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We develop a new method called affine facial reduction (FR) for recovering Slater's condition for semidefinite programming (SDP) relaxations of combinatorial optimization (CO) problems. Affine FR is a user-friendly method, as it is fully…

Optimization and Control · Mathematics 2025-11-05 Hao Hu , Boshi Yang

The semidefinite programming (SDP) relaxation has proven to be extremely strong for many hard discrete optimization problems. This is in particular true for the quadratic assignment problem (QAP), arguably one of the hardest NP-hard…

Optimization and Control · Mathematics 2015-12-18 Danilo Elias Oliveira , Henry Wolkowicz , Yangyang Xu

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

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…

Optimization and Control · Mathematics 2024-03-19 Yifan Ran , Stefan Vlaski , Wei Dai

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

Alternating direction methods of multipliers (ADMMs) are popular approaches to handle large scale semidefinite programs that gained attention during the past decade. In this paper, we focus on solving doubly nonnegative programs (DNN),…

Optimization and Control · Mathematics 2020-09-15 Martina Cerulli , Marianna De Santis , Elisabeth Gaar , Angelika Wiegele

The real radical ideal of a system of polynomials with finitely many complex roots is generated by a system of real polynomials having only real roots and free of multiplicities. It is a central object in computational real algebraic…

Optimization and Control · Mathematics 2015-04-07 Greg Reid , Fei Wang , Henry Wolkowicz , Wenyuan Wu

In real-world applications, it is important for machine learning algorithms to be robust against data outliers or corruptions. In this paper, we focus on improving the robustness of a large class of learning algorithms that are formulated…

Machine Learning · Computer Science 2021-06-04 Quanming Yao , Hangsi Yang , En-Liang Hu , James Kwok

We introduce Sieve-SDP, a simple facial reduction algorithm to preprocess semidefinite programs (SDPs). Sieve-SDP inspects the constraints of the problem to detect lack of strict feasibility, deletes redundant rows and columns, and reduces…

Optimization and Control · Mathematics 2021-03-02 Yuzixuan , Zhu , Gabor Pataki , Quoc Tran-Dinh

In computer vision, many problems such as image segmentation, pixel labelling, and scene parsing can be formulated as binary quadratic programs (BQPs). For submodular problems, cuts based methods can be employed to efficiently solve…

Computer Vision and Pattern Recognition · Computer Science 2016-11-17 Peng Wang , Chunhua Shen , Anton van den Hengel , Philip H. S. Torr

It is well-known that by adding integrality constraints to the semidefinite programming (SDP) relaxation of the max-cut problem, the resulting integer semidefinite program is an exact formulation of the problem. In this paper we show…

Optimization and Control · Mathematics 2023-11-09 Frank de Meijer , Renata Sotirov

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…

Optimization and Control · Mathematics 2025-12-22 Hantao Nie , Dong An , Zaiwen Wen

The single source localization problem (SSLP) appears in several fields such as signal processing and global positioning systems. The optimization problem of SSLP is nonconvex and difficult to find its globally optima solution. It can be…

Optimization and Control · Mathematics 2022-05-19 He Shi , Qingna Li

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…

Optimization and Control · Mathematics 2023-11-27 Federico Battista , Marianna De Santis

Facial reduction (FR) is an important tool in linear and semidefinite programming, providing both algorithmic and theoretical insights into these problems. The maximum length of an FR sequence for a convex set is referred to as the maximum…

Optimization and Control · Mathematics 2025-03-20 Hao Hu

We develop a practical approach to semidefinite programming (SDP) that includes the von Neumann entropy, or an appropriate variant, as a regularization term. In particular we solve the dual of the regularized program, demonstrating how a…

Optimization and Control · Mathematics 2023-03-23 Michael Lindsey

In solving hard computational problems, semidefinite program (SDP) relaxations often play an important role because they come with a guarantee of optimality. Here, we focus on a popular semidefinite relaxation of K-means clustering which…

Machine Learning · Computer Science 2018-09-07 Mariano Tepper , Anirvan M. Sengupta , Dmitri Chklovskii

Minimization of the nuclear norm is often used as a surrogate, convex relaxation, for finding the minimum rank completion (recovery) of a partial matrix. The minimum nuclear norm problem can be solved as a trace minimization semidefinite…

Optimization and Control · Mathematics 2016-08-16 Shimeng Huang , Henry Wolkowicz

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

The framework of Integral Quadratic Constraints of Lessard et al. (2014) reduces the computation of upper bounds on the convergence rate of several optimization algorithms to semi-definite programming (SDP). Followup work by Nishihara et…

Machine Learning · Statistics 2018-03-06 Guilherme França , José Bento
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