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We consider both facial reduction, \FRp, and symmetry reduction, \SRp, techniques for semidefinite programming, \SDPp. We show that the two together fit surprisingly well in an alternating direction method of multipliers, \ADMMp, approach.…

Optimization and Control · Mathematics 2022-02-04 Hao Hu , Renata Sotirov , Henry Wolkowicz

We study semidefinite programming (SDP) relaxations for the NP-hard problem of globally optimizing a quadratic function over the Stiefel manifold. We introduce a strengthened relaxation based on two recent ideas in the literature: (i) a…

Optimization and Control · Mathematics 2022-08-08 Samuel Burer , Kyungchan Park

We show that (i) any constrained polynomial optimization problem (POP) has an equivalent formulation on a variety contained in an Euclidean sphere and (ii) the resulting semidefinite relaxations in the moment-SOS hierarchy have the constant…

Optimization and Control · Mathematics 2020-07-20 Ngoc Hoang Anh Mai , Victor Magron , Jean-Bernard Lasserre

In this paper we study various approaches for exploiting symmetries in polynomial optimization problems within the framework of semi definite programming relaxations. Our special focus is on constrained problems especially when the…

Optimization and Control · Mathematics 2013-03-22 Cordian Riener , Thorsten Theobald , Lina Jansson Andrén , Jean B. Lasserre

Polynomial optimization problems represent a wide class of optimization problems, with a large number of real-world applications. Current approaches for polynomial optimization, such as the sum of squares (SOS) method, rely on large-scale…

Optimization and Control · Mathematics 2025-07-04 Dimitris Bertsimas , Dick den Hertog , Thodoris Koukouvinos

This paper introduces an efficient algorithm for computing the best approximation of a given matrix onto the intersection of linear equalities, inequalities and the doubly nonnegative cone (the cone of all positive semidefinite matrices…

Optimization and Control · Mathematics 2018-03-20 Ying Cui , Defeng Sun , Kim-Chuan Toh

Multicriterion optimization and Pareto optimality are fundamental tools in economics. In this paper we propose a new relaxation method for solving multiple objective quadratic programming problems. Exploiting the technique of the linear…

Optimization and Control · Mathematics 2012-11-21 Yan-Qin Bai , Chuan-Hao Guo

We study robust convex quadratic programs where the uncertain problem parameters can contain both continuous and integer components. Under the natural boundedness assumption on the uncertainty set, we show that the generic problems are…

Optimization and Control · Mathematics 2018-12-19 Areesh Mittal , Can Gokalp , Grani A. Hanasusanto

Sum of squares (SOS) optimization is a powerful technique for solving problems where the positivity of a polynomials must be enforced. The common approach to solve an SOS problem is by relaxation to a Semidefinite Program (SDP). The main…

Optimization and Control · Mathematics 2024-10-29 Daniel Keren , Margarita Osadchy , Roi Poranne

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

We consider the global optimization of nonconvex mixed-integer quadratic programs with linear equality constraints. In particular, we present a new class of convex quadratic relaxations which are derived via quadratic cuts. To construct…

Optimization and Control · Mathematics 2021-06-28 Carlos J. Nohra , Arvind U. Raghunathan , Nikolaos V. Sahinidis

In polynomial optimization problems, nonnegativity constraints are typically handled using the sum of squares condition. This can be efficiently enforced using semidefinite programming formulations, or as more recently proposed by Papp and…

Optimization and Control · Mathematics 2022-06-14 Lea Kapelevich , Chris Coey , Juan Pablo Vielma

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

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

This two-part paper is concerned with the problem of minimizing a linear objective function subject to a bilinear matrix inequality (BMI) constraint. In this part, we first consider a family of convex relaxations which transform BMI…

Optimization and Control · Mathematics 2018-09-27 Mohsen Kheirandishfard , Fariba Zohrizadeh , Ramtin Madani

Spline functions are smooth piecewise polynomials widely used for interpolation and smoothing, and nonnegative spline smoothing is also studied for nonnegative data. Previous research used sufficient conditions for the nonnegativity of…

Optimization and Control · Mathematics 2026-05-06 Hiroki Arai , Daichi Kitahara

In this paper, we formulate a generic non-minimal solver using the existing tools of Polynomials Optimization Problems (POP) from computational algebraic geometry. The proposed method exploits the well known Shor's or Lasserre's…

Computer Vision and Pattern Recognition · Computer Science 2019-09-27 Thomas Probst , Danda Pani Paudel , Ajad Chhatkuli , Luc Van Gool

Correspondence problems are often modelled as quadratic optimization problems over permutations. Common scalable methods for approximating solutions of these NP-hard problems are the spectral relaxation for non-convex energies and the…

Graphics · Computer Science 2017-05-18 Nadav Dym , Haggai Maron , Yaron Lipman

Using the dual cone of sums of nonnegative circuits (SONC), we provide a relaxation of the global optimization problem to minimize an exponential sum and, as a special case, a multivariate real polynomial. Our approach builds on two key…

Optimization and Control · Mathematics 2020-10-23 Mareike Dressler , Janin Heuer , Helen Naumann , Timo de Wolff

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