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We study robust convex quadratic programs where the uncertain problem parameters can contain both continuous and integer components. Under the natural boundedness assumption on the uncertainty set, we show that the generic problems are…

Optimization and Control · Mathematics 2018-12-19 Areesh Mittal , Can Gokalp , Grani A. Hanasusanto

Several algorithms are available in the literature for finding the entire set of Pareto-optimal solutions in MultiObjective Linear Programming (MOLP). However, it has not been proposed so far an interior point algorithm that finds all…

Optimization and Control · Mathematics 2011-12-30 Víctor Blanco , Justo Puerto , Safae El-Haj Ben-Ali

Solving optimization problems is a key task for which quantum computers could possibly provide a speedup over the best known classical algorithms. Particular classes of optimization problems including semi-definite programming (SDP) and…

In this paper, we develop semidefinite programming (SDP) models aimed at solving optimal power flow (OPF) problems in distribution systems. We propose two models: the symmetrical SDP model which modifies the existing BFM-SDP model. Then…

Optimization and Control · Mathematics 2017-12-27 Zeyu Wang , Daniel S. Kirschen , Baosen Zhang

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

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

Semidefinite Programming (SDP) provides tight lower bounds for Optimal Power Flow problems. However, solving large-scale SDP problems requires exploiting sparsity. In this paper, we experiment several clique decomposition algorithms that…

Optimization and Control · Mathematics 2019-12-20 Julie Sliwak , Miguel Anjos , Lucas Létocart , Jean Maeght , Emiliano Traversi

We introduce a new class of semidefinite programming (SDP) relaxations for sparse box-constrained quadratic programs, obtained by a novel integration of the Reformulation Linearization Technique into standard SDP relaxations while…

Optimization and Control · Mathematics 2026-02-13 Aida Khajavirad

In scheduling and timetabling applications, the mutual-exclusion constraint stipulates that certain pairs of tasks that cannot be executed at the same time. This corresponds to the vertex colouring problem in graph theory, for which there…

Optimization and Control · Mathematics 2019-04-09 Jakub Marecek , Andrew J. Parkes

Many nonconvex problems in robotics can be relaxed into convex formulations via Semi-Definite Programming (SDP) that can be solved to global optimality. The practical quality of these solutions, however, critically depends on rounding them…

Robotics · Computer Science 2025-10-02 Liangting Wu , Roberto Tron

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

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

Super-resolution theory aims to estimate the discrete components lying in a continuous space that constitute a sparse signal with optimal precision. This work investigates the potential of recent super-resolution techniques for spectral…

Information Theory · Computer Science 2016-11-24 M. Ferreira Da Costa , W. Dai

In this paper we address the class of Sequential Decision Making (SDM) problems that are characterized by time-varying parameters. These parameter dynamics are either pre-specified or manipulable. At any given time instant the decision…

Optimization and Control · Mathematics 2022-01-26 Amber Srivastava , S. M. Salapaka

We consider the NP-hard problem of minimizing a convex quadratic function over the integer lattice ${\bf Z}^n$. We present a simple semidefinite programming (SDP) relaxation for obtaining a nontrivial lower bound on the optimal value of the…

Optimization and Control · Mathematics 2017-03-16 Jaehyun Park , Stephen Boyd

We develop a polynomial time $\Omega\left ( \frac 1R \log R \right)$ approximate algorithm for Max 2CSP-$R$, the problem where we are given a collection of constraints, each involving two variables, where each variable ranges over a set of…

Data Structures and Algorithms · Computer Science 2015-04-07 Guy Kindler , Alexandra Kolla , Luca Trevisan

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

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

Denote by $A$ the adjacency matrix of an Erdos-Renyi graph with bounded average degree. We consider the problem of maximizing $\langle A-E\{A\},X\rangle$ over the set of positive semidefinite matrices $X$ with diagonal entries $X_{ii}=1$.…

Discrete Mathematics · Computer Science 2015-12-25 Andrea Montanari , Subhabrata Sen

We introduce an innovative numerical technique based on convex optimization to solve a range of infinite dimensional variational problems arising from the application of the background method to fluid flows. In contrast to most existing…

Fluid Dynamics · Physics 2016-04-13 G. Fantuzzi , A. Wynn