We present semi-decentralized and distributed algorithms, designed via a preconditioned forward-backward operator splitting, for solving large-scale, decomposable semi-definite programs (SDPs). We exploit a chordal aggregate sparsity pattern assumption on the original SDP to obtain a set of mutually coupled SDPs defined on positive semidefinite (PSD) cones of reduced dimensions. We show that the proposed algorithms converge to a solution of the original SDP via iterations of reasonable computational cost, numerically comparing their performances with respect to others available in the literature.
|Title of host publication||Proceedings of the 28th Mediterranean Conference on Control and Automation, MED 2020|
|Place of Publication||Piscataway, NJ, USA|
|Publication status||Published - 2020|
|Event||28th Mediterranean Conference on Control and Automation, MED 2020 - Saint-Raphael, France|
Duration: 15 Sep 2020 → 18 Sep 2020
|Conference||28th Mediterranean Conference on Control and Automation, MED 2020|
|Period||15/09/20 → 18/09/20|