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ISyE Student Seminar Series - Jacob Aguirre
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A Low-Rank Augmented Lagrangian Frank-Wolfe-Based Method for SDPs with Unbounded Feasible Regions
Abstract: We present HALLaR+, a first-order method for large-scale semidefinite programs with equality and inequality constraints. Unlike existing low-rank methods, HALLaR+ does not require compact feasible regions or trace constraints. The method combines augmented Lagrangian optimization with hybrid Frank-Wolfe steps and achieves strong theoretical guarantees and competitive performance across diverse SDP benchmarks.
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Summary
A Low-Rank Augmented Lagrangian Frank-Wolfe-Based Method for SDPs with Unbounded Feasible Regions
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- Workflow status: Published
- Created by: Scott Jacobson
- Created: 09/21/2026
- Modified By: Scott Jacobson
- Modified: 09/21/2026
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