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We give the first approximation algorithm for mixed packing and covering semidefinite programs (SDPs) with polylogarithmic dependence on width. Mixed packing and covering SDPs constitute a fundamental algorithmic primitive with recent…

Data Structures and Algorithms · Computer Science 2021-07-13 Arun Jambulapati , Yin Tat Lee , Jerry Li , Swati Padmanabhan , Kevin Tian

Positive linear programs (LP), also known as packing and covering linear programs, are an important class of problems that bridges computer science, operations research, and optimization. Despite the consistent efforts on this problem, all…

Data Structures and Algorithms · Computer Science 2016-11-15 Zeyuan Allen-Zhu , Lorenzo Orecchia

This paper studies the problem of finding an $(1+\epsilon)$-approximate solution to positive semidefinite programs. These are semidefinite programs in which all matrices in the constraints and objective are positive semidefinite and all…

Data Structures and Algorithms · Computer Science 2016-02-23 Richard Peng , Kanat Tangwongsan , Peng Zhang

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

In this paper we present a new algorithm for solving linear programs that requires only $\tilde{O}(\sqrt{rank(A)}L)$ iterations to solve a linear program with $m$ constraints, $n$ variables, and constraint matrix $A$, and bit complexity…

Data Structures and Algorithms · Computer Science 2015-03-06 Yin Tat Lee , Aaron Sidford

We give new rounding schemes for SDP relaxations for the problems of maximizing cubic polynomials over the unit sphere and the $n$-dimensional hypercube. In both cases, the resulting algorithms yield a $O(\sqrt{n/k})$ multiplicative…

Data Structures and Algorithms · Computer Science 2023-10-03 Jun-Ting Hsieh , Pravesh K. Kothari , Lucas Pesenti , Luca Trevisan

We present the first parallel algorithm for solving systems of linear equations in symmetric, diagonally dominant (SDD) matrices that runs in polylogarithmic time and nearly-linear work. The heart of our algorithm is a construction of a…

Numerical Analysis · Computer Science 2013-11-14 Richard Peng , Daniel A. Spielman

Sum of squares (SOS) optimization is a powerful technique for solving problems where the positivity of a polynomials must be enforced. The common approach to solve an SOS problem is by relaxation to a Semidefinite Program (SDP). The main…

Optimization and Control · Mathematics 2024-10-29 Daniel Keren , Margarita Osadchy , Roi Poranne

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 (SDPs) are a fundamental class of optimization problems with important recent applications in approximation algorithms, quantum complexity, robust learning, algorithmic rounding, and adversarial deep learning. This…

Data Structures and Algorithms · Computer Science 2020-09-23 Haotian Jiang , Tarun Kathuria , Yin Tat Lee , Swati Padmanabhan , Zhao Song

Packing and covering linear programs (PC-LPs) form an important class of linear programs (LPs) across computer science, operations research, and optimization. In 1993, Luby and Nisan constructed an iterative algorithm for approximately…

Data Structures and Algorithms · Computer Science 2018-02-28 Zeyuan Allen-Zhu , Lorenzo Orecchia

Many problems of systems control theory boil down to solving polynomial equations, polynomial inequalities or polyomial differential equations. Recent advances in convex optimization and real algebraic geometry can be combined to generate…

Optimization and Control · Mathematics 2013-09-13 Didier Henrion

This paper develops a new storage-optimal algorithm that provably solves generic semidefinite programs (SDPs) in standard form. This method is particularly effective for weakly constrained SDPs. The key idea is to formulate an approximate…

Optimization and Control · Mathematics 2020-06-19 Lijun Ding , Alp Yurtsever , Volkan Cevher , Joel A. Tropp , Madeleine Udell

This paper introduces a new robust interior point method analysis for semidefinite programming (SDP). This new robust analysis can be combined with either logarithmic barrier or hybrid barrier. Under this new framework, we can improve the…

Optimization and Control · Mathematics 2021-11-22 Baihe Huang , Shunhua Jiang , Zhao Song , Runzhou Tao , Ruizhe Zhang

We give two quantum algorithms for solving semidefinite programs (SDPs) providing quantum speed-ups. We consider SDP instances with $m$ constraint matrices, each of dimension $n$, rank at most $r$, and sparsity $s$. The first algorithm…

In breakthrough work, Tardos (Oper. Res. '86) gave a proximity based framework for solving linear programming (LP) in time depending only on the constraint matrix in the bit complexity model. In Tardos's framework, one reduces solving the…

Optimization and Control · Mathematics 2020-09-11 Daniel Dadush , Bento Natura , László A. Végh

Packing and covering linear programs belong to the narrow class of linear programs that are efficiently solvable in parallel and distributed models of computation, yet are a powerful modeling tool for a wide range of fundamental problems in…

Data Structures and Algorithms · Computer Science 2017-10-26 Jelena Diakonikolas , Lorenzo Orecchia

Motivated by the philosophy and phenomenal success of compressed sensing, the problem of reconstructing a matrix from a sampling of its entries has attracted much attention recently. Such a problem can be viewed as an information-theoretic…

Information Theory · Computer Science 2009-05-15 Zhisu Zhu , Anthony Man-Cho So , Yinyu Ye

A symmetric matrix is called a Laplacian if it has nonpositive off-diagonal entries and zero row sums. Since the seminal work of Spielman and Teng (2004) on solving Laplacian linear systems in nearly linear time, several algorithms have…

Data Structures and Algorithms · Computer Science 2023-04-28 Sushant Sachdeva , Yibin Zhao

In this paper, we consider a bilevel polynomial optimization problem where the objective and the constraint functions of both the upper and the lower level problems are polynomials. We present methods for finding its global minimizers and…

Optimization and Control · Mathematics 2016-01-14 V. Jeyakumar , J. B. Lasserre , G. Li , T. S. Pham
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