报告主题：SDPNAL+: A MATLAB software package for large-scale SDPs with a user-friendly interface
报告人：孙德锋 教授 （香港理工大学）
报告时间：2017年 11月28日（周二）10:00
报告地点：校本部G508
邀请人：白延琴，周安娃
报告摘要：SDPNAL+ is a MATLAB software package that implements an augmented Lagrangian based method to solve large-scale semidefinite programming problems with bound constraints. The implementation was initially based on a majorized semismooth Newton-CG augmented Lagrangian method, but we subsequently design it within an inexact symmetric Gauss-Seidel based semi-proximal ADMM/ALM (alternating direction method of multipliers/augmented Lagrangian method) framework for the purpose of deriving simpler stopping conditions. The basic code is written in MATLAB, but some subroutines in C language are incorporated via Mex files. We also design a convenient interface for users to input their SDP models into the solver. Numerous problems arising from combinatorial optimization and binary integer quadratic programming problems have been tested to evaluate the performance of the solver. Extensive numerical experiments conducted in [Yang, Sun, and Toh, Mathematical Programming Computation, 7 (2015), pp. 331--366] show that the proposed method is quite efficient and robust.
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