Fast entropically regularized semidefinite programming

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Michael Lindsey, Berkeley University of California

I will present fast practical algorithms for approximate semidefinite programming (SDP) based on regularization by the von Neumann entropy. These approaches听are based on a dual formulation of the regularized problem,听and dual updates are computed using randomized trace estimators. Since the primal variable is only represented implicitly and we deliberately want to avoid听assumptions of low-rankness, some care is required to recover problem-specific desiderata from the dual solution. I will show how the full pipeline yields fast algorithms for the Max-Cut problem, spectral embedding, and the full/partial permutation synchronization problems.