An $\widetilde\mathcalO(m/\varepsilon^3.5)$-Cost Algorithm for Semidefinite Programs with Diagonal Constraints

Yin Tat Lee, Swati Padmanabhan

Abstract: We provide a first-order algorithm for semidefinite programs (SDPs) with diagonal constraints on the matrix variable. Our algorithm outputs an $\varepsilon$-optimal solution with a run time of $\wi...