# Solving Low-Rank Semidefinite Programs via Manifold Optimization

arXiv: https://arxiv.org/abs/2303.01722 · HTML: https://mlsanity.com/paper/2303.01722/

## Key facts

- Cited by 1 papers in the map (data through 14 Oct 2026).
- First posted on arXiv 3 Mar 2023.

## Built on by (most cited first, 1 of 1)

- [Scalable Second-order Riemannian Optimization for K-means Clustering](https://mlsanity.com/paper/2509.21675/) (2025)

## Abstract (arXiv)

We propose a manifold optimization approach to solve linear semidefinite programs (SDP) with low-rank solutions, with an emphasis on SDP relaxations for polynomial optimization problems. This approach incorporates the inexact augmented Lagrangian method (ALM) and the Burer-Monteiro factorization, and features the self-adaptive strategies for updating the factorization size and the penalty parameter. We establish global convergence of the inexact ALM, despite the non-convexity brought by the Burer-Monteiro factorization. We further provide a practical algorithm building on the inexact ALM, and along with the algorithm we release an open-source SDP solver ManiSDP. Comprehensive numerical experiments demonstrate that ManiSDP achieves state-of-the-art in terms of efficiency, accuracy, and scalability, and is faster than several advanced SDP solvers (MOSEK, SDPLR, SDPNAL+, STRIDE) by up to orders of magnitudes on a variety of linear SDPs. The largest SDP solved by ManiSDP (in about 8.5 hours with maximal KKT residue 3.5e-13) is the second-order moment relaxation of a binary quadratic program with 120 variables, which has matrix dimension 7261 and contains 17,869,161 affine constraints.
