Journal article
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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(Version of record, pdf, 370.8KB)
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- Publisher copy:
- 10.1007/s10107-019-01366-3
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Authors
Funding
University of Oxford
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Bibliographic Details
- 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:
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0025-5610
- Source identifiers:
-
709976
Item Description
- Language:
- English
- Keywords:
- Pubs id:
-
pubs:709976
- UUID:
-
uuid:49a5b586-4d75-493f-aec3-0cd500135cce
- Local pid:
- pubs:709976
- Deposit date:
- 2017-10-19
Terms of use
- Copyright holder:
- Zheng et al
- Copyright date:
- 2019
- Notes:
-
Copyright © 2019 The Authors.
This article is distributed under the terms of the Creative Commons Attribution 4.0 International License (http://creativecommons.org/licenses/by/4.0/), which permits unrestricted use, distribution, and reproduction in any medium, provided you give appropriate credit to the original author(s) and the source, provide a link to the Creative Commons license, and indicate if changes were made.
- Licence:
- CC Attribution (CC BY)
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