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When solving large scale semidefinite programs that admit a low-rank solution, an efficient heuristic is the Burer-Monteiro factorization: instead of optimizing over the full matrix, one optimizes over its low-rank factors.
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S. Bhojanapalli, N. Boumal, P. Jain, and P. Netrapalli · 2018
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Deterministic guarantees for Burer-Monteiro factorizations of smooth semidefinite programs
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