2016
The non-convex Burer-Monteiro approach works on smooth semidefinite programs
NeurIPS 2016poster
Semidefinite programs (SDP's) can be solved in polynomial time by interior point methods, but scalability can be an issue. To address this shortcoming, over a decade ago, Burer and Monteiro proposed to solve SDP's with few equality constraints via rank-restricted, non-convex surrogates. Remarkably,…