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Quadratically constrained quadratic programs (QCQPs) are a fundamental class of optimization problems well-known to be NP-hard in general. In this paper we study conditions under which the standard semidefinite program (SDP) relaxation of a…

Optimization and Control · Mathematics 2020-11-17 Alex L. Wang , Fatma Kilinc-Karzan

In this work we are interested in nonlinear symmetric cone problems (NSCPs), which contain as special cases nonlinear semidefinite programming, nonlinear second order cone programming and the classical nonlinear programming problems. We…

Optimization and Control · Mathematics 2025-07-14 Bruno F. Lourenço , Ellen H. Fukuda , Masao Fukushima

Distributed algorithms for solving coupled semidefinite programs (SDPs) commonly require many iterations to converge. They also put high computational demand on the computational agents. In this paper we show that in case the coupled…

Optimization and Control · Mathematics 2015-04-30 Sina Khoshfetrat Pakazad , Anders Hansson , Martin S. Andersen , Anders Rantzer

Semidefinite programming (SDP) is a unifying framework that generalizes both linear programming and quadratically-constrained quadratic programming, while also yielding efficient solvers, both in theory and in practice. However, there exist…

Data Structures and Algorithms · Computer Science 2022-10-24 Elena Grigorescu , Young-San Lin , Sandeep Silwal , Maoyuan Song , Samson Zhou

Quadratically constrained quadratic programs (QCQPs) are a fundamental class of optimization problems well-known to be NP-hard in general. In this paper we study sufficient conditions for a convex hull result that immediately implies that…

Optimization and Control · Mathematics 2020-02-06 Alex L. Wang , Fatma Kilinc-Karzan

Semidefinite programs (SDPs) are standard convex problems that are frequently found in control and optimization applications. Interior-point methods can solve SDPs in polynomial time up to arbitrary accuracy, but scale poorly as the size of…

Optimization and Control · Mathematics 2022-01-10 Jared Miller , Yang Zheng , Mario Sznaier , Antonis Papachristodoulou

It is well-known that the graph isomorphism problem can be posed as an equivalent problem of determining whether an auxiliary graph structure contains a clique of specific order. However, the algorithms that have been developed so far for…

Data Structures and Algorithms · Computer Science 2019-10-29 Giannis Nikolentzos , Michalis Vazirgiannis

In many applications, solutions of convex optimization problems are updated on-line, as functions of time. In this paper, we consider parametric semidefinite programs, which are linear optimization problems in the semidefinite cone whose…

Optimization and Control · Mathematics 2024-03-26 Antonio Bellon , Didier Henrion , Vyacheslav Kungurtsev , Jakub Marecek

This paper investigates the relation between sequential convex programming (SCP) as, e.g., defined in [24] and DC (difference of two convex functions) programming. We first present an SCP algorithm for solving nonlinear optimization…

Optimization and Control · Mathematics 2011-08-01 Tran Dinh Quoc , Moritz Diehl

Positive semidefinite (PSD) cone is the cone of positive semidefinite matrices, and is the object of interest in semidefinite programming (SDP). A computational efficient approximation of the PSD cone is the $k$-PSD closure, $1 \leq k < n$,…

Optimization and Control · Mathematics 2024-05-03 Avinash Bhardwaj , Vishnu Narayanan , Abhishek Pathapati

While semidefinite programming (SDP) problems are polynomially solvable in theory, it is often difficult to solve large SDP instances in practice. One technique to address this issue is to relax the global positive-semidefiniteness (PSD)…

Optimization and Control · Mathematics 2020-02-11 Grigoriy Blekherman , Santanu S. Dey , Marco Molinaro , Shengding Sun

A new relaxed variant of interior point method for low-rank semidefinite programming problems is proposed in this paper. The method is a step outside of the usual interior point framework. In anticipation to converging to a low-rank primal…

Numerical Analysis · Mathematics 2021-03-26 Stefania Bellavia , Jacek Gondzio , Margherita Porcelli

When sum-of-squares (SOS) programs are recast as semidefinite programs (SDPs) using the standard monomial basis, the constraint matrices in the SDP possess a structural property that we call \emph{partial orthogonality}. In this paper, we…

Optimization and Control · Mathematics 2020-01-13 Yang Zheng , Giovanni Fantuzzi , Antonis Papachristodoulou

Motivated by the expressive power of completely positive programming to encode hard optimization problems, many approximation schemes for the completely positive cone have been proposed and successfully used. Most schemes are based on outer…

Optimization and Control · Mathematics 2019-10-07 João Gouveia , Ting Kei Pong , Mina Saee

Solving optimization problems is a key task for which quantum computers could possibly provide a speedup over the best known classical algorithms. Particular classes of optimization problems including semi-definite programming (SDP) and…

Let $A$ be a matrix with nonnegative real entries. The PSD rank of $A$ is the smallest integer $k$ for which there exist $k\times k$ real PSD matrices $B_1,\ldots,B_m$, $C_1,\ldots,C_n$ satisfying $A(i|j)=\operatorname{tr}(B_iC_j)$ for all…

Combinatorics · Mathematics 2016-06-30 Yaroslav Shitov

We present a semidefinite program (SDP) algorithm to find eigenvalues of Schr\"{o}dinger operators within the bootstrap approach to quantum mechanics. The bootstrap approach involves two ingredients: a nonlinear set of constraints on the…

High Energy Physics - Theory · Physics 2023-06-07 David Berenstein , George Hulsey

Conic linear programs, among them semidefinite programs, often behave pathologically: the optimal values of the primal and dual programs may differ, and may not be attained. We present a novel analysis of these pathological behaviors. We…

Optimization and Control · Mathematics 2017-02-22 Gabor Pataki

The semidefinite programming (SDP) relaxation has proven to be extremely strong for many hard discrete optimization problems. This is in particular true for the quadratic assignment problem (QAP), arguably one of the hardest NP-hard…

Optimization and Control · Mathematics 2015-12-18 Danilo Elias Oliveira , Henry Wolkowicz , Yangyang Xu

A fundamental theorem of linear programming states that a feasible linear program is solvable if and only if its objective function is copositive with respect to the recession cone of its feasible set. This paper demonstrates that this…

Optimization and Control · Mathematics 2026-01-01 Vinh Nguyen
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