Sparse semidefinite programs with guaranteed near-linear time complexity via dualized clique tree conversion

@article{Zhang2017SparseSP,
  title={Sparse semidefinite programs with guaranteed near-linear time complexity via dualized clique tree conversion},
  author={Richard Y. Zhang and J. Lavaei},
  journal={Mathematical Programming},
  year={2017},
  pages={1-43}
}
  • Richard Y. Zhang, J. Lavaei
  • Published 2017
  • Mathematics
  • Mathematical Programming
  • Clique tree conversion solves large-scale semidefinite programs by splitting an $$n\times n$$ n × n matrix variable into up to n smaller matrix variables, each representing a principal submatrix of up to $$\omega \times \omega $$ ω × ω . Its fundamental weakness is the need to introduce overlap constraints that enforce agreement between different matrix variables, because these can result in dense coupling. In this paper, we show that by dualizing the clique tree conversion, the coupling due to… CONTINUE READING
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