| Title |
Solving Semidefinite Programs via Nonlinear
Programming |
| Author(s) |
Sam Burer |
| Abstract |
The field of semidefinite programming (SDP) has
received considerable attention in the last decade due to its
numerous applications and nice theoretical properties. Although
interior-point methods can theoretically solve SDPs in polynomial-time
and have proven practically effective on small- to medium-scale
problems, their practicality on large-scale problems is currently
limited due to high computational requirements. In this talk,
we will detail recent efforts to solve large-scale SDPs using
traditional nonlinear programming (NLP) approaches instead of
interior-point methods. In particular, we will show how both the
primal and dual SDP can be reformulated to allow the use of fast
first-order NLP algorithms such as the limited memory BFGS approach,
and we will also provide computational evidence demonstrating
the considerable progress that these methods have made on large-scale
SDPs.
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