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In solving hard computational problems, semidefinite program (SDP) relaxations often play an important role because they come with a guarantee of optimality. Here, we focus on a popular semidefinite relaxation of K-means clustering which…

Machine Learning · Computer Science 2018-09-07 Mariano Tepper , Anirvan M. Sengupta , Dmitri Chklovskii

We introduce a new class of semidefinite programming (SDP) relaxations for sparse box-constrained quadratic programs, obtained by a novel integration of the Reformulation Linearization Technique into standard SDP relaxations while…

Optimization and Control · Mathematics 2026-02-13 Aida Khajavirad

In this article we study the possibilities of recovering the structure of port-Hamiltonian systems starting from ``unlabelled'' ordinary differential equations describing mechanical systems. The algorithm we suggest solves the problem in…

Computational Engineering, Finance, and Science · Computer Science 2023-04-26 Vladimir Salnikov , Antoine Falaize , Daria Loziienko

Packing and covering semidefinite programs (SDPs) appear in natural relaxations of many combinatorial optimization problems as well as a number of other applications. Recently, several techniques were proposed, that utilize the particular…

Data Structures and Algorithms · Computer Science 2019-02-19 Khaled Elbassioni , Kazuhisa Makino

We consider the problem of finding the optimal diagonal preconditioner for a positive definite matrix. Although this problem has been shown to be solvable and various methods have been proposed, none of the existing approaches are scalable…

Numerical Analysis · Mathematics 2024-11-07 Wenzhi Gao , Zhaonan Qu , Madeleine Udell , Yinyu Ye

The Procrustes matching (PM) problem is the problem of finding the optimal rigid motion and labeling of two point sets so that they are as close as possible. Both rigid and non-rigid shape matching problems can be formulated as PM problems.…

Optimization and Control · Mathematics 2017-11-30 Nadav Dym , Yaron Lipman

Phase unwrapping is a key problem in many coherent imaging systems, such as synthetic aperture radar (SAR) interferometry. A general formulation for redundant integration of finite differences for phase unwrapping (Costantini et al., 2010)…

Other Computer Science · Computer Science 2018-05-04 Ravi Lanka

Maximum A posteriori Probability (MAP) inference in graphical models amounts to solving a graph-structured combinatorial optimization problem. Popular inference algorithms such as belief propagation (BP) and generalized belief propagation…

Machine Learning · Statistics 2017-09-20 Murat A. Erdogdu , Yash Deshpande , Andrea Montanari

The authors proposed a general way to find particular solutions for overdetermined systems of PDEs previously, where the number of equations is greater than the number of unknown functions. In this paper, we propose an algorithm for finding…

Symbolic Computation · Computer Science 2019-12-30 Maxim Zaytsev , V'yacheslav Akkerman

Seeking tighter relaxations of combinatorial optimization problems, semidefinite programming is a generalization of linear programming that offers better bounds and is still polynomially solvable. Yet, in practice, a semidefinite program is…

Optimization and Control · Mathematics 2023-11-17 Daniel Porumbel

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

We have observed an interesting, yet unexplained, phenomenon: Semidefinite programming (SDP) based relaxations of maximum likelihood estimators (MLE) tend to be tight in recovery problems with noisy data, even when MLE cannot exactly…

Optimization and Control · Mathematics 2014-04-11 Afonso S. Bandeira , Yuehaw Khoo , Amit Singer

A novel orthogonalization-free method together with two specific algorithms are proposed to solve extreme eigenvalue problems. On top of gradient-based algorithms, the proposed algorithms modify the multi-column gradient such that earlier…

Numerical Analysis · Mathematics 2021-10-15 Weiguo Gao , Yingzhou Li , Bichen Lu

A tensor network is a diagram that specifies a way to "multiply" a collection of tensors together to produce another tensor (or matrix). Many existing algorithms for tensor problems (such as tensor decomposition and tensor PCA), although…

Data Structures and Algorithms · Computer Science 2018-11-05 Ankur Moitra , Alexander S. Wein

We consider solving high-order semidefinite programming (SDP) relaxations of nonconvex polynomial optimization problems (POPs) that often admit degenerate rank-one optimal solutions. Instead of solving the SDP alone, we propose a new…

Optimization and Control · Mathematics 2021-10-27 Heng Yang , Ling Liang , Luca Carlone , Kim-Chuan Toh

This paper introduces an efficient algorithm for computing the best approximation of a given matrix onto the intersection of linear equalities, inequalities and the doubly nonnegative cone (the cone of all positive semidefinite matrices…

Optimization and Control · Mathematics 2018-03-20 Ying Cui , Defeng Sun , Kim-Chuan Toh

This paper introduces several new algorithms for consensus over the special orthogonal group. By relying on a convex relaxation of the space of rotation matrices, consensus over rotation elements is reduced to solving a convex problem with…

Optimization and Control · Mathematics 2014-10-08 Nikolai Matni , Matanya B. Horowitz

We study robust convex quadratic programs where the uncertain problem parameters can contain both continuous and integer components. Under the natural boundedness assumption on the uncertainty set, we show that the generic problems are…

Optimization and Control · Mathematics 2018-12-19 Areesh Mittal , Can Gokalp , Grani A. Hanasusanto

This paper studies the problem of stability of a parameterized delay differential equations (DDE see equation (0.1)). After discretizing the DDE (0.1), we show that the problem can be equivalently casted into a semi-definite programming…

Optimization and Control · Mathematics 2017-01-03 Dongcai Su

For a linear complementarity problem, we present a relaxaiton accelerated two-sweep matrix splitting iteration method. The convergence analysis illustrates that the proposed method converges to the exact solution of the linear…

Optimization and Control · Mathematics 2020-12-02 Dongkai Li , Li Wang , Yuying Liu