A forward-backward algorithm for decomposable semi-definite programs

Filippo Fabiani, Sergio Grammatico

Research output: Chapter in Book/Conference proceedings/Edited volumeConference contributionScientificpeer-review

Abstract

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.

Original languageEnglish
Title of host publicationProceedings of the 28th Mediterranean Conference on Control and Automation, MED 2020
Place of PublicationPiscataway, NJ, USA
PublisherIEEE
Pages580-585
ISBN (Electronic)978-1-7281-5742-9
DOIs
Publication statusPublished - 2020
Event28th Mediterranean Conference on Control and Automation, MED 2020 - Saint-Raphael, France
Duration: 15 Sep 202018 Sep 2020

Conference

Conference28th Mediterranean Conference on Control and Automation, MED 2020
CountryFrance
CitySaint-Raphael
Period15/09/2018/09/20

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