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We investigate the problem of finding inner ap-proximations of positive semidefinite (PSD) cones. We developa novel decomposition framework of the PSD cone by meansof conical combinations of smaller dimensional sub-cones. Weshow that many…

Optimization and Control · Mathematics 2021-10-01 Tianqi Zheng , James Guthrie , Enrique Mallada

Consider $N$ points in $\mathbb{R}^d$ and $M$ local coordinate systems that are related through unknown rigid transforms. For each point we are given (possibly noisy) measurements of its local coordinates in some of the coordinate systems.…

Computer Vision and Pattern Recognition · Computer Science 2014-12-24 Kunal N. Chaudhury , Yuehaw Khoo , Amit Singer

We study a cutting-plane method for semidefinite optimization problems (SDOs), and supply a proof of the method's convergence, under a boundedness assumption. By relating the method's rate of convergence to an initial outer approximation's…

Optimization and Control · Mathematics 2020-02-17 Dimitris Bertsimas , Ryan Cory-Wright

The minimum sum-of-squares clustering (MSSC), or k-means type clustering, has been recently extended to exploit prior knowledge on the cardinality of each cluster. Such knowledge is used to increase performance as well as solution quality.…

Optimization and Control · Mathematics 2023-10-13 Veronica Piccialli , Antonio M. Sudoso

This paper presents a comprehensive exploration of semi-definite programming (SDP) techniques within the context of quantum information. It examines the mathematical foundations of convex optimization, duality, and SDP formulations,…

Quantum Physics · Physics 2024-04-18 Piotr Mironowicz

We devise a scheme for solving an iterative sequence of linear programs (LPs) or second order cone programs (SOCPs) to approximate the optimal value of any semidefinite program (SDP) or sum of squares (SOS) program. The first LP and…

Optimization and Control · Mathematics 2016-02-01 Amir Ali Ahmadi , Georgina Hall

In theory, hierarchies of semidefinite programming (SDP) relaxations based on sum of squares (SOS) polynomials have been shown to provide arbitrarily close approximations for a general polynomial optimization problem (POP). However, due to…

Optimization and Control · Mathematics 2018-12-31 Xiaolong Kuang , Bissan Ghaddar , Joe Naoum-Sawaya , Luis F. Zuluaga

In this study, we investigate the application of Semidefinite Programming (SDP) to phylogenetics. SDP is a powerful optimization framework that seeks to optimize a linear objective function over the cone of positive semidefinite matrices.…

Populations and Evolution · Quantitative Biology 2026-04-15 P. Skums

Mappings to structured output spaces (strings, trees, partitions, etc.) are typically learned using extensions of classification algorithms to simple graphical structures (eg., linear chains) in which search and parameter estimation can be…

Machine Learning · Computer Science 2009-07-07 Hal Daumé , Daniel Marcu

In this paper we generalize the Interior Point-Proximal Method of Multipliers (IP-PMM) presented in [An Interior Point-Proximal Method of Multipliers for Convex Quadratic Programming, Computational Optimization and Applications, 78,…

Optimization and Control · Mathematics 2021-09-09 Spyridon Pougkakiotis , Jacek Gondzio

In recent years, optimization theory has been greatly impacted by the advent of sum of squares (SOS) optimization. The reliance of this technique on large-scale semidefinite programs however, has limited the scale of problems to which it…

Optimization and Control · Mathematics 2018-08-31 Amir Ali Ahmadi , Anirudha Majumdar

The paper contributes to an ongoing effort to extend the conformal bootstrap beyond its traditional focus on systems of four-point correlation functions. Recently, it was demonstrated that semidefinite programming can be used to formulate a…

High Energy Physics - Theory · Physics 2025-12-10 Sebastian Harris

This work proposes a method for solving linear stochastic optimal control (SOC) problems using sum of squares and semidefinite programming. Previous work had used polynomial optimization to approximate the value function, requiring a high…

Optimization and Control · Mathematics 2014-09-23 Matanya B. Horowitz , Ivan Papusha , Joel W. Burdick

Random projection, a dimensionality reduction technique, has been found useful in recent years for reducing the size of optimization problems. In this paper, we explore the use of sparse sub-gaussian random projections to approximate…

Optimization and Control · Mathematics 2024-06-21 Monse Guedes-Ayala , Pierre-Louis Poirion , Lars Schewe , Akiko Takeda

We study the problem of maximizing the geometric mean of $d$ low-degree non-negative forms on the real or complex sphere in $n$ variables. We show that this highly non-convex problem is NP-hard even when the forms are quadratic and is…

Optimization and Control · Mathematics 2021-03-23 Chenyang Yuan , Pablo A. Parrilo

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…

Optimization and Control · Mathematics 2016-09-30 Jaehyun Park , Stephen Boyd

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…

Optimization and Control · Mathematics 2024-10-10 Ling Liang , Defeng Sun , Kim-Chuan Toh

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…

Computer Vision and Pattern Recognition · Computer Science 2016-11-18 Peng Wang , Chunhua Shen , Anton van den Hengel

In this paper we consider finite sum composite convex optimization problems with many functional constraints. The objective function is expressed as a finite sum of two terms, one of which admits easy computation of (sub)gradients while the…

Optimization and Control · Mathematics 2024-12-03 Nitesh Kumar Singh , Ion Necoara , Vyacheslav Kungurtsev

Semidefinite programs (SDP) are important in learning and combinatorial optimization with numerous applications. In pursuit of low-rank solutions and low complexity algorithms, we consider the Burer--Monteiro factorization approach for…

Machine Learning · Statistics 2018-03-02 Srinadh Bhojanapalli , Nicolas Boumal , Prateek Jain , Praneeth Netrapalli
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