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The problem of sparse approximation and the closely related compressed sensing have received tremendous attention in the past decade. Primarily studied from the viewpoint of applied harmonic analysis and signal processing, there have been…

Information Theory · Computer Science 2018-10-23 Ali Çivril

Semidefinite programming is a powerful tool in the design and analysis of approximation algorithms for combinatorial optimization problems. In particular, the random hyperplane rounding method of Goemans and Williamson has been extensively…

Data Structures and Algorithms · Computer Science 2019-10-22 Sepehr Abbasi-Zadeh , Nikhil Bansal , Guru Guruganesh , Aleksandar Nikolov , Roy Schwartz , Mohit Singh

We consider the problem of maximizing a convex quadratic function over a bounded polyhedral set. We design a new framework based on SDP relaxations and cutting plane methods for solving the associated reference value problem. The major…

Optimization and Control · Mathematics 2025-04-28 Zheng Qu , Tianyou Zeng , Yuchen Lou

We propose an eigenvalue based technique to solve the Homogeneous Quadratic Constrained Quadratic Programming problem (HQCQP) with at most 3 constraints which arise in many signal processing problems. Semi-Definite Relaxation (SDR) is the…

Numerical Analysis · Mathematics 2016-11-17 Dinesh Dileep Gaurav , K. V. S. Hari

The quadratic programming over one inequality quadratic constraint (QP1QC) is a very special case of quadratically constrained quadratic programming (QCQP) and attracted much attention since early 1990's. It is now understood that, under…

Optimization and Control · Mathematics 2016-11-25 Yong Hsia , Gang-Xuan Lin , Ruey-Lin Sheu

We study T-semidefinite programming (SDP) relaxation for constrained polynomial optimization problems (POPs). T-SDP relaxation for unconstrained POPs was introduced by Zheng, Huang and Hu in 2022. In this work, we propose a T-SDP relaxation…

Optimization and Control · Mathematics 2024-05-15 Hiroki Marumo , Sunyoung Kim , Makoto Yamashita

Semidefinite relaxation techniques have shown great promise for nonconvex optimal power flow problems. However, a number of independent numerical experiments have led to concerns about scalability and robustness of existing SDP solvers. To…

Optimization and Control · Mathematics 2019-03-21 Anders Eltved , Joachim Dahl , Martin S. Andersen

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

We develop a practical approach to semidefinite programming (SDP) that includes the von Neumann entropy, or an appropriate variant, as a regularization term. In particular we solve the dual of the regularized program, demonstrating how a…

Optimization and Control · Mathematics 2023-03-23 Michael Lindsey

In this paper, we propose iterative inner/outer approximations based on a recent notion of block factor-width-two matrices for solving semidefinite programs (SDPs). Our inner/outer approximating algorithms generate a sequence of upper/lower…

Optimization and Control · Mathematics 2022-09-30 Feng-Yi Liao , Yang Zheng

We consider sensitivity analysis for Mixed Binary Quadratic Programs (MBQPs) with respect to changing right-hand-sides (rhs). We show that even if the optimal solution of a given MBQP is known, it is NP-hard to approximate the change in…

Optimization and Control · Mathematics 2025-05-08 Diego Cifuentes , Santanu S. Dey , Jingye Xu

We introduce two min-max problems: the first problem is to minimize the supremum of finitely many rational functions over a compact basic semi-algebraic set whereas the second problem is a 2-player zero-sum polynomial game in randomized…

Optimization and Control · Mathematics 2009-12-16 Rida Laraki , Jean B. Lasserre

Semidefinite programs (SDPs) are a class of optimisation problems that find application in numerous areas of physics, engineering and mathematics. Semidefinite programming is particularly suited to problems in quantum physics and quantum…

Quantum Physics · Physics 2023-06-21 Paul Skrzypczyk , Daniel Cavalcanti

This paper proposes an elegant optimization framework consisting of a mix of linear-matrix-inequality and second-order-cone constraints. The proposed framework generalizes the semidefinite relaxation (SDR) enabled solution to the typical…

Information Theory · Computer Science 2023-08-21 Tuan Anh Le , Derrick Wing Kwan Ng , Xin-She Yang

Low rank matrix recovery problems appear widely in statistics, combinatorics, and imaging. One celebrated method for solving these problems is to formulate and solve a semidefinite program (SDP). It is often known that the exact solution to…

Optimization and Control · Mathematics 2021-07-26 Lijun Ding , Madeleine Udell

Bounding the correlations predicted by quantum theory is an important challenge in quantum information science. Today's leading approach is semidefinite programming relaxations, but existing methods still cannot account for many relevant…

Quantum Physics · Physics 2026-03-23 Nicola D'Alessandro , Carles Roch i Carceller , Armin Tavakoli

Semidefinite programming (SDP) is a central topic in mathematical optimization with extensive studies on its efficient solvers. In this paper, we present a proof-of-principle sublinear-time algorithm for solving SDPs with low-rank…

Data Structures and Algorithms · Computer Science 2020-08-07 Nai-Hui Chia , Tongyang Li , Han-Hsuan Lin , Chunhao Wang

We show that a class of semidefinite programs (SDP) admits a solution that is a positive semidefinite matrix of rank at most $r$, where $r$ is the rank of the matrix involved in the objective function of the SDP. The optimization problems…

Optimization and Control · Mathematics 2010-11-29 Guillaume Sagnol

We consider the problem of estimating the locations of a set of points in a k-dimensional euclidean space given a subset of the pairwise distance measurements between the points. We focus on the case when some fraction of these measurements…

Information Theory · Computer Science 2012-10-19 Venkatesan Ekambaram , Giulia Fanti , Kannan Ramchandran

Semidefinite programming (SDP) is the task of optimizing a linear function over the common solution set of finitely many linear matrix inequalities (LMIs). For the running time of SDP solvers, the maximal matrix size of these LMIs is…

Optimization and Control · Mathematics 2021-01-29 Claus Scheiderer
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