Fast ADMM for semidefinite programs with chordal sparsity by Zheng, Y, Fantuzzi, G, Papachristodoulou, A, Goulart, P, Wynn, A

“…For large-scale SDPs, it is important to exploit the inherent sparsity to improve scalability. This paper develops efficient first-order methods to solve SDPs with chordal sparsity based on the alternating direction method of multipliers (ADMM). …”

A Novel Approach for Solving Convex Problems with Cardinality Constraints by Banjac, G, Goulart, P

“…In this paper we consider the problem of minimizing a convex differentiable function subject to sparsity constraints. Such constraints are non-convex and the resulting optimization problem is known to be hard to solve. …”

Fast ADMM for homogeneous self-dual embeddings of sparse SDPs by Zheng, Y, Fantuzzi, G, Papachristodoulou, A, Goulart, P, Wynn, A

“…In contrast to previous first-order methods that exploit chordal sparsity, our algorithm returns both primal and dual solutions when available, and it provides a certificate of infeasibility otherwise. …”

COSMO: A conic operator splitting method for large convex problems by Garstka, M, Cannon, M, Goulart, P

“…The solver is able to exploit chordal sparsity in the problem data and to detect infeasible problems. …”

COSMO: A conic operator splitting method for convex conic problems by Garstka, M, Cannon, M, Goulart, P

“…The solver is able to exploit chordal sparsity in the problem data and to detect infeasible problems. …”

COSMO: A conic operator splitting method for convex conic problems by Garstka, M, Cannon, M, Goulart, P

“…Moreover, the solver uses chordal decomposition techniques and a new clique merging algorithm to effectively exploit sparsity in large, structured semidefinite programs. …”