The Corvinus Center for Operation Research invites you to the next CCOR Optimization Seminar. We organize it only online via Zoom.
Date: February 23, 2023
Etienne de Klerk (Department of Econometrics and Operations Research, Tilburg University)
A predictor-corrector algorithm for semidefinite programming that uses the factor width cone
We propose a new interior point method (IPM) for solving semidefinite programming problems (SDPs). The standard interior point algorithms used to solve SDPs work in the space of positive semidefinite matrices. Contrary to that, the proposed algorithm works in the cone of matrices of constant factor width. This adaptation makes the proposed method more suitable for parallelization than the standard IPM. We prove global convergence and provide a complexity analysis. Our work is inspired by a series of papers by Ahmadi, Dash, Majumdar and Hall, and builds upon a recent preprint by Roig-Solvas and Sznaier [arXiv:2202.12374, 2022]. (Joint work with Felix Kirschner, based on the preprint arXiv:2301.06368.)