Riemannian Langevin algorithm for solving semidefinite programs

DOI10.3150/22-bej1576MaRDI QIDQ6635727

Mufan Li (Bill), Murat A. Erdogdu

Publication date: 12 November 2024

Published in: Bernoulli (Search for Journal in Brave)

zbMATH Keywords

logarithmic Sobolev inequalitynon-convex optimizationsemidefinite programsBurer-Monteiro problemRiemannian Langevin algorithm

Mathematics Subject Classification ID

Mathematical programming (90Cxx) Markov processes (60Jxx) Probabilistic methods, stochastic differential equations (65Cxx)

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