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The completely bounded trace and spectral norms in finite dimensions are shown to be expressible by semidefinite programs. This provides an efficient method by which these norms may be both calculated and verified, and gives alternate…

Quantum Physics · Physics 2009-04-15 John Watrous

We study the problem of estimating a low-rank positive semidefinite (PSD) matrix from a set of rank-one measurements using sensing vectors composed of i.i.d. standard Gaussian entries, which are possibly corrupted by arbitrary outliers.…

Information Theory · Computer Science 2016-12-21 Yuanxin Li , Yue Sun , Yuejie Chi

Constraint-solving-based program invariant synthesis takes a parametric invariant template and encodes the (inductive) invariant conditions into constraints. The problem of characterizing the set of all valid parameter assignments is…

Programming Languages · Computer Science 2024-09-20 Hao Wu , Qiuye Wang , Bai Xue , Naijun Zhan , Lihong Zhi , Zhihong Yang

We express the optimization of entanglement witnesses for arbitrary bipartite states in terms of a class of convex optimization problems known as Robust Semidefinite Programs (RSDP). We propose, using well known properties of RSDP, several…

Quantum Physics · Physics 2007-05-23 Fernando. G. S. L. Brandao , Reinaldo O. Vianna

Various control schemes rely on a solution of a convex optimization problem involving a particular robust quadratic constraint, which can be reformulated as a linear matrix inequality using the well-known $\mathcal{S}$-lemma. However, the…

Optimization and Control · Mathematics 2020-12-10 Goran Banjac , Jianzhe Zhen , Dick den Hertog , John Lygeros

Semidefinite programming (SDP) is a unifying framework that generalizes both linear programming and quadratically-constrained quadratic programming, while also yielding efficient solvers, both in theory and in practice. However, there exist…

Data Structures and Algorithms · Computer Science 2022-10-24 Elena Grigorescu , Young-San Lin , Sandeep Silwal , Maoyuan Song , Samson Zhou

Testing whether a probability distribution is compatible with a given Bayesian network is a fundamental task in the field of causal inference, where Bayesian networks model causal relations. Here we consider the class of causal structures…

Machine Learning · Statistics 2020-09-04 Aditya Kela , Kai von Prillwitz , Johan Aberg , Rafael Chaves , David Gross

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

Semidefinite programming (SDP) provides a powerful relaxation for the maximum cut problem. For a graph with rational weights, the decision problem of whether the SDP relaxation for the maximum cut problem is exact is known to be $NP$-hard;…

Optimization and Control · Mathematics 2026-02-09 Avinash Bhardwaj , Hritiz Gogoi , Vishnu Narayanan , Abhishek Pathapati

In order to verify programs or hybrid systems, one often needs to prove that certain formulas are unsatisfiable. In this paper, we consider conjunctions of polynomial inequalities over the reals. Classical algorithms for deciding these not…

Numerical Analysis · Mathematics 2009-02-02 David Monniaux

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

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

We view a conic optimization problem that has a unique solution as a map from its data to its solution. If sufficient regularity conditions hold at a solution point, namely that the implicit function theorem applies to the normalized…

Optimization and Control · Mathematics 2019-03-28 Enzo Busseti

Quadratically constrained quadratic programs (QCQPs) are a fundamental class of optimization problems well-known to be NP-hard in general. In this paper we study conditions under which the standard semidefinite program (SDP) relaxation of a…

Optimization and Control · Mathematics 2020-11-17 Alex L. Wang , Fatma Kilinc-Karzan

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

In this work, we propose a new local optimization method to solve a class of nonconvex semidefinite programming (SDP) problems. The basic idea is to approximate the feasible set of the nonconvex SDP problem by inner positive semidefinite…

Optimization and Control · Mathematics 2012-02-27 Quoc Tran Dinh , Wim Michiels , Moritz Diehl

We study a cutting-plane method for semidefinite optimization problems (SDOs), and supply a proof of the method's convergence, under a boundedness assumption. By relating the method's rate of convergence to an initial outer approximation's…

Optimization and Control · Mathematics 2020-02-17 Dimitris Bertsimas , Ryan Cory-Wright

A set is called semidefinite representable or semidefinite programming (SDP) representable if it can be represented as the projection of a higher dimensional set which is represented by some Linear Matrix Inequality (LMI). This paper…

Optimization and Control · Mathematics 2008-07-01 Jiawang Nie

This paper studies robust solutions and semidefinite linear programming (SDP) relaxations of a class of convex polynomial programs in the face of data uncertainty. The class of convex programs, called robust SOS-convex programs, includes…

Optimization and Control · Mathematics 2014-03-05 V. Jeyakumar , G. Li , J. Vicente-Perez

In this paper, we study possible extensions of the main ideas and methods of constrained DC optimization to the case of nonlinear semidefinite programming problems and more general nonlinear and nonsmooth cone constrained optimization…

Optimization and Control · Mathematics 2024-04-23 M. V. Dolgopolik