Chordal decomposition in operator-splitting methods for sparse semidefinite programs
From MaRDI portal
Publication:2297655
DOI10.1007/s10107-019-01366-3zbMath1434.90126arXiv1707.05058OpenAlexW3100916622WikidataQ120716813 ScholiaQ120716813MaRDI QIDQ2297655
Giovanni Fantuzzi, Yang Zheng, Andrew Wynn, Antonis Papachristodoulou, Paul J. Goulart
Publication date: 20 February 2020
Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1707.05058
Semidefinite programming (90C22) Convex programming (90C25) Numerical methods involving duality (49M29) Decomposition methods (49M27)
Related Items
Exploiting low-rank structure in semidefinite programming by approximate operator splitting ⋮ Distributed consensus-based solver for semi-definite programming: an optimization viewpoint ⋮ A new global algorithm for max-cut problem with chordal sparsity ⋮ An inexact projected gradient method with rounding and lifting by nonlinear programming for solving rank-one semidefinite relaxation of polynomial optimization ⋮ Sparse conic reformulation of structured QCQPs based on copositive optimization with applications in stochastic optimization ⋮ A graphic structure based branch-and-bound algorithm for complex quadratic optimization and applications to magnitude least-square problem ⋮ Sum-of-squares chordal decomposition of polynomial matrix inequalities ⋮ Computational aspects of column generation for nonlinear and conic optimization: classical and linearized schemes ⋮ COSMO: a conic operator splitting method for convex conic problems ⋮ Infeasibility detection in the alternating direction method of multipliers for convex optimization ⋮ Sparse semidefinite programs with guaranteed near-linear time complexity via dualized clique tree conversion ⋮ Learning chordal extensions ⋮ A proximal augmented method for semidefinite programming problems ⋮ CDCS ⋮ Bregman primal-dual first-order method and application to sparse semidefinite programming ⋮ Efficient semidefinite programming with approximate ADMM ⋮ Unnamed Item ⋮ A Bilevel Approach for Identifying the Worst Contingencies for Nonconvex Alternating Current Power Systems ⋮ Operator Splitting for a Homogeneous Embedding of the Linear Complementarity Problem
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Distributed Optimization and Statistical Learning via the Alternating Direction Method of Multipliers
- Conic optimization via operator splitting and homogeneous self-dual embedding
- Implementation of nonsymmetric interior-point methods for linear optimization over sparse matrix cones
- Alternating direction augmented Lagrangian methods for semidefinite programming
- Exploiting sparsity in linear and nonlinear matrix inequalities via positive semidefinite matrix completion
- Positive definite completions of partial Hermitian matrices
- A direct proof for the matrix decomposition of chordal-structured positive semidefinite matrices
- Positive semidefinite matrices with a given sparsity pattern
- A dual algorithm for the solution of nonlinear variational problems via finite element approximation
- Infeasibility detection in the alternating direction method of multipliers for convex optimization
- A new use of Douglas-Rachford splitting for identifying infeasible, unbounded, and pathological conic programs
- Exploiting Sparsity in Semidefinite Programming via Matrix Completion I: General Framework
- Optimal Parameter Selection for the Alternating Direction Method of Multipliers (ADMM): Quadratic Problems
- The university of Florida sparse matrix collection
- A Newton-CG Augmented Lagrangian Method for Semidefinite Programming
- Decomposition in Conic Optimization with Partially Separable Structure
- Simple Linear-Time Algorithms to Test Chordality of Graphs, Test Acyclicity of Hypergraphs, and Selectively Reduce Acyclic Hypergraphs
- Direct Methods for Sparse Linear Systems
- Decomposition Methods for Sparse Matrix Nearness Problems
- Computing the Minimum Fill-In is NP-Complete
- Primal-Dual Interior-Point Methods for Semidefinite Programming: Convergence Rates, Stability and Numerical Results
- An O(√nL)-Iteration Homogeneous and Self-Dual Linear Programming Algorithm
- Linear Matrix Inequalities in System and Control Theory
- Semidefinite Programming in the Space of Partial Positive Semidefinite Matrices
- Using SeDuMi 1.02, A Matlab toolbox for optimization over symmetric cones
- SDPLIB 1.2, a library of semidefinite programming test problems
- Semidefinite Programming
- An Interior-Point Method for Semidefinite Programming
- On the existence of convex decompositions of partially separable functions
- Regularization Methods for Semidefinite Programming
- SuperMann: A Superlinearly Convergent Algorithm for Finding Fixed Points of Nonexpansive Operators
- Self Equivalence of the Alternating Direction Method of Multipliers
