最適解の違い：その２

昨日の続きで、SDPA-GMP も最適解を求めるために投入した。SDPA-GMP では不必要なほど高精度な解を得ることができる。ただし、一部を除くと非常に多くの SDP に対しては SDPA-DD だけで十分な精度を得ることができる。



◯ SDPA-DD 7.1.2
37 4.5e-19 1.1e-25 1.0e-28 -1.22e+00 -1.22e+00 6.0e-01 7.5e-01 1.00e-01
38 1.7e-19 1.1e-25 2.4e-29 -1.22e+00 -1.22e+00 6.0e-01 7.5e-01 1.00e-01

phase.value = pdOPT
Iteration = 38
mu = 1.6941887394660520e-19
relative gap = 1.1582993511947859e-31
gap = 1.3826274302782451e-15
digits = 3.0936179186920214e+01
objValPrimal = -1.2237634749660096e+00
objValDual = -1.2237634749660096e+00
p.feas.error = 1.1056506803937967e-21
d.feas.error = 5.7112816407742935e-23
relative eps = 4.9303806576313200e-32
total time = 33.590
main loop time = 33.300000
total time = 33.590000
file read time = 0.270000

◯ SDPA-GMP 7.1.2
48 3.2e-29 1.7e-35 3.2e-111 -1.22e+00 -1.22e+00 2.9e-01 4.0e-01 1.00e-01
49 2.2e-29 1.7e-35 1.9e-111 -1.22e+00 -1.22e+00 2.9e-01 4.0e-01 1.00e-01

phase.value = pdOPT
Iteration = 49
mu = 2.1859321486091667e-29
relative gap = 2.2812709139932089e-115
gap = 1.7839392264799409e-25
digits = 3.8025042478438951e+02
objValPrimal = -1.2237634749660096e+00
objValDual = -1.2237634749660096e+00
p.feas.error = 1.6675144467093435e-31
d.feas.error = 4.4903901276526928e-105
relative eps = 2.5379418373156492e-116
total time = 236.470
main loop time = 236.300000
total time = 236.470000
file read time = 0.150000