Fast ADMM for semidefinite programs with chordal sparsity
Fast ADMM for semidefinite programs with chordal sparsity
Many problems in control theory can be formulated as semidefinite programs (SDPs). For large-scale SDPs, it is important to exploit the inherent sparsity to improve the scalability. This paper develops efficient first-order methods to solve SDPs with chordal sparsity based on the alternating direction method of multipliers (ADMM). We show …