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@@ -30,14 +30,14 @@ It also implements the Burer-Monteiro approach that gets rid of the positive sem
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which allows using any existing [NLPModels](https://jso.dev/NLPModels.jl) solver for part 2.
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For the part 1., it is crucial to exploit the specific structure of the matrices $C$, $A_j$ and $X$ for efficiency.
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For instance, $X$ is often block-diagonal with some blocks being diagonal.
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Second, the matrices $C$ and $A_j$ may be dense ($(O(n^2))$ nonzeros), sparse ($(O(n))$ nonzeros), very sparse ($(O(n))$ nonzeros), zero.
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Second, the matrices $C$ and $A_j$ may be dense ($(O(n^2))$ nonzeros), sparse ($(O(n))$ nonzeros), very sparse ($(O(1))$ nonzeros), zero.
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These matrices may also be low-rank and the low-rank factors could be vectors or matrices that could again have different sparsity characteristics.
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When using Burer-Monteiro, the blocks of the matrix $X$ are also low-rank.
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Having to deal with all those possibilities when implementing the part 2. makes it challenging to write
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an SDP solver. The goal of this package is to significantly simplify the implementation of new
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SDP solver by taking care of part 1.
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This packages also extends MathOptInterface (MOI) to low-rank constraints. This allow the user to
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This packages also extends MathOptInterface (MOI) to low-rank constraints. This allows the user to
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specify low-rank blocks of the $A_j$ matrices explicitly.
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For a benchmark on the importance of low-rank constraints, see "Why you should stop using the monomial basis" at [JuMP-dev 2024](https://jump.dev/meetings/jumpdev2024/) : [slides](https://jump.dev/assets/jump-dev-workshops/2024/legat.html)[video](https://youtu.be/CGPHaHxCG2w)
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This package started as an [MOI issue](https://github.com/jump-dev/MathOptInterface.jl/issues/2197) and [MOI PR](https://github.com/jump-dev/MathOptInterface.jl/pull/2198).
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