Exploiting low-rank structure in semidefinite programming by approximate operator splitting
Exploiting low-rank structure in semidefinite programming by approximate operator splitting OPTIMIZATION, 2022 In contrast to many other convex optimization classes, state-of-the-art semidefinite programming solvers are still unable to efficiently solve large-scale instances. This work aims to reduce this scalability gap by proposing a novel proximal algorithm for solving general semidefinite programming problems. The key characteristic […]
