English
Related papers

Related papers: On Positive Duality Gaps in Semidefinite Programmi…

200 papers

Positive maps that are not decomposable are a key resource in entanglement theory because they can detect bound entangled states, yet systematic methods for constructing them remain limited. We introduce an optimization framework based on…

Bilevel programming problems frequently arise in real-world applications across various fields, including transportation, economics, energy markets and healthcare. These problems have been proven to be NP-hard even in the simplest form with…

Optimization and Control · Mathematics 2024-09-06 Sina Hajikazemi , Florian Steinke

Consider a convex set S defined by a matrix inequality of polynomials or rational functions over a domain. The set S is called semidefinite programming (SDP) representable or just semidefinite representable if it equals the projection of a…

Optimization and Control · Mathematics 2011-03-30 Jiawang Nie

We consider semidefinite programming (SDP) approaches for solving the maximum satisfiability problem (MAX-SAT) and the weighted partial MAX-SAT. It is widely known that SDP is well-suited to approximate the (MAX-)2-SAT. Our work shows the…

Optimization and Control · Mathematics 2023-02-15 Lennart Sinjorgo , Renata Sotirov

We describe a factor-revealing convex optimization problem for the integrality gap of the maximum-cut semidefinite programming relaxation: for each $n \geq 2$ we present a convex optimization problem whose optimal value is the largest…

Optimization and Control · Mathematics 2021-03-24 Fernando Mário de Oliveira Filho , Frank Vallentin

We investigate exact semidefinite programming (SDP) relaxations for the problem of minimizing a nonconvex quadratic objective function over a feasible region defined by both finitely and infinitely many nonconvex quadratic inequality…

Optimization and Control · Mathematics 2025-09-04 Naohiko Arima , Sunyoung Kim , Masakazu Kojima

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

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

A sparse linear programming (SLP) problem is a linear programming problem equipped with a sparsity (or cardinality) constraint, which is nonconvex and discontinuous theoretically and generally NP-hard computationally due to the…

Optimization and Control · Mathematics 2018-06-05 Chen Zhao , Ziyan Luo , Weiyue Li , Houduo Qi , Naihua Xiu

Let \Gamma be a structure with a finite relational signature and a first-order definition in (R;*,+) with parameters from R, that is, a relational structure over the real numbers where all relations are semi-algebraic sets. In this article,…

Computational Complexity · Computer Science 2015-07-01 Manuel Bodirsky , Peter Jonsson , Timo von Oertzen

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

For equality-constrained linear mixed-integer programs (MIP) defined by rational data, it is known that the subadditive dual is a strong dual and that there exists an optimal solution of a particular form, termed generator subadditive…

Optimization and Control · Mathematics 2024-11-01 Gustavo Ivan Angulo Olivares , Burak Kocuk , Diego Moran Ramirez

Risk-averse multistage stochastic programs appear in multiple areas and are challenging to solve. Stochastic Dual Dynamic Programming (SDDP) is a well-known tool to address such problems under time-independence assumptions. We show how to…

Optimization and Control · Mathematics 2023-04-21 Bernardo Freitas Paulo da Costa , Vincent Leclère

Most inverse optimization models impute unspecified parameters of an objective function to make an observed solution optimal for a given optimization problem with a fixed feasible set. We propose two approaches to impute unspecified…

Optimization and Control · Mathematics 2019-07-19 Timothy C. Y. Chan , Neal Kaw

The matching problem between two adjacency matrices can be formulated as the NP-hard quadratic assignment problem (QAP). Previous work on semidefinite programming (SDP) relaxations to the QAP have produced solutions that are often tight in…

Optimization and Control · Mathematics 2017-03-29 Jose F. S. Bravo Ferreira , Yuehaw Khoo , Amit Singer

In recent years, information relaxation and duality in dynamic programs have been studied extensively, and the resulted primal-dual approach has become a powerful procedure in solving dynamic programs by providing lower-upper bounds on the…

Optimization and Control · Mathematics 2016-10-26 Helin Zhu , Fan Ye , Enlu Zhou

In this paper we propose a stochastic primal dual fixed point method (SPDFP) for solving the sum of two proper lower semi-continuous convex function and one of which is composite. The method is based on the primal dual fixed point method…

Optimization and Control · Mathematics 2020-04-21 YaNanZhu , XiaoqunZhang

A polynomial optimization problem (POP) consists of minimizing a multivariate real polynomial on a semi-algebraic set $K$ described by polynomial inequalities and equations. In its full generality it is a non-convex, multi-extremal,…

Optimization and Control · Mathematics 2014-05-29 Cédric Josz , Didier Henrion

A problem of the erroneous duality gap caused by the presence of symmetries is solved in this paper utilizing point group theory. The optimization problems are first divided into two classes based on their predisposition to suffer from this…

Computational Physics · Physics 2021-06-23 Miloslav Capek , Lukas Jelinek , Michal Masek

Fourier-Motzkin elimination is a projection algorithm for solving finite linear programs. We extend Fourier-Motzkin elimination to semi-infinite linear programs which are linear programs with finitely many variables and infinitely many…

Optimization and Control · Mathematics 2014-04-30 Amitabh Basu , Kipp Martin , Chris Ryan