Chordal decomposition in operator-splitting methods for sparse semidefinite programs

We employ chordal decomposition to reformulate a large and sparse semidefinite program (SDP), either in primal or dual standard form, into an equivalent SDP with smaller positive semidefinite (PSD) constraints. In contrast to previous approaches, the decomposed SDP is suitable for the application of...

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Bibliographic Details
Main Authors: Zheng, Y, Fantuzzi, G, Papachristodoulou, A, Goulart, P, Wynn, A
Format: Journal article
Language:English
Published: Springer Verlag 2019