Solving SDP Faster: A Robust IPM Framework and Efficient Implementation
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Abstract (arXiv)
This paper introduces a new robust interior point method analysis for semidefinite programming (SDP). This new robust analysis can be combined with either logarithmic barrier or hybrid barrier. Under this new framework, we can improve the running time of semidefinite programming (SDP) with variable size n × n and m constraints up to ε accuracy. We show that for the case m = Omega(n2), we can solve SDPs in mω time. This suggests solving SDP is nearly as fast as solving the linear system with equal number of variables and constraints. This is the first result that tall dense SDP can be solved in the nearly-optimal running time, and it also improves the state-of-the-art SDP solver [Jiang, Kathuria, Lee, Padmanabhan and Song, FOCS 2020]. In addition to our new IPM analysis, we also propose a number of techniques that might be of further interest, such as, maintaining the inverse of a Kronecker product using lazy updates, a general amortization scheme for positive semidefinite matrices.
Key facts. Cited by 33 papers in the map (data through 7 Oct 2026). First posted on arXiv 20 Jan 2021.
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Citing papers per year: 2021: 3; 2022: 6; 2023: 13; 2024: 7; 2025: 2; 2026: 2.
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- 2021Training Multi-Layer Over-Parametrized Neural Network in Subquadratic Time14 Dec 2021
- 2021Breaking the Linear Iteration Cost Barrier for Some Well-known Conditional Gradient Methods Using MaxIP Data-structures30 Nov 2021
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12 most cited of 30 All 30 (JSON)
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- 2025The Structural Complexity of Matrix-Vector Multiplication28 Feb 2025
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- 2024Fast John Ellipsoid Computation with Differential Privacy Optimization12 Aug 2024
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- 2024Oja's Algorithm for Streaming Sparse PCA11 Feb 2024
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12 newest of 30 All 30 (JSON)