Burer-Monteiro ADMM for large-scale SDPs
We propose a bilinear decomposition for the Burer-Monteiro method and combine it with the standard Alternating Direction Method of Multipliers algorithm for semidefinite programming. Bilinear decomposition reduces the degree of the augmented Lagrangian from four to two, which makes each of the subpr...
| Main Authors: | , |
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| Format: | Internet publication |
| Language: | English |
| Published: |
arxiv
2023
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