New Understandings and Computation on Augmented Lagrangian Methods for Low-Rank Semidefinite Programming

Lijun Ding, Haihao Lu, Jinwen Yang

Augmented Lagrangian Method (ALM) combined with Burer-Monteiro (BM) factorization, dubbed ALM-BM, offers a powerful approach for solving large-scale low-rank semidefinite programs…