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How Well Do Local Algorithms Solve Semidefinite Programs?

Discrete Mathematics 2016-10-19 v1 Optimization and Control Machine Learning

Abstract

Several probabilistic models from high-dimensional statistics and machine learning reveal an intriguing --and yet poorly understood-- dichotomy. Either simple local algorithms succeed in estimating the object of interest, or even sophisticated semi-definite programming (SDP) relaxations fail. In order to explore this phenomenon, we study a classical SDP relaxation of the minimum graph bisection problem, when applied to Erd\H{o}s-Renyi random graphs with bounded average degree d>1d>1, and obtain several types of results. First, we use a dual witness construction (using the so-called non-backtracking matrix of the graph) to upper bound the SDP value. Second, we prove that a simple local algorithm approximately solves the SDP to within a factor 2d2/(2d2+d1)2d^2/(2d^2+d-1) of the upper bound. In particular, the local algorithm is at most 8/98/9 suboptimal, and 1+O(1/d)1+O(1/d) suboptimal for large degree. We then analyze a more sophisticated local algorithm, which aggregates information according to the harmonic measure on the limiting Galton-Watson (GW) tree. The resulting lower bound is expressed in terms of the conductance of the GW tree and matches surprisingly well the empirically determined SDP values on large-scale Erd\H{o}s-Renyi graphs. We finally consider the planted partition model. In this case, purely local algorithms are known to fail, but they do succeed if a small amount of side information is available. Our results imply quantitative bounds on the threshold for partial recovery using SDP in this model.

Keywords

Cite

@article{arxiv.1610.05350,
  title  = {How Well Do Local Algorithms Solve Semidefinite Programs?},
  author = {Zhou Fan and Andrea Montanari},
  journal= {arXiv preprint arXiv:1610.05350},
  year   = {2016}
}

Comments

48 pages, 1 pdf figure

R2 v1 2026-06-22T16:23:30.700Z