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Time-Varying Semidefinite Programming: Path Following a Burer-Monteiro Factorization.
Antonio Bellon
Mareike Dressler
Vyacheslav Kungurtsev
Jakub Marecek
André Uschmajew
Published in:
CoRR (2022)
Keyphrases
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semidefinite programming
linear programming
kernel matrix
interior point methods
low rank
semidefinite
interior point
primal dual
pairwise
singular value decomposition
maximum margin
matrix factorization
machine learning
dynamic programming
maximum likelihood
high order