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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

Semidefinite programs (SDP) are one of the most versatile frameworks in numerical optimization, serving as generalizations of many conic programs and as relaxations of NP-hard combinatorial problems. Their main drawback is their…

Optimization and Control · Mathematics 2022-02-28 Biel Roig-Solvas , Mario Sznaier

Moment-based distributionally robust optimization (DRO) provides an optimization framework to integrate statistical information with traditional optimization approaches. Under this framework, one assumes that the underlying joint…

Optimization and Control · Mathematics 2023-11-01 Shiyi Jiang , Jianqiang Cheng , Kai Pan , Zuo-Jun Max Shen

We present an optimization framework that exhibits dimension-independent convergence on a broad class of semidefinite programs (SDPs). Our approach first regularizes the primal problem with the von Neumann entropy, then solve the…

Optimization and Control · Mathematics 2025-07-02 Yuhang Cai , Michael Lindsey

In this paper, we propose two algorithms for nonlinear semi-infinite semi-definite programs with infinitely many convex inequality constraints, called SISDP for short. A straightforward approach to the SISDP is to use classical methods for…

Optimization and Control · Mathematics 2018-10-02 Takayuki Okuno , Masao Fukushima

Super-resolution is generally referred to as the task of recovering fine details from coarse information. Motivated by applications such as single-molecule imaging, radar imaging, etc., we consider parameter estimation of complex…

Information Theory · Computer Science 2016-08-10 Dehui Yang , Gongguo Tang , Michael B. Wakin

This paper presents exact Semi-Definite Program (SDP) reformulations for infinite-dimensional moment optimization problems involving a new class of piecewise Sum-of-Squares (SOS)-convex functions and projected spectrahedral support sets.…

Optimization and Control · Mathematics 2024-07-03 Queenie Yingkun Huang , Vaithilingam Jeyakumar , Guoyin Li

We introduce a method for proving lower bounds on the efficacy of semidefinite programming (SDP) relaxations for combinatorial problems. In particular, we show that the cut, TSP, and stable set polytopes on $n$-vertex graphs are not the…

Computational Complexity · Computer Science 2014-11-25 James R. Lee , Prasad Raghavendra , David Steurer

The ability to resolve detail in the object that is being imaged, named by resolution, is the core parameter of an imaging system. Super-resolution is a class of techniques that can enhance the resolution of an imaging system and even…

Data Structures and Algorithms · Computer Science 2022-10-13 Yaonan Jin , Daogao Liu , Zhao Song

Many nonconvex problems in robotics can be relaxed into convex formulations via Semi-Definite Programming (SDP) that can be solved to global optimality. The practical quality of these solutions, however, critically depends on rounding them…

Robotics · Computer Science 2025-10-02 Liangting Wu , Roberto Tron

Let $\RR$ be a real closed field (e.g. the field of real numbers) and $\mathscr{S} \subset \RR^n$ be a semi-algebraic set defined as the set of points in $\RR^n$ satisfying a system of $s$ equalities and inequalities of multivariate…

Symbolic Computation · Computer Science 2013-09-20 Mohab Safey El Din , Elias Tsigaridas

Combining recent moment and sparse semidefinite programming (SDP) relaxation techniques, we propose an approach to find smooth approximations for solutions of problems involving nonlinear differential equations. Given a system of nonlinear…

Optimization and Control · Mathematics 2010-08-13 Martin Mevissen , Jean-Bernard Lasserre , Didier Henrion

Despite the numerous uses of semidefinite programming (SDP) and its universal solvability via interior point methods (IPMs), it is rarely applied to practical large-scale problems. This mainly owes to the computational cost of IPMs that…

Optimization and Control · Mathematics 2024-03-19 Yifan Ran , Stefan Vlaski , Wei Dai

Super-resolution is the problem of recovering a superposition of point sources using bandlimited measurements, which may be corrupted with noise. This signal processing problem arises in numerous imaging problems, ranging from astronomy to…

Machine Learning · Computer Science 2015-09-29 Qingqing Huang , Sham M. Kakade

We present a novel, practical, and provable approach for solving diagonally constrained semi-definite programming (SDP) problems at scale using accelerated non-convex programming. Our algorithm non-trivially combines acceleration motions…

Optimization and Control · Mathematics 2023-02-07 Junhyung Lyle Kim , JA Lara Benitez , Mohammad Taha Toghani , Cameron Wolfe , Zhiwei Zhang , Anastasios Kyrillidis

A theory of sufficient dimension reduction (SDR) is developed from an optimizational perspective. In our formulation of the problem, instead of dealing with raw data, we assume that our ground truth includes a mapping ${\mathbf f}: {\mathbb…

Machine Learning · Computer Science 2018-08-21 Rustem Takhanov

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

We study a semidefinite programming (SDP) relaxation of the maximum likelihood estimation for exactly recovering a hidden community of cardinality $K$ from an $n \times n$ symmetric data matrix $A$, where for distinct indices $i,j$, $A_{ij}…

Machine Learning · Statistics 2016-06-06 Bruce Hajek , Yihong Wu , Jiaming Xu

In this work, we consider the low rank decomposition (SDPR) of general convex semidefinite programming problems (SDP) that contain both a positive semidefinite matrix and a nonnegative vector as variables. We develop a rank-support-adaptive…

Optimization and Control · Mathematics 2023-12-14 Tianyun Tang , Kim-Chuan Toh

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