Solving SDP Faster: A Robust IPM Framework and Efficient Implementation

• Published in: 2022 IEEE 63rd Annual Symposium on Foundations of Computer Science (FOCS) pp. 233 - 244
• Main Authors: Huang, Baihe, Jiang, Shunhua, Song, Zhao, Tao, Runzhou, Zhang, Ruizhe
• Format: Conference Proceeding
• Language: English
• Published: IEEE 01.10.2022
• Subjects: Interior point method; Semi definite programming
• ISSN: 2575-8454
• DOI: 10.1109/FOCS54457.2022.00029

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\times n and m constraints up to \epsilon accuracy.We show that for the case m=\Omega(n^{2}), we can solve SDPs in m^{\omega} 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 stateof-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 semi-definite matrices.