Efficient semidefinite programming with approximate ADMM
Tenfold improvements in computation speed can be brought to the alternating direction method of multipliers (ADMM) for Semidefinite Programming with virtually no decrease in robustness and provable convergence simply by projecting approximately to the Semidefinite cone. Instead of computing the proj...
| Main Authors: | , , |
|---|---|
| Format: | Journal article |
| Language: | English |
| Published: |
Springer
2021
|