On polyhedral and second-order cone decompositions of semidefinite optimization problems

We study a cutting-plane method for semidefinite optimization problems, and supply a proof of the method's convergence, under a boundedness assumption. By relating the method's rate of convergence to an initial outer approximation's diameter, we argue the method performs well when ini...

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Bibliographic Details
Main Authors: Bertsimas, Dimitris J, Cory-Wright, Ryan
Other Authors: Sloan School of Management
Format: Article
Language:English
Published: Elsevier BV 2021
Online Access:https://hdl.handle.net/1721.1/129965