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Dec, 2023
快速、可扩展、带有谱绑定和素描的半定规划温启动
Fast, Scalable, Warm-Start Semidefinite Programming with Spectral Bundling and Sketching
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Rico Angell, Andrew McCallum
TL;DR
用于解决大规模SDP问题的SpecBM算法具有渐近最优的收敛速度和快速计算时间,在多个应用中展现了其在大规模实例上的实证效果。
Abstract
While
semidefinite programming
(SDP) has traditionally been limited to moderate-sized problems, recent algorithms augmented with
matrix sketching techniques
have enabled solving larger SDPs. However, these method
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