OTC Seminar Series ABSTRACTS
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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