A tangent-space-derived weighted penalty preconditioner accelerates ALM for SDPs and is combined with SDPF to produce SDPF+, which outperforms other solvers on large low-rank convex instances.
It has two columns when the user wants to make use of the sparse plus low- rank structure of the constraint matrices Ai’s described in [39]
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A preconditioned augmented Lagrangian method for solving semidefinite programming problems
A tangent-space-derived weighted penalty preconditioner accelerates ALM for SDPs and is combined with SDPF to produce SDPF+, which outperforms other solvers on large low-rank convex instances.