Related papers: Rounding Semidefinite Programming Hierarchies via …
Estimating the leading principal components of data, assuming they are sparse, is a central task in modern high-dimensional statistics. Many algorithms were developed for this sparse PCA problem, from simple diagonal thresholding to…
Many nonconvex problems in robotics can be relaxed into convex formulations via Semi-Definite Programming (SDP) that can be solved to global optimality. The practical quality of these solutions, however, critically depends on rounding them…
In this paper, we study the integrality gap of the Knapsack linear program in the Sherali- Adams and Lasserre hierarchies. First, we show that an integrality gap of 2 - {\epsilon} persists up to a linear number of rounds of Sherali-Adams,…
Total dual integrality is a powerful and unifying concept in polyhedral combinatorics and integer programming that enables the refinement of geometric min-max relations given by linear programming Strong Duality into combinatorial min-max…
We show how to bound the accuracy of a family of semi-definite programming relaxations for the problem of polynomial optimization on the hypersphere. Our method is inspired by a set of results from quantum information known as quantum de…
In this paper, we consider lower bounds on the query complexity for testing CSPs in the bounded-degree model. First, for any ``symmetric'' predicate $P:{0,1}^{k} \to {0,1}$ except \equ where $k\geq 3$, we show that every (randomized)…
This paper studies how to compute global minimizers of the cubic-quartic regularization (CQR) problem \[ \min_{s \in \mathbb{R}^n} \quad f_0+g^Ts+\frac{1}{2}s^THs+\frac{\beta}{6} \| s \|^3+\frac{\sigma}{4} \| s \|^4, \] where $f_0$ is a…
We propose the algorithm that solves the symmetric cone programs (SCPs) by iteratively calling the projection and rescaling methods the algorithms for solving exceptional cases of SCP. Although our algorithm can solve SCPs by itself, we…
We consider SGD-type optimization on infinite-dimensional quadratic problems with power law spectral conditions. It is well-known that on such problems deterministic GD has loss convergence rates $L_t=O(t^{-\zeta})$, which can be improved…
Motivated by applications in wireless communications, this paper develops semidefinite programming (SDP) relaxation techniques for some mixed binary quadratically constrained quadratic programs (MBQCQP) and analyzes their approximation…
We consider semidefinite programs (SDPs) with equality constraints. The variable to be optimized is a positive semidefinite matrix $X$ of size $n$. Following the Burer--Monteiro approach, we optimize a factor $Y$ of size $n \times p$…
The technique of semidefinite programming (SDP) relaxation can be used to obtain a nontrivial bound on the optimal value of a nonconvex quadratically constrained quadratic program (QCQP). We explore concave quadratic inequalities that hold…
We present a novel algorithm for overcomplete independent components analysis (ICA), where the number of latent sources k exceeds the dimension p of observed variables. Previous algorithms either suffer from high computational complexity or…
This paper studies the problem of deterministic rank-one matrix completion. It is known that the simplest semidefinite programming relaxation, involving minimization of the nuclear norm, does not in general return the solution for this…
Dasgupta recently introduced a cost function for the hierarchical clustering of a set of points given pairwise similarities between them. He showed that this function is NP-hard to optimize, but a top-down recursive partitioning heuristic…
We consider a class of integer linear programs (IPs) that arise as discretizations of trust-region subproblems of a trust-region algorithm for the solution of control problems, where the control input is an integer-valued function on a…
We study and extend the semidefinite programming (SDP) hierarchies introduced in [Phys. Rev. Lett. 115, 020501] for the characterization of the statistical correlations arising from finite dimensional quantum systems. First, we introduce…
We study the design of polylogarithmic depth algorithms for approximately solving packing and covering semidefinite programs (or positive SDPs for short). This is a natural SDP generalization of the well-studied positive LP problem.…
This paper considers a fractional programming problem (P) which minimizes a ratio of quadratic functions subject to a two-sided quadratic constraint. As is well-known, the fractional objective function can be replaced by a parametric family…
Random instances of Constraint Satisfaction Problems (CSP's) appear to be hard for all known algorithms, when the number of constraints per variable lies in a certain interval. Contributing to the general understanding of the structure of…