English
Related papers

Related papers: Algorithm 950: Ncpol2sdpa---Sparse Semidefinite Pr…

200 papers

We give the first approximation algorithm for mixed packing and covering semidefinite programs (SDPs) with polylogarithmic dependence on width. Mixed packing and covering SDPs constitute a fundamental algorithmic primitive with recent…

Data Structures and Algorithms · Computer Science 2021-07-13 Arun Jambulapati , Yin Tat Lee , Jerry Li , Swati Padmanabhan , Kevin Tian

For a large class of optimization problems, namely those that can be expressed as finite-valued constraint satisfaction problems (VCSPs), we establish a dichotomy on the number of levels of the Lasserre hierarchy of semi-definite programs…

Logic in Computer Science · Computer Science 2016-09-27 Anuj Dawar , Pengming Wang

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

For nonconvex quadratically constrained quadratic programs (QCQPs), we first show that, under certain feasibility conditions, the standard semidefinite (SDP) relaxation is exact for QCQPs with bipartite graph structures. The exact optimal…

Optimization and Control · Mathematics 2022-05-03 Godai Azuma , Mituhiro Fukuda , Sunyoung Kim , Makoto Yamashita

Semidefinite programming (SDP) problems are challenging to solve because of their high dimensionality. However, solving sparse SDP problems with small tree-width are known to be relatively easier because: (1) they can be decomposed into…

Optimization and Control · Mathematics 2024-11-01 Tianyun Tang , Kim-Chuan Toh

In quantum thermodynamics, a system is described by a Hamiltonian and a list of non-commuting charges representing conserved quantities like particle number or electric charge, and an important goal is to determine the system's minimum…

Quantum Physics · Physics 2025-05-19 Nana Liu , Michele Minervini , Dhrumil Patel , Mark M. Wilde

There is an increasing interest in quantum algorithms for optimization problems. Within convex optimization, interior-point methods and other recently proposed quantum algorithms are non-trivial to implement on noisy quantum devices. Here,…

Quantum Physics · Physics 2025-09-16 Jakub Marecek , Albert Akhriev

Quadratic assignment problem (QAP) is a fundamental problem in combinatorial optimization and finds numerous applications in operation research, computer vision, and pattern recognition. However, it is a very well-known NP-hard problem to…

Optimization and Control · Mathematics 2024-08-13 Shuyang Ling

Convex relaxations of non-convex optimal power flow (OPF) problems have recently attracted significant interest. While existing relaxations globally solve many OPF problems, there are practical problems for which existing relaxations fail…

Optimization and Control · Mathematics 2014-11-18 Daniel K. Molzahn , Ian A. Hiskens

Sparse principal component analysis (PCA) is a popular dimensionality reduction technique for obtaining principal components which are linear combinations of a small subset of the original features. Existing approaches cannot supply…

Optimization and Control · Mathematics 2022-02-22 Dimitris Bertsimas , Ryan Cory-Wright , Jean Pauphilet

This paper is concerned with optimal power flow (OPF), which is the problem of optimizing the transmission of electricity in power systems. Our main contributions are as follows: (i) we propose a novel parabolic relaxation, which transforms…

Optimization and Control · Mathematics 2018-09-27 Fariba Zohrizadeh , Mohsen Kheirandishfard , Edward Quarm , Ramtin Madani

Given a multivariate data set, sparse principal component analysis (SPCA) aims to extract several linear combinations of the variables that together explain the variance in the data as much as possible, while controlling the number of…

Machine Learning · Statistics 2020-05-08 Peter Richtárik , Majid Jahani , Selin Damla Ahipaşaoğlu , Martin Takáč

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

We investigate the use of linear programming tools for solving semidefinite programming relaxations of quadratically constrained quadratic problems. Classes of valid linear inequalities are presented, including sparse PSD cuts, and…

Combinatorics · Mathematics 2012-06-28 Andrea Qualizza , Pietro Belotti , Francois Margot

In this paper, we develop semidefinite programming (SDP) models aimed at solving optimal power flow (OPF) problems in distribution systems. We propose two models: the symmetrical SDP model which modifies the existing BFM-SDP model. Then…

Optimization and Control · Mathematics 2017-12-27 Zeyu Wang , Daniel S. Kirschen , Baosen Zhang

This paper addresses the problem of solving a class of nonlinear optimal control problems (OCP) with infinite-dimensional linear state constraints involving Riesz-spectral operators. Each instance within this class has time/control…

Optimization and Control · Mathematics 2017-10-13 Victor Magron , Christophe Prieur

In this paper, we show that the standard semidefinite programming (SDP) relaxation of altering current optimal power flow (AC OPF) can be equivalently reformulated as second-order cone programming (SOCP) relaxation with maximal clique- and…

Optimization and Control · Mathematics 2018-10-09 Lingling Fan , Hossein Ghassempour Aghamolki , Zhixin Miao , Bo Zeng

Maximum A posteriori Probability (MAP) inference in graphical models amounts to solving a graph-structured combinatorial optimization problem. Popular inference algorithms such as belief propagation (BP) and generalized belief propagation…

Machine Learning · Statistics 2017-09-20 Murat A. Erdogdu , Yash Deshpande , Andrea Montanari

The Quadratic Assignment Problem (QAP) is an important discrete optimization instance that encompasses many well-known combinatorial optimization problems, and has applications in a wide range of areas such as logistics and computer vision.…

Optimization and Control · Mathematics 2024-10-16 Junyu Chen , Yong Sheng Soh

Semidefinite programs (SDPs) can be solved in polynomial time by interior point methods. However, when the dimension of the problem gets large, interior point methods become impractical in terms of both computational time and memory…

Optimization and Control · Mathematics 2023-11-27 Federico Battista , Marianna De Santis