Diego Cifuentes

Polynomial time guarantees for the Burer-Monteiro method

The Burer-Monteiro method is one of the most widely used techniques for solving large-scale semidefinite programs (SDP). The basic idea is to solve a nonconvex program in $Y$, where $Y$ is an $n \times p$ matrix such that $X = Y Y^T$. We show that this method can solve SDPs in polynomial time in a s…