Chi Bach Pham

A Scalable Frank-Wolfe-Based Algorithm for the Max-Cut SDP

We consider the problem of solving large-scale instances of the Max-Cut semidefinite program (SDP), i.e., optimizing a linear function over $n\times n$ positive semidefinite (PSD) matrices with unit diagonal. When the cost matrix is PSD, we show how to exactly reformulate the problem as maximizing a…