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An SDP solver exploiting structures of clusters of constraints and low-rank of the constraint matrices. Suited for polynomial constraints

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nanleij/Clustered-Low-Rank-SDP-solver

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Clustered-Low-Rank-SDP-solver

An SDP solver exploiting structures of clusters of constraints and low-rank of the constraint matrices. This is a more general version of SDPB (https://github.com/davidsd/sdpb), and part of the MSc thesis (http://resolver.tudelft.nl/uuid:53e114a8-61cd-4f48-8151-76abb0159408).

(TODO: add program it solves)

Functionality

Functions include

  • solvempmp, which converts multivariate polynomial programs to a clustered low-rank SDP and calls the solver.
  • prepareabc, which does the conversion for a single constraint.
  • functions to create sample points and bases

Using multiple threads is supported. For small problems, this might not give a speed up due to the overhead. To use multiple cores, start Julia with julia -t [number of threads].

Dependencies

  • Arblib, for arbitrary precision arithmetic
  • BlockDiagonals
  • GenericSVD
  • GenericLinearAlgebra

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An SDP solver exploiting structures of clusters of constraints and low-rank of the constraint matrices. Suited for polynomial constraints

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