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We introduce Sieve-SDP, a simple facial reduction algorithm to preprocess semidefinite programs (SDPs). Sieve-SDP inspects the constraints of the problem to detect lack of strict feasibility, deletes redundant rows and columns, and reduces…

Optimization and Control · Mathematics 2021-03-02 Yuzixuan , Zhu , Gabor Pataki , Quoc Tran-Dinh

We study the equivalence of several well-known sufficient optimality conditions for a general quadratically constrained quadratic program (QCQP). The conditions are classified in two categories. The first one is for determining an optimal…

Optimization and Control · Mathematics 2023-03-14 Sunyoung Kim , Masakazu Kojima

Constraint-solving-based program invariant synthesis takes a parametric invariant template and encodes the (inductive) invariant conditions into constraints. The problem of characterizing the set of all valid parameter assignments is…

Programming Languages · Computer Science 2024-09-20 Hao Wu , Qiuye Wang , Bai Xue , Naijun Zhan , Lihong Zhi , Zhihong Yang

We propose a new method for simplifying semidefinite programs (SDP) inspired by symmetry reduction. Specifically, we show if an orthogonal projection map satisfies certain invariance conditions, restricting to its range yields an equivalent…

Optimization and Control · Mathematics 2023-03-09 Frank Permenter , Pablo A. Parrilo

In this paper we consider efficient algorithms for solving the algebraic equation ${\mathcal A}^\alpha {\bf u}={\bf f}$, $0< \alpha <1$, where ${\mathcal A}$ is a symmetric and positive definite matrix obtained form finite difference or…

Numerical Analysis · Mathematics 2018-03-05 Stanislav Harizanov , Raytcho Lazarov , Pencho Marinov , Svetozar Margenov , Yavor Vutov

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.…

Data Structures and Algorithms · Computer Science 2016-01-12 Zeyuan Allen-Zhu , Yin Tat Lee , Lorenzo Orecchia

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

We introduce an extension of Stochastic Dual Dynamic Programming (SDDP) to solve stochastic convex dynamic programming equations. This extension applies when some or all primal and dual subproblems to be solved along the forward and…

Optimization and Control · Mathematics 2019-07-09 Vincent Guigues

Semidefinite programming (SDP) provides a fundamental framework for studying properties of sum-of-squares (sos) representations of nonnegative polynomials. In this paper we study the quartic forms GF = (|x|^4 + F(x))/2 associated with…

Differential Geometry · Mathematics 2026-03-24 Jianquan Ge , Kai Jia , Yuyang Zhao

Solution and analysis of mathematical programming problems may be simplified when these problems are symmetric under appropriate linear transformations. In particular, a knowledge of the symmetries may help reduce the problem dimension, cut…

Optimization and Control · Mathematics 2020-10-13 A. V. Eremeev , A. S. Yurkov

In this paper, we consider the following graph partitioning problem: The input is an undirected graph $G=(V,E),$ a balance parameter $b \in (0,1/2]$ and a target conductance value $\gamma \in (0,1).$ The output is a cut which, if non-empty,…

Data Structures and Algorithms · Computer Science 2010-10-21 Lorenzo Orecchia , Nisheeth K. Vishnoi

We present a globally convergent SQP-type method with the least constraint violation for nonlinear semidefinite programming. The proposed algorithm employs a two-phase strategy coupled with a line search technique. In the first phase, a…

Optimization and Control · Mathematics 2024-06-03 Wenhao Fu , Zhongwen Chen

The classical Dinkelbach method (1967) solves fractional programming via a parametric approach, generating a decreasing upper bound sequence that converges to the optimum. Its important variant, the interval Dinkelbach method (1991),…

Optimization and Control · Mathematics 2025-10-31 Hanzhi Chen , Chuyue Zheng , Yong Xia

A quadratically constrained quadratic programming problem is considered in a Hilbert space setting, where neither the objective nor the constraint are convex functions. Necessary and sufficient conditions are provided to guarantee that the…

Optimization and Control · Mathematics 2023-03-10 Santiago Gonzalez Zerbo , Alejandra Maestripieri , Francisco Martínez Pería

We consider semidefinite programming (SDP) approaches for solving the maximum satisfiability problem (MAX-SAT) and the weighted partial MAX-SAT. It is widely known that SDP is well-suited to approximate the (MAX-)2-SAT. Our work shows the…

Optimization and Control · Mathematics 2023-02-15 Lennart Sinjorgo , Renata Sotirov

This article investigates the existence, nonexistence, and multiplicity of positive solutions to the sublinear fractional elliptic problem $(P_{\lambda}^s)$. We begin by establishing several a priori estimates that provide regularity…

Analysis of PDEs · Mathematics 2025-11-12 Jefferson Abrantes , Rohit Kumar , Abhishek Sarkar

We generalize the reduction mechanism for linear programming problems and semidefinite programming problems from [arXiv:1410.8816] in two ways 1) relaxing the requirement of affineness and 2) extending to fractional optimization problems.…

Computational Complexity · Computer Science 2018-10-23 Gábor Braun , Sebastian Pokutta , Aurko Roy

In this paper, we investigate a class of nonconvex and nonsmooth fractional programming problems, where the numerator composed of two parts: a convex, nonsmooth function and a differentiable, nonconvex function, and the denominator consists…

Optimization and Control · Mathematics 2025-03-18 Deren Han , Min Tao , Zihao Xia

General quadratically constrained quadratic programs (QCQPs) are challenging to solve as they are known to be NP-hard. A popular approach to approximating QCQP solutions is to use semidefinite programming (SDP) relaxations. It is well-known…

Optimization and Control · Mathematics 2025-02-24 Masakazu Kojima , Naohiko Arima , Sunyoung Kim

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