# Rank optimality for the Burer-Monteiro factorization

## TL;DR

This paper investigates the conditions under which the Burer-Monteiro factorization reliably finds global solutions in large-scale semidefinite programs, showing that certain size thresholds are essentially tight for guaranteeing optimality.

## Contribution

The paper proves that the known size threshold for the Burer-Monteiro factorization to avoid spurious critical points is essentially tight, especially for rank-1 solutions.

## Key findings

- Second-order critical points are not generically optimal below the size threshold.
- The size threshold for guaranteed global optimality is tight for rank-1 solutions.
- The results delineate the limitations of the Burer-Monteiro approach in low-rank regimes.

## Abstract

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. This reduces the number of variables to optimize, but destroys the convexity of the problem, thus possibly introducing spurious second-order critical points. The article [Boumal, Voroninski, and Bandeira, 2018] shows that when the size of the factors is of the order of the square root of the number of linear constraints, this does not happen: for almost any cost matrix, second-order critical points are global solutions. In this article, we show that this result is essentially tight: for smaller values of the size, second-order critical points are not generically optimal, even when the global solution is rank 1.