SDPLRPlus is a pure julia package which integrates the suboptimality bound and dynamic rank update idea introduced in the following paper with the original SDPLR solver.
@misc{huang2024suboptimality,
title={Suboptimality bounds for trace-bounded SDPs enable a faster and scalable low-rank SDP solver SDPLR+},
author={Yufan Huang and David F. Gleich},
year={2024},
eprint={2406.10407},
archivePrefix={arXiv},
}
If you feel this package or our paper useful for your work, we kindly request you to cite it.
This package hasn't been registered yet, to use it, you can add it via github link.
] activate .; add https://github.com/luotuoqingshan/SDPLRPlus.jl
For information with regard to the interfaces, refer to the documentation for more details.
For more information about experiments in the paper,
take a look at the README under exps/
.
The documentation and examples are quite experimental. If anything is unclear or wrong, feel free to contact via email huan1754 at purdue dot edu or create issues or pull requests (any contribution to the project is welcome).
Part of this project started as a julia reproduction of the solver SDPLR and we would like to thank the authors for their effort in developing such an amazing package. Please consider citing their papers if you use this package in your work, see reference section in the documentation for more information.