008 Final Research Report
  • [Remarks]

    • URL

      http://sdpa.indsys.chuo-u.ac.jp/sdpa/

    • Related Report
      2008 Annual Research Report
  • [Remarks] SDPAホームページ

    • URL

      http://sdpa.indsys.chuo-u.ac.jp/sdpa/

    • Related Report
      2007 Annual Research Report

URL: 

Published: 2006-04-01   Modified: 2016-04-21  

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