Fast implementation for semidefinite programs with positive matrix completion

Solving semidefinite programs (SDP) in a short time is the key to managing various mathematical optimization problems in practical time. The matrix-completion primal-dual interior-point method (MC-PDIPM) extracts a structural sparsity of input SDP by factorizing the variable matrices, and it shrinks the computation time. In this paper, we propose a new factorization based on the … Read more