Journal article icon

Journal article

Fast ADMM for homogeneous self-dual embeddings of sparse SDPs

Abstract:

We propose an efficient first-order method, based on the alternating direction method of multipliers (ADMM), to solve the homogeneous self-dual embedding problem for a primal-dual pair of semidefinite programs (SDPs) with chordal sparsity. Using a series of block eliminations, the per-iteration cost of our method is the same as applying a splitting method to the primal or dual alone. Moreover, our approach is more efficient than other first-order methods for generic sparse conic programs sinc...

Expand abstract
Publication status:
Not published
Peer review status:
Not peer reviewed

Actions


Authors


More by this author
Department:
Oxford, MPLS, Engineering Science
Fantuzzi, G More by this author
More by this author
Department:
Oxford, MPLS, Engineering Science
More by this author
Department:
St Edmund Hall
Journal:
arXiv
Publication date:
2016-11-06
Pubs id:
pubs:660411
URN:
uri:0eaaaf66-53f6-4e70-b2da-a516542a66cd
UUID:
uuid:0eaaaf66-53f6-4e70-b2da-a516542a66cd
Local pid:
pubs:660411

Terms of use


Metrics



If you are the owner of this record, you can report an update to it here: Report update to this record

TO TOP