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Memory-Bounded Dynamic Programming (MBDP) has proved extremely effective in solving decentralized POMDPs with large horizons. We generalize the algorithm and improve its scalability by reducing the complexity with respect to the number of…

Artificial Intelligence · Computer Science 2012-06-26 Sven Seuken , Shlomo Zilberstein

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

This paper studies the problem of stability of a parameterized delay differential equations (DDE see equation (0.1)). After discretizing the DDE (0.1), we show that the problem can be equivalently casted into a semi-definite programming…

Optimization and Control · Mathematics 2017-01-03 Dongcai Su

We develop algorithms for inner approximating the cone of positive semidefinite matrices via linear programming and second order cone programming. Starting with an initial linear algebraic approximation suggested recently by Ahmadi and…

Optimization and Control · Mathematics 2016-03-14 Amir Ali Ahmadi , Sanjeeb Dash , Georgina Hall

Solving semiparametric models can be computationally challenging because the dimension of parameter space may grow large with increasing sample size. Classical Newton's method becomes quite slow and unstable with intensive calculation of…

Computation · Statistics 2021-08-19 Yucong Lin , Jinhua Su , Yang Liu , Jue Hou , Feifei Wang

Semidefinite programs (SDPs) are a particular class of convex optimization problems with applications in combinatorial optimization, operational research, and quantum information science. Seminal work by Brand\~{a}o and Svore shows that a…

Quantum Physics · Physics 2023-10-13 Oscar Watts , Yuta Kikuchi , Luuk Coopmans

We present a novel, practical, and provable approach for solving diagonally constrained semi-definite programming (SDP) problems at scale using accelerated non-convex programming. Our algorithm non-trivially combines acceleration motions…

Optimization and Control · Mathematics 2023-02-07 Junhyung Lyle Kim , JA Lara Benitez , Mohammad Taha Toghani , Cameron Wolfe , Zhiwei Zhang , Anastasios Kyrillidis

A widely used method for solving SOS (Sum Of Squares) decomposition problem is to reduce it to the problem of semi-definite programs (SDPs) which can be efficiently solved in theory. In practice, although many SDP solvers can work out some…

Symbolic Computation · Computer Science 2018-01-31 Haokun Li , Bican Xia

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

We present two quantum interior point methods for semidefinite optimization problems, building on recent advances in quantum linear system algorithms. The first scheme, more similar to a classical solution algorithm, computes an inexact…

Quantum Physics · Physics 2023-09-13 Brandon Augustino , Giacomo Nannicini , Tamás Terlaky , Luis F. Zuluaga

In modern engineering scenarios, there is often a strict upper bound on the number of algorithm iterations that can be performed within a given time limit. This raises the question of optimal algorithmic configuration for a fixed and finite…

Optimization and Control · Mathematics 2024-12-31 Yushun Zhang , Dmitry Rybin , Zhi-Quan Luo

In this paper, we propose a low-rank coordinate descent approach to structured semidefinite programming with diagonal constraints. The approach, which we call the Mixing method, is extremely simple to implement, has no free parameters, and…

Optimization and Control · Mathematics 2026-05-12 Po-Wei Wang , Wei-Cheng Chang , J. Zico Kolter

Maximum A posteriori Probability (MAP) inference in graphical models amounts to solving a graph-structured combinatorial optimization problem. Popular inference algorithms such as belief propagation (BP) and generalized belief propagation…

Machine Learning · Statistics 2017-09-20 Murat A. Erdogdu , Yash Deshpande , Andrea Montanari

Linear models are regularly used for mapping cores to tiles in a chip. System-on-Chip (SoC) design requires integration of functional units with varying sizes, but conventional models only account for identical-sized cores. Linear models…

Signal Processing · Electrical Eng. & Systems 2019-05-17 Jan Moritz Joseph , Dominik Ermel , Tobias Drewes , Lennart Bamberg , Alberto Garcia-Oritz , Thilo Pionteck

We approximate the backward reachable set of discrete-time autonomous polynomial systems using the recently developed occupation measure approach. We formulate the problem as an infinite-dimensional linear programming (LP) problem on…

Systems and Control · Computer Science 2018-07-27 Weiqiao Han , Russ Tedrake

Random projection, a dimensionality reduction technique, has been found useful in recent years for reducing the size of optimization problems. In this paper, we explore the use of sparse sub-gaussian random projections to approximate…

Optimization and Control · Mathematics 2024-06-21 Monse Guedes-Ayala , Pierre-Louis Poirion , Lars Schewe , Akiko Takeda

We study optimization programs given by a bilinear form over non-commutative variables subject to linear inequalities. Problems of this form include the entangled value of two-prover games, entanglement-assisted coding for classical…

Quantum Physics · Physics 2016-08-15 Mario Berta , Omar Fawzi , Volkher B. Scholz

Low-rank methods for semidefinite programming (SDP) have gained a lot of interest recently, especially in machine learning applications. Their analysis often involves determinant-based or Schatten-norm penalties, which are hard to implement…

Optimization and Control · Mathematics 2021-12-07 Mikhail Krechetov , Jakub Marecek , Yury Maximov , Martin Takac

Dimensionality reduction is a first step of many machine learning pipelines. Two popular approaches are principal component analysis, which projects onto a small number of well chosen but non-interpretable directions, and feature selection,…

Machine Learning · Statistics 2018-12-27 Ayoub Belhadji , Rémi Bardenet , Pierre Chainais

Self-supervised speech representation learning (SSL) has shown to be effective in various downstream tasks, but SSL models are usually large and slow. Model compression techniques such as pruning aim to reduce the model size and computation…

Computation and Language · Computer Science 2023-03-01 Yifan Peng , Kwangyoun Kim , Felix Wu , Prashant Sridhar , Shinji Watanabe