Barrier and penalty methods for low-rank semidefinite programming with application to truss topology design (2105.08529v1)

Abstract: The aim of this paper is to solve large-and-sparse linear Semidefinite Programs (SDPs) with low-rank solutions. We propose to use a preconditioned conjugate gradient method within second-order SDP algorithms and introduce a new efficient preconditioner fully utilizing the low-rank information. We demonstrate that the preconditioner is universal, in the sense that it can be efficiently used within a standard interior-point algorithm, as well as a newly developed primal-dual penalty method. The efficiency is demonstrated by numerical experiments using the truss topology optimization problems of growing dimension.