[Csdp] PCSDP with Intel MKL

[Oscar Peredo]

I'm using Ivan D. Iavanov's implementation and the speedup was not
satisfactory. I changed my solution to the OpenMP version CSDP and work
fine!. I was unaware of the existance of that version (I forgot to read a
bit little more the user manual, sorry!).

The algorithm that I'm implementing tries to solve nonlinear SDP problems
from second order static-output feedback controllers. It's very similar to
the SQP nonlinear programming algorithm, but applied to nonlinear
semidefinite programming.

Thanks for the answer and comments.

Oscar

On Wed, Aug 19, 2009 at 10:05 PM, Brian Borchers <borchers at nmt.edu> wrote:

>
> It isn't clear whether you're talking about Ivan D. Iavanov's distributed
> memory parallel version of CSDP running on a distributed memory Beowulf
> cluster or whether you're talking about the regular version of CSDP
> using OpenMP for parallelization on a shared memory multiprocessor.
> Which is it?
>
> You also haven't told us anything about the size and other aspects of
> the problems that you're trying to solve- getting good parallel speedups
> on very small problems is hard.  It would help to know about the problems
> that you're solving.
>
>
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