2023
Semidefinite Programming versus Burer-Monteiro Factorization for Matrix Sensing
AAAI 2023technical
Many fundamental low-rank optimization problems, such as matrix completion, phase retrieval, and robust PCA, can be formulated as the matrix sensing problem. Two main approaches for solving matrix sensing are based on semidefinite programming (SDP) and Burer-Monteiro (B-M) factorization. The former…