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math.OC2022★ 3 cited
Time-Varying Semidefinite Programming: Path Following a Burer-Monteiro Factorization
Antonio Bellon, Mareike Dressler, Vyacheslav Kungurtsev +2
We present an online algorithm for time-varying semidefinite programs (TV-SDPs), based on the tracking of the solution trajectory of a low-rank matrix factorization, also known as…
math.OC2022
Kronecker Product Approximation of Operators in Spectral Norm via Alternating SDP
Mareike Dressler, André Uschmajew, Venkat Chandrasekaran
The decomposition or approximation of a linear operator on a matrix space as a sum of Kronecker products plays an important role in matrix equations and low-rank modeling. The appr…