A Decomposition Augmented Lagrangian Method for Low-Rank Semidefinite Programming
Yifei Wang, Kangkang Deng, Haoyang Liu, Zaiwen Wen
Topics & Concepts
MathematicsAugmented Lagrangian methodSemidefinite programmingRank (graph theory)Semidefinite embeddingDecompositionMathematical optimizationLagrangian relaxationLagrangianApplied mathematicsCombinatoricsQuadratic programmingQuadratically constrained quadratic programBiologyEcologyAdvanced Optimization Algorithms ResearchSparse and Compressive Sensing TechniquesProbabilistic and Robust Engineering Design