Related papers: A note on the Lovasz-Schrijver Semidefinite Progra…
We consider the problem of learning optimal binary classification trees. Literature on the topic has burgeoned in recent years, motivated both by the empirical suboptimality of heuristic approaches and the tremendous improvements in…
Indefinite quadratic programs (QPs) are known to be very difficult to be solved to global optimality, so are linear programs with linear complementarity constraints. Treating the former as a subclass of the latter, this paper presents a…
Support vector machines (SVMs) are well-studied supervised learning models for binary classification. In many applications, large amounts of samples can be cheaply and easily obtained. What is often a costly and error-prone process is to…
We introduce an innovative numerical technique based on convex optimization to solve a range of infinite dimensional variational problems arising from the application of the background method to fluid flows. In contrast to most existing…
Linear programming on the Stiefel manifold (LPS) is studied for the first time. It aims at minimizing a linear objective function over the set of all $p$-tuples of orthonormal vectors in ${\mathbb R}^n$ satisfying $k$ additional linear…
We introduce a physics-inspired continuous relaxation framework that yields substantially improved solutions for NP-hard combinatorial optimization problems, including Quadratic Unconstrained Binary Optimization (QUBO), binary sparse…
The selection of branching variables is a key component of branch-and-bound algorithms for solving Mixed-Integer Programming (MIP) problems since the quality of the selection procedure is likely to have a significant effect on the size of…
Recently, there has been significant interest in convex relaxations of the optimal power flow (OPF) problem. A semidefinite programming (SDP) relaxation globally solves many OPF problems. However, there exist practical problems for which…
We introduce a method for proving lower bounds on the efficacy of semidefinite programming (SDP) relaxations for combinatorial problems. In particular, we show that the cut, TSP, and stable set polytopes on $n$-vertex graphs are not the…
This paper presents a comprehensive exploration of semi-definite programming (SDP) techniques within the context of quantum information. It examines the mathematical foundations of convex optimization, duality, and SDP formulations,…
Goldreich suggested candidates of one-way functions and pseudorandom generators included in $\mathsf{NC}^0$. It is known that randomly generated Goldreich's generator using $(r-1)$-wise independent predicates with $n$ input variables and…
The relaxation complexity rc(X) of the set of integer points X contained in a polyhedron is the minimal number of inequalities needed to formulate a linear optimization problem over X without using auxiliary variables. Besides its relevance…
We study approximation algorithms for scheduling problems with the objective of minimizing total weighted completion time, under identical and related machine models with job precedence constraints. We give algorithms that improve upon many…
We consider the general polynomial optimization problem $P: f^*=\min \{f(x)\,:\,x\in K\}$ where $K$ is a compact basic semi-algebraic set. We first show that the standard Lagrangian relaxation yields a lower bound as close as desired to the…
We consider semidefinite programming (SDP) for the binary stochastic block model with equal-sized communities. Prior work of Hajek, Wu, and Xu proposed an SDP (sym-SDP) for the symmetric case where the intra-community edge probabilities are…
We introduce SDPB: an open-source, parallelized, arbitrary-precision semidefinite program solver, designed for the conformal bootstrap. SDPB significantly outperforms less specialized solvers and should enable many new computations. As an…
Mixed Integer Programming (MIP) solvers rely on an array of sophisticated heuristics developed with decades of research to solve large-scale MIP instances encountered in practice. Machine learning offers to automatically construct better…
Solving semidefinite programs (SDP) in a short time is the key to managing various mathematical optimization problems. The matrix-completion primal-dual interior-point method (MC-PDIPM) extracts a sparse structure of input SDP by…
Recent advances in mathematical programming have made Mixed Integer Optimization a competitive alternative to popular regularization methods for selecting features in regression problems. The approach exhibits unquestionable foundational…
This paper is related to the problem of finding the maximal quasi-bicliques in a bipartite graph (bigraph). A quasi-biclique in the bigraph is its "almost" complete subgraph. The relaxation of completeness can be understood variously; here,…