Related papers: Time-Varying Semidefinite Programs
A large number of problems in optimization, machine learning, signal processing can be effectively addressed by suitable semidefinite programming (SDP) relaxations. Unfortunately, generic SDP solvers hardly scale beyond instances with a few…
The Burer-Monteiro method is one of the most widely used techniques for solving large-scale semidefinite programs (SDP). The basic idea is to solve a nonconvex program in $Y$, where $Y$ is an $n \times p$ matrix such that $X = Y Y^T$. In…
In this paper, we propose iterative inner/outer approximations based on a recent notion of block factor-width-two matrices for solving semidefinite programs (SDPs). Our inner/outer approximating algorithms generate a sequence of upper/lower…
An improved fully polynomial-time approximation scheme and a greedy heuristic for the fractional length-bounded maximum multicommodity flow problem with unit edge-lengths are proposed. Computational experiments are carried out on benchmark…
We study the ternary quadratic problem (TQP), a quadratic optimization problem with linear constraints where the variables take values in $\{0, \pm 1\}$. While semidefinite programming (SDP) techniques are well established for $\{0,1\}$-…
Feature subset selection, as a special case of the general subset selection problem, has been the topic of a considerable number of studies due to the growing importance of data-mining applications. In the feature subset selection problem…
We present a novel analysis of semidefinite programs (SDPs) with positive duality gaps, i.e. different optimal values in the primal and dual problems. These SDPs are extremely pathological, often unsolvable, and also serve as models of more…
Wireless time-sensitive networking (WTSN) is essential for Industrial Internet of Things. We address the problem of minimizing time slots needed for WTSN transmissions while ensuring reliability subject to interference constraints -- an…
In this paper, we propose two algorithms for nonlinear semi-infinite semi-definite programs with infinitely many convex inequality constraints, called SISDP for short. A straightforward approach to the SISDP is to use classical methods for…
In this paper we study the relationship between the optimal value of a homogeneous quadratic optimization problem and that of its Semidefinite Programming (SDP) relaxation. We consider two quadratic optimization models: (1) $\min \{x^* C x…
A longstanding problem related to floating-point implementation of numerical programs is to provide efficient yet precise analysis of output errors. We present a framework to compute lower bounds on largest absolute roundoff errors, for a…
Many sequential decision problems can be formulated as Markov Decision Processes (MDPs) where the optimal value function (or cost-to-go function) can be shown to satisfy a monotone structure in some or all of its dimensions. When the state…
Semidefinite programs (SDPs) can be solved in polynomial time by interior point methods. However, when the dimension of the problem gets large, interior point methods become impractical in terms of both computational time and memory…
In a common formulation of semi-infinite programs, the infinite constraint set is a requirement that a function parametrized by the decision variables is nonnegative over an interval. If this function is sufficiently closely approximable by…
Motivated by applications to multi-antenna wireless networks, we propose a distributed and asynchronous algorithm for stochastic semidefinite programming. This algorithm is a stochastic approximation of a continous- time matrix exponential…
We derive several efficiently computable converse bounds for quantum communication over quantum channels in both the one-shot and asymptotic regime. First, we derive one-shot semidefinite programming (SDP) converse bounds on the amount of…
The use of convex relaxations has lately gained considerable interest in Power Systems. These relaxations play a major role in providing global optimality guarantees for non-convex optimization problems. For the Optimal Power Flow (OPF)…
We consider discrete bilevel optimization problems where the follower solves an integer program with a fixed number of variables. Using recent results in parametric integer programming, we present polynomial time algorithms for pure and…
The technique of semidefinite programming (SDP) relaxation can be used to obtain a nontrivial bound on the optimal value of a nonconvex quadratically constrained quadratic program (QCQP). We explore concave quadratic inequalities that hold…
Semidefinite programming (SDP) is a central topic in mathematical optimization with extensive studies on its efficient solvers. In this paper, we present a proof-of-principle sublinear-time algorithm for solving SDPs with low-rank…