Scalable Semidefinite Programming
From MaRDI portal
Publication:4999352
DOI10.1137/19M1305045zbMath1470.90068arXiv1912.02949OpenAlexW3129033895MaRDI QIDQ4999352
Madeleine Udell, Olivier Fercoq, Joel A. Tropp, Volkan Cevher, A. Yurtsever
Publication date: 6 July 2021
Published in: SIAM Journal on Mathematics of Data Science (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1912.02949
sketchingconvex optimizationsemidefinite programmingdimension reductionfirst-order methodaugmented Lagrangianconditional gradient methodrandomized linear algebra
Numerical mathematical programming methods (65K05) Semidefinite programming (90C22) Numerical linear algebra (65F99)
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