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Semidefinite programs (SDPs) can be solved in polynomial time by interior point methods, but scalability can be an issue. To address this shortcoming, over a decade ago, Burer and Monteiro proposed to solve SDPs with few equality…

Optimization and Control · Mathematics 2018-04-12 Nicolas Boumal , Vladislav Voroninski , Afonso S. Bandeira

In the presence of heterogeneous data, where randomly rotated objects fall into multiple underlying categories, it is challenging to simultaneously classify them into clusters and synchronize them based on pairwise relations. This gives…

Machine Learning · Statistics 2023-09-15 Yifeng Fan , Yuehaw Khoo , Zhizhen Zhao

Group synchronization aims to recover the group elements from their noisy pairwise measurements. It has found many applications in community detection, clock synchronization, and joint alignment problem. This paper focuses on the orthogonal…

Optimization and Control · Mathematics 2020-06-02 Shuyang Ling

Semidefinite programs (SDP) are important in learning and combinatorial optimization with numerous applications. In pursuit of low-rank solutions and low complexity algorithms, we consider the Burer--Monteiro factorization approach for…

Machine Learning · Statistics 2018-03-02 Srinadh Bhojanapalli , Nicolas Boumal , Prateek Jain , Praneeth Netrapalli

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

Modularity maximization has been a fundamental tool for understanding the community structure of a network, but the underlying optimization problem is nonconvex and NP-hard to solve. State-of-the-art algorithms like the Louvain or Leiden…

Machine Learning · Computer Science 2020-12-07 Po-Wei Wang , J. Zico Kolter

We propose a method for low-rank semidefinite programming in application to the semidefinite relaxation of unconstrained binary quadratic problems. The method improves an existing solution of the semidefinite programming relaxation to…

Optimization and Control · Mathematics 2021-12-07 Roman Pogodin , Mikhail Krechetov , Yury Maximov

When solving large scale semidefinite programs that admit a low-rank solution, an efficient heuristic is the Burer-Monteiro factorization: instead of optimizing over the full matrix, one optimizes over its low-rank factors. This reduces the…

Optimization and Control · Mathematics 2019-11-15 Irène Waldspurger , Alden Waters

Rank minimization is of interest in machine learning applications such as recommender systems and robust principal component analysis. Minimizing the convex relaxation to the rank minimization problem, the nuclear norm, is an effective…

Optimization and Control · Mathematics 2021-03-30 April Sagan , John E. Mitchell

This paper develops distributed synchronous and asynchronous algorithms for the large-scale semi-definite programming with diagonal constraints, which has wide applications in combination optimization, image processing and community…

Optimization and Control · Mathematics 2021-04-02 Xia Jiang , Xianlin Zeng , Jian Sun , Jie Chen

We consider MaxCut-type semidefinite programs (SDP) which admit a low rank solution. To numerically leverage the low rank hypothesis, a standard algorithmic approach is the Burer-Monteiro factorization, which allows to significantly reduce…

Optimization and Control · Mathematics 2025-03-27 Faniriana Rakoto Endor , Irène Waldspurger

This paper studies noisy low-rank matrix completion: given partial and noisy entries of a large low-rank matrix, the goal is to estimate the underlying matrix faithfully and efficiently. Arguably one of the most popular paradigms to tackle…

Machine Learning · Statistics 2019-10-08 Yuxin Chen , Yuejie Chi , Jianqing Fan , Cong Ma , Yuling Yan

We consider the problem of minimizing a linear function over an affine section of the cone of positive semidefinite matrices, with the additional constraint that the feasible matrix has prescribed rank. When the rank constraint is active,…

Systems and Control · Computer Science 2016-11-22 Simone Naldi

Semidefinite programs (SDPs) often arise in relaxations of some NP-hard problems, and if the solution of the SDP obeys certain rank constraints, the relaxation will be tight. Decomposition methods based on chordal sparsity have already been…

Optimization and Control · Mathematics 2020-09-17 Jared Miller , Yang Zheng , Biel Roig-Solvas , Mario Sznaier , Antonis Papachristodoulou

Semidefinite programs are convex optimisation problems involving a linear objective function and a domain of positive semidefinite matrices. Over the last two decades, they have become an indispensable tool in quantum information science.…

Quantum Physics · Physics 2024-12-17 Armin Tavakoli , Alejandro Pozas-Kerstjens , Peter Brown , Mateus Araújo

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

In this paper, "chance optimization" problems are introduced, where one aims at maximizing the probability of a set defined by polynomial inequalities. These problems are, in general, nonconvex and computationally hard. With the objective…

Optimization and Control · Mathematics 2015-05-12 Ashkan Jasour , Necdet Serhat Aybat , Constantino Lagoa

Semidefinite programming (SDP) is a fundamental class of convex optimization problems with diverse applications in mathematics, engineering, machine learning, and related disciplines. This paper investigates the application of the…

Optimization and Control · Mathematics 2025-10-15 Zilong Cui , Ran Gu

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

This paper proposes a new algorithm for solving MAX2SAT problems based on combining search methods with semidefinite programming approaches. Semidefinite programming techniques are well-known as a theoretical tool for approximating maximum…

Optimization and Control · Mathematics 2018-12-18 Po-Wei Wang , J. Zico Kolter
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