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The positive semidefinite Procrustes (PSDP) problem is the following: given rectangular matrices $X$ and $B$, find the symmetric positive semidefinite matrix $A$ that minimizes the Frobenius norm of $AX-B$. No general procedure is known…

Optimization and Control · Mathematics 2017-12-05 Nicolas Gillis , Punit Sharma

We extend the result on the spectral projected gradient method by Birgin et al. in 2000 to a log-determinant semidefinite problem (SDP) with linear constraints and propose a spectral projected gradient method for the dual problem. Our…

Optimization and Control · Mathematics 2018-12-04 Takashi Nakagaki , Mituhiro Fukuda , Sunyoung Kim , Makoto Yamashita

In this paper, we consider the non-symmetric positive semidefinite Procrustes (NSPSDP) problem: Given two matrices $X,Y \in \mathbb{R}^{n,m}$, find the matrix $A \in \mathbb{R}^{n,n}$ that minimizes the Frobenius norm of $AX-Y$ and which is…

Optimization and Control · Mathematics 2022-06-03 Mohit Kumar Baghel , Nicolas Gillis , Punit Sharma

We consider solving high-order semidefinite programming (SDP) relaxations of nonconvex polynomial optimization problems (POPs) that often admit degenerate rank-one optimal solutions. Instead of solving the SDP alone, we propose a new…

Optimization and Control · Mathematics 2021-10-27 Heng Yang , Ling Liang , Luca Carlone , Kim-Chuan Toh

Given two matrices $X,B\in \mathbb{R}^{n\times m}$ and a set $\mathcal{A}\subseteq \mathbb{R}^{n\times n}$, a Procrustes problem consists in finding a matrix $A \in \mathcal{A}$ such that the Frobenius norm of $AX-B$ is minimized. When…

Numerical Analysis · Mathematics 2025-09-03 Nicolas Gillis , Stefano Sicilia

Log-det semidefinite programming (SDP) problems are optimization problems that often arise from Gaussian graphic models. A log-det SDP problem with an l1-norm term has been examined in many methods, and the dual spectral projected gradient…

Optimization and Control · Mathematics 2024-10-01 Charles Namchaisiri , Makoto Yamashita

We develop a practical semidefinite programming (SDP) facial reduction procedure that utilizes computationally efficient approximations of the positive semidefinite cone. The proposed method simplifies SDPs with no strictly feasible…

Optimization and Control · Mathematics 2017-11-30 Frank Permenter , Pablo Parrilo

We consider least squares semidefinite programming (LSSDP) where the primal matrix variable must satisfy given linear equality and inequality constraints, and must also lie in the intersection of the cone of symmetric positive semidefinite…

Optimization and Control · Mathematics 2015-05-26 Defeng Sun , Kim-Chuan Toh , Liuqin Yang

Ill-posed linear inverse problems appear in many scientific setups, and are typically addressed by solving optimization problems, which are composed of data fidelity and prior terms. Recently, several works have considered a back-projection…

Optimization and Control · Mathematics 2021-08-10 Tom Tirer , Raja Giryes

An efficient gradient-based method to solve the volume constrained topology optimization problems is presented. Each iterate of this algorithm is obtained by the projection of a Barzilai-Borwein step onto the feasible set consisting of box…

Optimization and Control · Mathematics 2010-06-04 Ruhollah Tavakoli , Hongchao Zhang

In this paper, we consider the computational protein design (CPD) problem, which is usually modeled as 0/1 programming and is extremely challenging due to its combinatorial properties. As a quadratic semi-assignment problem (QSAP), the CPD…

Optimization and Control · Mathematics 2025-03-14 Yukai Zheng , Qingna Li

A semidefinite program (SDP) is a particular kind of convex optimization problem with applications in operations research, combinatorial optimization, quantum information science, and beyond. In this work, we propose variational quantum…

Quantum Physics · Physics 2024-06-19 Dhrumil Patel , Patrick J. Coles , Mark M. Wilde

This paper considers the problem of positive semidefinite factorization (PSD factorization), a generalization of exact nonnegative matrix factorization. Given an $m$-by-$n$ nonnegative matrix $X$ and an integer $k$, the PSD factorization…

Optimization and Control · Mathematics 2018-08-29 Arnaud Vandaele , François Glineur , Nicolas Gillis

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

Motivated by a certain molecular reconstruction methodology in cryo-electron microscopy, we consider the problem of solving a linear system with two unknown orthogonal matrices, which is a generalization of the well-known orthogonal…

Optimization and Control · Mathematics 2017-03-07 Teng Zhang , Amit Singer

Projected Gradient Descent denotes a class of iterative methods for solving optimization programs. Its applicability to convex optimization programs has gained significant popularity for its intuitive implementation that involves only…

Optimization and Control · Mathematics 2016-10-24 Giampaolo Torrisi , Sergio Grammatico , Roy S. Smith , Manfred Morari

In this paper, we propose a new sequential quadratic semidefinite programming (SQSDP) method for solving degenerate nonlinear semidefinite programs (NSDPs), in which we produce iteration points by solving a sequence of stabilized quadratic…

Optimization and Control · Mathematics 2022-11-09 Yuya Yamakawa , Takayuki Okuno

Semidefinite programming (SDP) is a fundamental class of convex optimization problems with diverse applications in mathematics, engineering, machine learning, and related disciplines. This paper investigates the application of the…

Optimization and Control · Mathematics 2025-10-15 Zilong Cui , Ran Gu

We give the first approximation algorithm for mixed packing and covering semidefinite programs (SDPs) with polylogarithmic dependence on width. Mixed packing and covering SDPs constitute a fundamental algorithmic primitive with recent…

Data Structures and Algorithms · Computer Science 2021-07-13 Arun Jambulapati , Yin Tat Lee , Jerry Li , Swati Padmanabhan , Kevin Tian

Semidefinite programs (SDPs) are a fundamental class of optimization problems with important recent applications in approximation algorithms, quantum complexity, robust learning, algorithmic rounding, and adversarial deep learning. This…

Data Structures and Algorithms · Computer Science 2020-09-23 Haotian Jiang , Tarun Kathuria , Yin Tat Lee , Swati Padmanabhan , Zhao Song
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