Suboptimality bounds for trace-bounded SDPs enable a faster and scalable
low-rank SDP solver SDPLR+
Suboptimality bounds for trace-bounded SDPs enable a faster and scalable
low-rank SDP solver SDPLR+
Semidefinite programs (SDPs) and their solvers are powerful tools with many applications in machine learning and data science. Designing scalable SDP solvers is challenging because by standard the positive semidefinite decision variable is an $n \times n$ dense matrix, even though the input is often an $n \times n$ sparse …