Oracle-Based Primal-Dual Algorithms for Packing and Covering Semidefinite Programs

Packing and covering semidefinite programs (SDPs) appear in natural relaxations of many combinatorial optimization problems as well as a number of other applications. Recently, several techniques have been proposed that utilize the particular structure of this class of problems in order to obtain more efficient algorithms than those offered by general SDP solvers. For certain applications, it may be necessary to deal with SDPs with a very large number of (e.g., exponentially or even infinitely many) constraints. In this chapter, we give an overview of some of the techniques that can be used to solve this class of problems, focusing on multiplicative weight updates and logarithmic-potential methods.