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math.OC2023
A Unified Early Termination Technique for Primal-dual Algorithms in Mixed Integer Conic Programming
Yuwen Chen, Catherine Ning, Paul Goulart
We propose an early termination technique for mixed integer conic programming for use within branch-and-bound based solvers. Our approach generalizes previous early termination res…
math.OC2023
Burer-Monteiro ADMM for Large-scale SDPs
Yuwen Chen, Paul Goulart
We propose a bilinear decomposition for the Burer-Monteiro method and combine it with the standard Alternating Direction Method of Multipliers algorithm for semidefinite programmin…