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We study a semidefinite programming (SDP) relaxation of the maximum likelihood estimation for exactly recovering a hidden community of cardinality $K$ from an $n \times n$ symmetric data matrix $A$, where for distinct indices $i,j$, $A_{ij}…

Machine Learning · Statistics 2016-06-06 Bruce Hajek , Yihong Wu , Jiaming Xu

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

Consider a semidefinite program (SDP) involving an $n\times n$ positive semidefinite matrix $X$. The Burer-Monteiro method uses the substitution $X=Y Y^T$ to obtain a nonconvex optimization problem in terms of an $n\times p$ matrix $Y$.…

Optimization and Control · Mathematics 2020-03-03 Diego Cifuentes

We give a quantum speedup for solving the canonical semidefinite programming relaxation for binary quadratic optimization. This class of relaxations for combinatorial optimization has so far eluded quantum speedups. Our methods combine…

Data Structures and Algorithms · Computer Science 2022-01-26 Fernando G. S L. Brandão , Richard Kueng , Daniel Stilck França

Sparse structure learning in high-dimensional Gaussian graphical models is an important problem in multivariate statistical signal processing; since the sparsity pattern naturally encodes the conditional independence relationship among…

Methodology · Statistics 2023-09-26 Ksheera Sagar , Jyotishka Datta , Sayantan Banerjee , Anindya Bhadra

The marginal maximum a posteriori probability (MAP) estimation problem, which calculates the mode of the marginal posterior distribution of a subset of variables with the remaining variables marginalized, is an important inference problem…

Machine Learning · Statistics 2013-07-19 Qiang Liu , Alexander Ihler

We present an approximation scheme for optimizing certain Quadratic Integer Programming problems with positive semidefinite objective functions and global linear constraints. This framework includes well known graph problems such as Minimum…

Computational Complexity · Computer Science 2015-03-19 Venkatesan Guruswami , Ali Kemal Sinop

Algorithm unfolding creates an interpretable and parsimonious neural network architecture by implementing each iteration of a model-based algorithm as a neural layer. However, unfolding a proximal splitting algorithm with a positive…

Machine Learning · Computer Science 2021-09-13 Cheng Yang , Gene Cheung , Wai-tian Tan , Guangtao Zhai

In this paper, we show that the standard semidefinite programming (SDP) relaxation of altering current optimal power flow (AC OPF) can be equivalently reformulated as second-order cone programming (SOCP) relaxation with maximal clique- and…

Optimization and Control · Mathematics 2018-10-09 Lingling Fan , Hossein Ghassempour Aghamolki , Zhixin Miao , Bo Zeng

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

We generalize the reduction mechanism for linear programming problems and semidefinite programming problems from [arXiv:1410.8816] in two ways 1) relaxing the requirement of affineness and 2) extending to fractional optimization problems.…

Computational Complexity · Computer Science 2018-10-23 Gábor Braun , Sebastian Pokutta , Aurko Roy

The densest k-subgraph (DkS) problem (i.e. find a size k subgraph with maximum number of edges), is one of the notorious problems in approximation algorithms. There is a significant gap between known upper and lower bounds for DkS: the…

Data Structures and Algorithms · Computer Science 2011-10-07 Aditya Bhaskara , Moses Charikar , Venkatesan Guruswami , Aravindan Vijayaraghavan , Yuan Zhou

We consider semidefinite programs (SDPs) with equality constraints. The variable to be optimized is a positive semidefinite matrix $X$ of size $n$. Following the Burer--Monteiro approach, we optimize a factor $Y$ of size $n \times p$…

Optimization and Control · Mathematics 2019-05-30 Nicolas Boumal , Vladislav Voroninski , Afonso S. Bandeira

The generalized belief propagation (GBP), introduced by Yedidia et al., is an extension of the belief propagation (BP) algorithm, which is widely used in different problems involved in calculating exact or approximate marginals of…

Machine Learning · Computer Science 2016-05-09 Farzin Haddadpour , Mahdi Jafari Siavoshani , Morteza Noshad

Belief propagation (BP) algorithm is a widely used message-passing method for inference in graphical models. BP on loop-free graphs converges in linear time. But for graphs with loops, BP's performance is uncertain, and the understanding of…

Machine Learning · Statistics 2020-06-30 Dong Liu , Minh Thành Vu , Zuxing Li , Lars K. Rasmussen

A semidefinite program (SDP) is a particular kind of convex optimization problem with applications in operations research, combinatorial optimization, quantum information science, and beyond. In this work, we propose variational quantum…

Quantum Physics · Physics 2024-06-19 Dhrumil Patel , Patrick J. Coles , Mark M. Wilde

Graphical models use graphs to compactly capture stochastic dependencies amongst a collection of random variables. Inference over graphical models corresponds to finding marginal probability distributions given joint probability…

Machine Learning · Statistics 2013-04-02 Divyanshu Vats , José M. F. Moura

A new approach to solving a class of rankconstrained semi-definite programming (SDP) problems, which appear in many signal processing applications such as transmit beamspace design in multiple-input multiple-output (MIMO) radar, downlink…

Information Theory · Computer Science 2016-10-10 Matthew W. Morency , Sergiy A. Vorobyov

This paper produces an efficient Semidefinite Programming (SDP) solution for community detection that incorporates non-graph data, which in this context is known as side information. SDP is an efficient solution for standard community…

Machine Learning · Statistics 2021-05-07 Mohammad Esmaeili , Hussein Metwaly Saad , Aria Nosratinia

We present an online algorithm for time-varying semidefinite programs (TV-SDPs), based on the tracking of the solution trajectory of a low-rank matrix factorization, also known as the Burer-Monteiro factorization, in a path-following…

Optimization and Control · Mathematics 2024-01-17 Antonio Bellon , Mareike Dressler , Vyacheslav Kungurtsev , Jakub Marecek , André Uschmajew
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