The spectral bundle method proposed by Helmberg and Rendl [SIAM J. Optim., 10 (2000), pp. 673–696] is well established for solving large-scale semidefinite programs (SDPs) thanks to its low per i…
This paper develops a new storage-optimal algorithm that provably solves almost all semidefinite programs (SDPs). This method is particularly effective for weakly constrained SDPs under appropriate…
Low rank matrix recovery problems appear widely in statistics, combinatorics, and imaging. One celebrated method for solving these problems is to formulate and solve a semidefinite program (SDP). I…