A Decomposition Augmented Lagrangian Method for Low-Rank Semidefinite Programming
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Publication:6116234
DOI10.1137/22M1474539zbMath1522.90032arXiv2109.11707MaRDI QIDQ6116234
Haoyang Liu, Kangkang Deng, ZaiWen Wen, Yi-Fei Wang
Publication date: 11 August 2023
Published in: SIAM Journal on Optimization (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2109.11707
Semidefinite programming (90C22) Large-scale problems in mathematical programming (90C06) Nonconvex programming, global optimization (90C26) Derivative-free methods and methods using generalized derivatives (90C56)
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A Decomposition Augmented Lagrangian Method for Low-Rank Semidefinite Programming ⋮ A feasible method for general convex low-rank SDP problems ⋮ Optimal neural network approximation of Wasserstein gradient direction via convex optimization
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