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Accelerating the solution of linear systems of equations is critical due to their central role in numerous applications, such as numerical simulations, data analytics, and machine learning. This paper presents an analog solver circuit…
Semidefinite programs (SDPs) are a particular class of convex optimization problems with applications in combinatorial optimization, operational research, and quantum information science. Seminal work by Brand\~{a}o and Svore shows that a…
We consider the massively parallel computation (MPC) model, which is a theoretical abstraction of large-scale parallel processing models such as MapReduce. In this model, assuming the widely believed 1-vs-2-cycles conjecture, solving many…
Semidefinite programming (SDP) is a powerful tool for tackling a wide range of computationally hard problems such as clustering. Despite the high accuracy, semidefinite programs are often too slow in practice with poor scalability on large…
Recently, a lot of attention has been devoted to finding physically realisable operations that realise as closely as possible certain desired transformations between quantum states, e.g. quantum cloning, teleportation, quantum gates, etc.…
Classes of set functions along with a choice of ground set are a bedrock to determine and develop corresponding variants of greedy algorithms to obtain efficient solutions for combinatorial optimization problems. The class of approximate…
Sum-of-squares (SOS) optimization provides a computationally tractable framework for certifying polynomial nonnegativity. If the considered problem is convex, the SOS problem can be transcribed into and solved by semi-definite programs.…
This paper presents two novel algorithms for approximately projecting symmetric matrices onto the Positive Semidefinite (PSD) cone using Randomized Numerical Linear Algebra (RNLA). Classical PSD projection methods rely on full-rank…
Packing and covering linear programs belong to the narrow class of linear programs that are efficiently solvable in parallel and distributed models of computation, yet are a powerful modeling tool for a wide range of fundamental problems in…
We present a novel analysis of semidefinite programs (SDPs) with positive duality gaps, i.e. different optimal values in the primal and dual problems. These SDPs are extremely pathological, often unsolvable, and also serve as models of more…
This paper proposes a squared smoothing Newton method via the Huber smoothing function for solving semidefinite programming problems (SDPs). We first study the fundamental properties of the matrix-valued mapping defined upon the Huber…
Alternating direction methods of multipliers (ADMMs) are popular approaches to handle large scale semidefinite programs that gained attention during the past decade. In this paper, we focus on solving doubly nonnegative programs (DNN),…
Approximate message passing (AMP) is a family of iterative algorithms that generalize matrix power iteration. AMP algorithms are known to optimally solve many average-case optimization problems. In this paper, we show that a large class of…
In this paper, we consider an approach to the parallelizing of the algorithms realizing the modified probability changigng method with adaptation and partial rollback procedure for constrained pseudo-Boolean optimization problems. Existing…
We study dynamic $(1-\epsilon)$-approximate rounding of fractional matchings -- a key ingredient in numerous breakthroughs in the dynamic graph algorithms literature. Our first contribution is a surprisingly simple deterministic rounding…
Montanari and Richard (2015) asked whether a natural semidefinite programming (SDP) relaxation can effectively optimize $\mathbf{x}^{\top}\mathbf{W} \mathbf{x}$ over $\|\mathbf{x}\| = 1$ with $x_i \geq 0$ for all coordinates $i$, where…
In this paper, we consider two formulations for Linear Matrix Inequalities (LMIs) under Slater type constraint qualification assumption, namely, SDP smooth and non-smooth formulations. We also propose two first-order linearly convergent…
Many problems of theoretical and practical interest involve finding an optimum over a family of convex functions. For instance, finding the projection on the convex functions in $H^k(\Omega)$, and optimizing functionals arising from some…
In this paper, a class of optimization problems with nonlinear inequality constraints is discussed. Based on the ideas of sequential quadratic programming algorithm and the method of strongly sub-feasible directions, a new superlinearly…
We propose a simple, scalable, and fast gradient descent algorithm to optimize a nonconvex objective for the rank minimization problem and a closely related family of semidefinite programs. With $O(r^3 \kappa^2 n \log n)$ random…