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This paper studies a fundamental problem in convex optimization, which is to solve semidefinite programming (SDP) with high accuracy. This paper follows from the existing robust SDP-based interior point method analysis due to [Huang, Jiang,…

Quantum Physics · Physics 2023-02-08 Baihe Huang , Shunhua Jiang , Zhao Song , Runzhou Tao , Ruizhe Zhang

We consider several classes of highly important semidefinite optimization problems that involve both a convex objective function (smooth or nonsmooth) and additional linear or nonlinear smooth and convex constraints, which are ubiquitous in…

Optimization and Control · Mathematics 2025-04-08 Dan Garber , Atara Kaplan

We consider the linear discriminant analysis problem in the high-dimensional settings. In this work, we propose PANDA(PivotAl liNear Discriminant Analysis), a tuning-insensitive method in the sense that it requires very little effort to…

Statistics Theory · Mathematics 2023-09-19 Ethan X. Fang , Yajun Mei , Yuyang Shi , Qunzhi Xu , Tuo Zhao

In this paper, we propose a new sequential quadratic semidefinite programming (SQSDP) method for solving degenerate nonlinear semidefinite programs (NSDPs), in which we produce iteration points by solving a sequence of stabilized quadratic…

Optimization and Control · Mathematics 2022-11-09 Yuya Yamakawa , Takayuki Okuno

Semidefinite programs (SDPs) are powerful theoretical tools that have been studied for over two decades, but their practical use remains limited due to computational difficulties in solving large-scale, realistic-sized problems. In this…

Optimization and Control · Mathematics 2018-05-15 Richard Y. Zhang , Javad Lavaei

Semidefinite programs (SDPs) are standard convex problems that are frequently found in control and optimization applications. Interior-point methods can solve SDPs in polynomial time up to arbitrary accuracy, but scale poorly as the size of…

Optimization and Control · Mathematics 2022-01-10 Jared Miller , Yang Zheng , Mario Sznaier , Antonis Papachristodoulou

Analyzing the worst-case performance of deep neural networks against input perturbations amounts to solving a large-scale non-convex optimization problem, for which several past works have proposed convex relaxations as a promising…

Machine Learning · Computer Science 2022-07-11 Shaoru Chen , Eric Wong , J. Zico Kolter , Mahyar Fazlyab

The localization problem in a wireless sensor network is to determine the coordination of sensor nodes using the known positions of some nodes (called anchors) and corresponding noisy distance measurements. There is a variety of different…

Optimization and Control · Mathematics 2014-09-19 Pouya Mollaebrahim Ghari , Reza Shahbazian , Seyed Ali Ghorashi

Principal component analysis (PCA) has well-documented merits for data extraction and dimensionality reduction. PCA deals with a single dataset at a time, and it is challenged when it comes to analyzing multiple datasets. Yet in certain…

Machine Learning · Computer Science 2017-10-27 Gang Wang , Jia Chen , Georgios B. Giannakis

We develop a practical semidefinite programming (SDP) facial reduction procedure that utilizes computationally efficient approximations of the positive semidefinite cone. The proposed method simplifies SDPs with no strictly feasible…

Optimization and Control · Mathematics 2017-11-30 Frank Permenter , Pablo Parrilo

There are variety of methods to solve the localization problem and among them semi-definite programming based methods have shown great performance in both complexity and accuracy aspects. In this paper, we introduce a class of less…

Optimization and Control · Mathematics 2014-12-30 Pouya Mollaebrahim Ghari , Reza Shahbazian , Seyed Ali Ghorashi

In this paper, we propose a novel approach named by Discriminative Principal Component Analysis which is abbreviated as Discriminative PCA in order to enhance separability of PCA by Linear Discriminant Analysis (LDA). The proposed method…

Computer Vision and Pattern Recognition · Computer Science 2019-03-13 Hanli Qiao

We introduce an extension of Dual Dynamic Programming (DDP) to solve linear dynamic programming equations. We call this extension IDDP-LP which applies to situations where some or all primal and dual subproblems to be solved along the…

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

Approximate linear programming (ALP) is an efficient approach to solving large factored Markov decision processes (MDPs). The main idea of the method is to approximate the optimal value function by a set of basis functions and optimize…

Artificial Intelligence · Computer Science 2012-06-18 Branislav Kveton , Milos Hauskrecht

Maximum a posteriori (MAP) inference over discrete Markov random fields is a fundamental task spanning a wide spectrum of real-world applications, which is known to be NP-hard for general graphs. In this paper, we propose a novel…

Machine Learning · Computer Science 2015-01-06 Qixing Huang , Yuxin Chen , Leonidas Guibas

Multilinear Discriminant Analysis (MDA) is a powerful dimension reduction method specifically formulated to deal with tensor data. Precisely, the goal of MDA is to find mode-specific projections that optimally separate tensor data from…

Numerical Analysis · Mathematics 2022-03-03 F. Dufrenois , A. El Ichi , K. Jbilou

Optimal power flow (OPF) problem is a class of large-scale and non-convex optimization problem. Various algorithms are proposed to solve the challenging OPF problem. Recent studies show that semidefinite programming (SDP) can either provide…

Optimization and Control · Mathematics 2018-02-09 Chin-Yao Chang , Wei Zhang

Recently, the interpretability of deep learning has attracted a lot of attention. A plethora of methods have attempted to explain neural networks by feature visualization, saliency maps, model distillation, and so on. However, it is hard…

Machine Learning · Computer Science 2021-10-19 Hangcheng Dong , Jingxiao Liao , Yan Wang , Yixin Chen , Bingguo Liu , Dong Ye , Guodong Liu

A brain computer interface (BCI) is a system which provides direct communication between the mind of a person and the outside world by using only brain activity (EEG). The event-related potential (ERP)-based BCI problem consists of a binary…

Computer Vision and Pattern Recognition · Computer Science 2016-08-25 Victoria Peterson , Hugo Leonardo Rufiner , Ruben Daniel Spies

Visualizing graphs using virtual physical models is probably the most heavily used technique for drawing graphs in practice. There are many algorithms that are efficient and produce high-quality layouts. If one requires that the layout also…

Discrete Mathematics · Computer Science 2013-09-09 Emden R. Gansner , Yifan Hu , Shankar Krishnan