Related papers: On the Burer-Monteiro method for general semidefin…
When solving large scale semidefinite programs that admit a low-rank solution, an efficient heuristic is the Burer-Monteiro factorization: instead of optimizing over the full matrix, one optimizes over its low-rank factors. This reduces the…
This work presents a convex-optimization-based framework for analysis and control of nonlinear partial differential equations. The approach uses a particular weak embedding of the nonlinear PDE, resulting in a linear equation in the space…
A matrix optimization problem over an uncertain linear system on finite horizon (abbreviated as MOPUL) is studied, in which the uncertain transition matrix is regarded as a decision variable. This problem is in general NP-hard. By using the…
Motivated by applications in wireless communications, this paper develops semidefinite programming (SDP) relaxation techniques for some mixed binary quadratically constrained quadratic programs (MBQCQP) and analyzes their approximation…
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…
This paper studies noisy low-rank matrix completion: given partial and noisy entries of a large low-rank matrix, the goal is to estimate the underlying matrix faithfully and efficiently. Arguably one of the most popular paradigms to tackle…
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…
This paper focuses on the study of a mathematical program with equilibrium constraints, where the objective and the constraint functions are all polynomials. We present a method for finding its global minimizers and global minimum using a…
This paper proposes a squared smoothing Newton method via the Huber smoothing function for solving semidefinite programming problems (SDPs). We first study the fundamental properties of the matrix-valued mapping defined upon the Huber…
We present a novel efficient theoretical and numerical framework for solving global non-convex polynomial optimization problems. We analytically demonstrate that such problems can be efficiently reformulated using a non-linear objective…
Semidefinite programs (SDP) are one of the most versatile frameworks in numerical optimization, serving as generalizations of many conic programs and as relaxations of NP-hard combinatorial problems. Their main drawback is their…
In this paper, we study a class of fractional semi-infinite polynomial programming problems involving s.o.s-convex polynomial functions. For such a problem, by a conic reformulation proposed in our previous work and the quadratic modules…
Semidefinite programming (SDP) is a fundamental convex optimization problem with wide-ranging applications. However, solving large-scale instances remains computationally challenging due to the high cost of solving linear systems and…
Solving semidefinite programs (SDP) in a short time is the key to managing various mathematical optimization problems. The matrix-completion primal-dual interior-point method (MC-PDIPM) extracts a sparse structure of input SDP by…
Low-rank factorization is a standard way to make structured optimization problems in machine learning more tractable by replacing matrix variables with compact factors. For positive semidefinite (PSD) variables, the symmetric…
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…
The problem of optimizing over the cone of nonnegative polynomials is a fundamental problem in computational mathematics, with applications to polynomial optimization, control, machine learning, game theory, and combinatorics, among others.…
Many problems of systems control theory boil down to solving polynomial equations, polynomial inequalities or polyomial differential equations. Recent advances in convex optimization and real algebraic geometry can be combined to generate…
Many computer vision problems can be formulated as binary quadratic programs (BQPs). Two classic relaxation methods are widely used for solving BQPs, namely, spectral methods and semidefinite programming (SDP), each with their own…
The orthogonal group synchronization problem, which focuses on recovering orthogonal group elements from their corrupted pairwise measurements, encompasses examples such as high-dimensional Kuramoto model on general signed networks,…