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We study semidefinite programming (SDP) relaxations for the NP-hard problem of globally optimizing a quadratic function over the Stiefel manifold. We introduce a strengthened relaxation based on two recent ideas in the literature: (i) a…

Optimization and Control · Mathematics 2022-08-08 Samuel Burer , Kyungchan Park

The "exact subgraph" approach was recently introduced as a hierarchical scheme to get increasingly tight semidefinite programming relaxations of several NP-hard graph optimization problems. Solving these relaxations is a computational…

Optimization and Control · Mathematics 2020-06-09 Elisabeth Gaar , Franz Rendl

Yannakakis showed that the matching problem does not have a small symmetric linear program. Rothvo{\ss} recently proved that any, not necessarily symmetric, linear program also has exponential size. It is natural to ask whether the matching…

Computational Complexity · Computer Science 2016-12-01 Gábor Braun , Jonah Brown-Cohen , Arefin Huq , Sebastian Pokutta , Prasad Raghavendra , Aurko Roy , Benjamin Weitz , Daniel Zink

In computer vision, many problems such as image segmentation, pixel labelling, and scene parsing can be formulated as binary quadratic programs (BQPs). For submodular problems, cuts based methods can be employed to efficiently solve…

Computer Vision and Pattern Recognition · Computer Science 2016-11-17 Peng Wang , Chunhua Shen , Anton van den Hengel , Philip H. S. Torr

In this paper, we propose some new semidefinite relaxations for a class of nonconvex complex quadratic programming problems, which widely appear in the areas of signal processing and power system. By deriving new valid constraints to the…

Optimization and Control · Mathematics 2023-05-18 Yingzhe Xu , Cheng Lu , Zhibin Deng , Ya-Feng Liu

The framework of Integral Quadratic Constraints of Lessard et al. (2014) reduces the computation of upper bounds on the convergence rate of several optimization algorithms to semi-definite programming (SDP). Followup work by Nishihara et…

Machine Learning · Statistics 2018-03-06 Guilherme França , José Bento

A longstanding problem related to floating-point implementation of numerical programs is to provide efficient yet precise analysis of output errors. We present a framework to compute lower bounds on largest absolute roundoff errors, for a…

Numerical Analysis · Computer Science 2018-02-13 Victor Magron

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

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

The Lasserre hierarchy of semidefinite programming (SDP) relaxations is an effective scheme for finding computationally feasible SDP approximations of polynomial optimization over compact semi-algebraic sets. In this paper, we show that,…

Optimization and Control · Mathematics 2013-06-28 V. Jeyakumar , T. S. Pham , G. Li

Motivated by applications in wireless communications, this paper develops semidefinite programming (SDP) relaxation techniques for some mixed binary quadratically constrained quadratic programs (MBQCQP) and analyzes their approximation…

Optimization and Control · Mathematics 2014-03-18 Zi Xu , Mingyi Hong , Zhi-Quan Luo

We define a reduction mechanism for LP and SDP formulations that degrades approximation factors in a controlled fashion. Our reduction mechanism is a minor restriction of classical reductions establishing inapproximability in the context of…

Computational Complexity · Computer Science 2016-01-20 Gábor Braun , Sebastian Pokutta , Daniel Zink

This paper studies robust solutions and semidefinite linear programming (SDP) relaxations of a class of convex polynomial programs in the face of data uncertainty. The class of convex programs, called robust SOS-convex programs, includes…

Optimization and Control · Mathematics 2014-03-05 V. Jeyakumar , G. Li , J. Vicente-Perez

We consider the problem of constructing an approximation of the Pareto curve associated with the multiobjective optimization problem $\min_{\mathbf{x} \in \mathbf{S}}\{ (f_1(\mathbf{x}), f_2(\mathbf{x})) \}$, where $f_1$ and $f_2$ are two…

Optimization and Control · Mathematics 2014-06-17 Victor Magron , Didier Henrion , Jean-Bernard Lasserre

We consider the global optimization of nonconvex mixed-integer quadratic programs with linear equality constraints. In particular, we present a new class of convex quadratic relaxations which are derived via quadratic cuts. To construct…

Optimization and Control · Mathematics 2021-06-28 Carlos J. Nohra , Arvind U. Raghunathan , Nikolaos V. Sahinidis

The vertex cover problem is one of the most important and intensively studied combinatorial optimization problems. Khot and Regev (2003) proved that the problem is NP-hard to approximate within a factor $2 - \epsilon$, assuming the Unique…

Computational Complexity · Computer Science 2015-11-30 Abbas Bazzi , Samuel Fiorini , Sebastian Pokutta , Ola Svensson

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 study the relationship between the optimal value of a homogeneous quadratic optimization problem and that of its Semidefinite Programming (SDP) relaxation. We consider two quadratic optimization models: (1) $\min \{x^* C x…

Optimization and Control · Mathematics 2007-05-23 Simai He , Zhi-Quan Luo , Jiawang Nie , Shuzhong Zhang

In this paper, we consider the problem of partitioning a small data sample of size $n$ drawn from a mixture of 2 sub-gaussian distributions in $\R^p$. We consider semidefinite programming relaxations of an integer quadratic program that is…

Machine Learning · Statistics 2025-03-19 Shuheng Zhou

Convex relaxation methods are powerful tools for studying the lowest energy of many-body problems. By relaxing the representability conditions for marginals to a set of local constraints, along with a global semidefinite constraint, a…

Optimization and Control · Mathematics 2025-07-15 Yi Wang , Rizheng Huang , Yuehaw Khoo