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We consider a parametric family of quadratically constrained quadratic programs (QCQP) and their associated semidefinite programming (SDP) relaxations. Given a nominal value of the parameter at which the SDP relaxation is exact, we study…

Optimization and Control · Mathematics 2023-10-03 Diego Cifuentes , Sameer Agarwal , Pablo A. Parrilo , Rekha R. Thomas

Semidefinite programming (SDP) is widely acknowledged as one of the most effective methods for deriving the tightest lower bounds of the optimal power flow (OPF) problems. In this paper, an enhanced semidefinite relaxation model that…

Systems and Control · Electrical Eng. & Systems 2024-10-01 Zhaojun Ruan , Libao Shi

Although neural networks have been applied to several systems in recent years, they still cannot be used in safety-critical systems due to the lack of efficient techniques to certify their robustness. A number of techniques based on convex…

Machine Learning · Computer Science 2021-09-28 Ziye Ma , Somayeh Sojoudi

We show that a class of semidefinite programs (SDP) admits a solution that is a positive semidefinite matrix of rank at most $r$, where $r$ is the rank of the matrix involved in the objective function of the SDP. The optimization problems…

Optimization and Control · Mathematics 2010-11-29 Guillaume Sagnol

It has been recently proven that the semidefinite programming (SDP) relaxation of the optimal power flow problem over radial networks is exact under technical conditions such as not including generation lower bounds or allowing load…

Optimization and Control · Mathematics 2015-10-19 Burak Kocuk , Santanu S. Dey , X. Andy Sun

Yannakakis showed that the matching problem does not have a small symmetric linear program. Rothvo{\ss} recently proved that any, not necessarily symmetric, linear program also has exponential size. It is natural to ask whether the matching…

Computational Complexity · Computer Science 2016-12-01 Gábor Braun , Jonah Brown-Cohen , Arefin Huq , Sebastian Pokutta , Prasad Raghavendra , Aurko Roy , Benjamin Weitz , Daniel Zink

We consider the problem of approximating nonconvex quadratic optimization with ellipsoid constraints (ECQP). We show some SDP-based approximation bounds for special cases of (ECQP) can be improved by trivially applying the extened Pataki's…

Optimization and Control · Mathematics 2016-02-08 Yong Xia , Shu Wang , Zi Xu

Motivated by applications in wireless communications, this paper develops semidefinite programming (SDP) relaxation techniques for some mixed binary quadratically constrained quadratic programs (MBQCQP) and analyzes their approximation…

Optimization and Control · Mathematics 2014-03-18 Zi Xu , Mingyi Hong , Zhi-Quan Luo

The trust-region problem, which minimizes a nonconvex quadratic function over a ball, is a key subproblem in trust-region methods for solving nonlinear optimization problems. It enjoys many attractive properties such as an exact…

Optimization and Control · Mathematics 2013-09-13 V. Jeyakumar , G. Li

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

In this paper, we consider an SDP relaxation of the quadratic knapsack problem (QKP). After using the Burer-Monteiro factorization, we get a non-convex optimization problem, whose feasible region is an algebraic variety. Although there…

Optimization and Control · Mathematics 2023-03-14 Tianyun Tang , Kim-Chuan Toh

We consider the optimization of pairwise objective functions, i.e., objective functions of the form $H(\mathbf{x}) = H(x_1,\ldots,x_N) = \sum_{1\leq i<j \leq N} H_{ij}(x_i,x_j)$ for $x_i$ in some continuous state spaces $\mathcal{X}_i$.…

Numerical Analysis · Mathematics 2020-12-21 Yian Chen , Yuehaw Khoo , Michael Lindsey

This paper develops new semidefinite programming (SDP) relaxation techniques for two classes of mixed binary quadratically constrained quadratic programs (MBQCQP) and analyzes their approximation performance. The first class of problem…

Optimization and Control · Mathematics 2014-03-18 Zi Xu , Mingyi Hong

A hierarchy of semidefinite programming (SDP) relaxations approximates the global optimum of polynomial optimization problems of noncommuting variables. Generating the relaxation, however, is a computationally demanding task, and only…

Mathematical Software · Computer Science 2015-06-15 Peter Wittek

A broad class of convex optimization problems can be formulated as a semidefinite program (SDP), minimization of a convex function over the positive-semidefinite cone subject to some affine constraints. The majority of classical SDP solvers…

Optimization and Control · Mathematics 2019-10-30 Francesco Locatello , Alp Yurtsever , Olivier Fercoq , Volkan Cevher

The problem of minimizing the rank of a symmetric positive semidefinite matrix subject to constraints can be cast equivalently as a semidefinite program with complementarity constraints (SDCMPCC). The formulation requires two positive…

Optimization and Control · Mathematics 2018-02-02 Xin Shen , John E. Mitchell

This short communication addresses the problem of elliptic localization with outlier measurements. Outliers are prevalent in various location-enabled applications, and can significantly compromise the positioning performance if not…

Signal Processing · Electrical Eng. & Systems 2024-09-04 Wenxin Xiong , Yuming Chen , Jiajun He , Zhang-Lei Shi , Keyuan Hu , Hing Cheung So , Chi-Sing Leung

The most widely used technique for solving large-scale semidefinite programs (SDPs) in practice is the non-convex Burer-Monteiro method, which explicitly maintains a low-rank SDP solution for memory efficiency. There has been much recent…

Optimization and Control · Mathematics 2022-11-23 Liam O'Carroll , Vaidehi Srinivas , Aravindan Vijayaraghavan

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

Submodular maximization generalizes many fundamental problems in discrete optimization, including Max-Cut in directed/undirected graphs, maximum coverage, maximum facility location and marketing over social networks. In this paper we…

Data Structures and Algorithms · Computer Science 2011-01-18 Ariel Kulik , Hadas Shachnai , Tami Tamir