Burer-Monteiro ADMM for Large-scale Diagonally Constrained SDPs

We propose a bilinear decomposition for the Burer-Monteiro method for semidefinite programming and combine it with the Alternating Direction Method of Multipli-ers. Bilinear decomposition reduces the degree of the augmented Lagrangian from four to two, which makes each of the sub-problems a quadrati...

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Bibliographic Details

Published in:	2022 European Control Conference (ECC) pp. 66 - 71
Main Authors:	Chen, Yuwen, Goulart, Paul
Format:	Conference Proceeding
Language:	English
Published:	EUCA 12.07.2022
Subjects:	Computational efficiency Convex functions Europe Quadratic programming
Online Access:	Get full text
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