The paper introduces HALLaR, a first-order method for solving large-scale semidefinite programs with bounded domain. It utilizes a hybrid low-rank approach to find near-optimal solutions efficiently. HALLaR outperforms state-of-the-art solvers in terms of accuracy and computational time, especially in applications like maximum stable set, phase retrieval, and matrix completion. The method combines an inexact augmented Lagrangian approach with Frank-Wolfe steps to escape local stationary points and find global solutions.
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by Renato D.C. ... at arxiv.org 03-19-2024
https://arxiv.org/pdf/2401.12490.pdfDeeper Inquiries