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Chordal decomposition in operator-splitting methods for sparse semidefinite programs

Abstract:

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 first-order operator-splitting methods, enabling the development of efficient and scalable algorithms. In particular, we apply the alternating direction method of multipliers (ADMM) to solve decom...

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Publication status:
Published
Peer review status:
Peer reviewed

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Publisher copy:
10.1007/s10107-019-01366-3

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Institution:
University of Oxford
Department:
Engineering Science
Role:
Author
More by this author
Institution:
University of Oxford
Department:
Engineering Science
Role:
Author
More by this author
Institution:
University of Oxford
Division:
MPLS
Department:
Engineering Science
Oxford college:
St Edmund Hall
Role:
Author
University of Oxford More from this funder
Publisher:
Springer Verlag Publisher's website
Journal:
Mathematical Programming Journal website
Volume:
180
Issue:
1-2
Pages:
489-532
Publication date:
2019-02-20
Acceptance date:
2019-01-22
DOI:
EISSN:
1436-4646
ISSN:
0025-5610
Source identifiers:
709976
Language:
English
Keywords:
Pubs id:
pubs:709976
UUID:
uuid:49a5b586-4d75-493f-aec3-0cd500135cce
Local pid:
pubs:709976
Deposit date:
2017-10-19

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