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We study a cutting-plane method for semidefinite optimization problems (SDOs), and supply a proof of the method's convergence, under a boundedness assumption. By relating the method's rate of convergence to an initial outer approximation's…

Optimization and Control · Mathematics 2020-02-17 Dimitris Bertsimas , Ryan Cory-Wright

We consider the problem of writing an arbitrary symmetric matrix as the difference of two positive semidefinite matrices. We start with simple ideas such as eigenvalue decomposition. Then, we develop a simple adaptation of the Cholesky that…

Numerical Analysis · Mathematics 2016-09-23 Jaehyun Park

Second-order conic optimization (SOCO) can be considered as a special case of semidefinite optimization (SDO). In the literature it has been advised that a SOCO problem can be embedded in an SDO problem using the arrow-head matrix…

Optimization and Control · Mathematics 2023-01-31 Pouya Sampourmahani , Mohammadhossein Mohammadisiahroudi , Tamás Terlaky

In this paper, we study possible extensions of the main ideas and methods of constrained DC optimization to the case of nonlinear semidefinite programming problems and more general nonlinear and nonsmooth cone constrained optimization…

Optimization and Control · Mathematics 2024-04-23 M. V. Dolgopolik

We propose a general framework for differentiating shapes represented in binary images with respect to their parameters. This framework functions as an automatic differentiation tool for shape parameters, generating both binary density maps…

Computational Physics · Physics 2024-12-04 Zhaocheng Liu , Jim Bonar

In this paper, we study the embedded feature selection problem in linear Support Vector Machines (SVMs), in which a cardinality constraint is employed, leading to an interpretable classification model. The problem is NP-hard due to the…

Optimization and Control · Mathematics 2024-12-20 Immanuel Bomze , Federico D'Onofrio , Laura Palagi , Bo Peng

We consider robust submodular maximization problems (RSMs), where given a set of $m$ monotone submodular objective functions, the robustness is with respect to the worst-case (scaled) objective function. The model we consider generalizes…

Optimization and Control · Mathematics 2023-06-12 Hsin-Yi Huang , Hao-Hsiang Wu , Simge Kucukyavuz

Semidefinite programs (SDPs) often arise in relaxations of some NP-hard problems, and if the solution of the SDP obeys certain rank constraints, the relaxation will be tight. Decomposition methods based on chordal sparsity have already been…

Optimization and Control · Mathematics 2020-09-17 Jared Miller , Yang Zheng , Biel Roig-Solvas , Mario Sznaier , Antonis Papachristodoulou

In this paper, we study a class of fractional semi-infinite polynomial programming (FSIPP) problems, in which the objective is a fraction of a convex polynomial and a concave polynomial, and the constraints consist of infinitely many convex…

Optimization and Control · Mathematics 2021-05-18 Feng Guo , Liguo Jiao

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 were proposed, that utilize the particular…

Data Structures and Algorithms · Computer Science 2019-02-19 Khaled Elbassioni , Kazuhisa Makino

This short communication addresses the problem of elliptic localization with outlier measurements. Outliers are prevalent in various location-enabled applications, and can significantly compromise the positioning performance if not…

Signal Processing · Electrical Eng. & Systems 2024-09-04 Wenxin Xiong , Yuming Chen , Jiajun He , Zhang-Lei Shi , Keyuan Hu , Hing Cheung So , Chi-Sing Leung

In this work, we introduce an interior-point method that employs tensor decompositions to efficiently represent and manipulate the variables and constraints of semidefinite programs, targeting problems where the solutions may not be…

Optimization and Control · Mathematics 2025-09-16 Frederik Kelbel , Sergey Dolgov , Dante Kalise , Alessandra Russo

In this paper, we consider the optimal design of photonic crystal band structures for two-dimensional square lattices. The mathematical formulation of the band gap optimization problem leads to an infinite-dimensional Hermitian eigenvalue…

Optimization and Control · Mathematics 2010-05-02 Han Men , Ngoc-Cuong Nguyen , Robert M. Freund , Pablo A. Parrilo , Jaume Peraire

In this paper we propose a general methodology for solving a broad class of continuous, multifacility location problems, in any dimension and with $\ell_\tau$-norms proposing two different methodologies: 1) by a new second order cone mixed…

Optimization and Control · Mathematics 2014-10-21 Víctor Blanco , Justo Puerto , Safae El-Haj Ben-Ali

Semidefinite programming (SDP) is a fundamental convex optimization problem with wide-ranging applications. However, solving large-scale instances remains computationally challenging due to the high cost of solving linear systems and…

Optimization and Control · Mathematics 2025-12-22 Hantao Nie , Dong An , Zaiwen Wen

The capability of discretization of matrix elements in the problem of quadratic functional minimization with linear member built on matrix in N-dimensional configuration space with discrete coordinates is researched. It is shown, that…

Neural and Evolutionary Computing · Computer Science 2012-05-04 Boris Kryzhanovsky , Mikhail Kryzhanovsky , Magomed Malsagov

We present a new generic approach to the condensed-matter ground-state problem which is complementary to variational techniques and works directly in the thermodynamic limit. Relaxing the ground-state problem, we obtain semidefinite…

Strongly Correlated Electrons · Physics 2012-08-08 Thomas Barthel , Robert Hübener

In this paper, we consider the problem of partitioning a small data sample of size $n$ drawn from a mixture of 2 sub-gaussian distributions in $\R^p$. We consider semidefinite programming relaxations of an integer quadratic program that is…

Machine Learning · Statistics 2025-03-19 Shuheng Zhou

One of the main applications of semidefinite programming lies in linear systems and control theory. Many problems in this subject, certainly the textbook classics, have matrices as variables, and the formulas naturally contain…

Operator Algebras · Mathematics 2011-12-30 J. William Helton , Igor Klep , Scott McCullough

This paper proposes a new algorithm for solving MAX2SAT problems based on combining search methods with semidefinite programming approaches. Semidefinite programming techniques are well-known as a theoretical tool for approximating maximum…

Optimization and Control · Mathematics 2018-12-18 Po-Wei Wang , J. Zico Kolter