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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

Semidefinite programs (SDPs) are standard convex problems that are frequently found in control and optimization applications. Interior-point methods can solve SDPs in polynomial time up to arbitrary accuracy, but scale poorly as the size of…

Optimization and Control · Mathematics 2022-01-10 Jared Miller , Yang Zheng , Mario Sznaier , Antonis Papachristodoulou

Motivated by the philosophy and phenomenal success of compressed sensing, the problem of reconstructing a matrix from a sampling of its entries has attracted much attention recently. Such a problem can be viewed as an information-theoretic…

Information Theory · Computer Science 2009-05-15 Zhisu Zhu , Anthony Man-Cho So , Yinyu Ye

Approximate message passing (AMP) is a family of iterative algorithms that generalize matrix power iteration. AMP algorithms are known to optimally solve many average-case optimization problems. In this paper, we show that a large class of…

Data Structures and Algorithms · Computer Science 2023-11-16 Misha Ivkov , Tselil Schramm

We give two quantum algorithms for solving semidefinite programs (SDPs) providing quantum speed-ups. We consider SDP instances with $m$ constraint matrices, each of dimension $n$, rank at most $r$, and sparsity $s$. The first algorithm…

A new approach to solving a class of rankconstrained semi-definite programming (SDP) problems, which appear in many signal processing applications such as transmit beamspace design in multiple-input multiple-output (MIMO) radar, downlink…

Information Theory · Computer Science 2016-10-10 Matthew W. Morency , Sergiy A. Vorobyov

We show that a class of semidefinite programs (SDP) admits a solution that is a positive semidefinite matrix of rank at most $r$, where $r$ is the rank of the matrix involved in the objective function of the SDP. The optimization problems…

Optimization and Control · Mathematics 2010-11-29 Guillaume Sagnol

Recently, a lot of attention has been devoted to finding physically realisable operations that realise as closely as possible certain desired transformations between quantum states, e.g. quantum cloning, teleportation, quantum gates, etc.…

Quantum Physics · Physics 2013-04-25 K. Audenaert , B. De Moor

Packing and covering linear programs (PC-LPs) form an important class of linear programs (LPs) across computer science, operations research, and optimization. In 1993, Luby and Nisan constructed an iterative algorithm for approximately…

Data Structures and Algorithms · Computer Science 2018-02-28 Zeyuan Allen-Zhu , Lorenzo Orecchia

Semidefinite programs (SDPs) -- some of the most useful and versatile optimization problems of the last few decades -- are often pathological: the optimal values of the primal and dual problems may differ and may not be attained. Such SDPs…

Optimization and Control · Mathematics 2019-10-23 Gabor Pataki

Semidefinite programs (SDPs) and their solvers are powerful tools with many applications in machine learning and data science. Designing scalable SDP solvers is challenging because by standard the positive semidefinite decision variable is…

Optimization and Control · Mathematics 2024-08-09 Yufan Huang , David F. Gleich

We introduce a new class of semidefinite programming (SDP) relaxations for sparse box-constrained quadratic programs, obtained by a novel integration of the Reformulation Linearization Technique into standard SDP relaxations while…

Optimization and Control · Mathematics 2026-02-13 Aida Khajavirad

Low rank matrix recovery problems appear widely in statistics, combinatorics, and imaging. One celebrated method for solving these problems is to formulate and solve a semidefinite program (SDP). It is often known that the exact solution to…

Optimization and Control · Mathematics 2021-07-26 Lijun Ding , Madeleine Udell

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

In this paper, we propose a low-rank coordinate descent approach to structured semidefinite programming with diagonal constraints. The approach, which we call the Mixing method, is extremely simple to implement, has no free parameters, and…

Optimization and Control · Mathematics 2026-05-12 Po-Wei Wang , Wei-Cheng Chang , J. Zico Kolter

We consider semidefinite programming (SDP) for the binary stochastic block model with equal-sized communities. Prior work of Hajek, Wu, and Xu proposed an SDP (sym-SDP) for the symmetric case where the intra-community edge probabilities are…

Information Theory · Computer Science 2025-06-24 Julia Gaudio , Phawin Prongpaophan

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

While semidefinite programming (SDP) has traditionally been limited to moderate-sized problems, recent algorithms augmented with matrix sketching techniques have enabled solving larger SDPs. However, these methods achieve scalability at the…

Optimization and Control · Mathematics 2024-02-13 Rico Angell , Andrew McCallum

A longstanding problem related to floating-point implementation of numerical programs is to provide efficient yet precise analysis of output errors. We present a framework to compute lower bounds on largest absolute roundoff errors, for a…

Numerical Analysis · Computer Science 2018-02-13 Victor Magron

This paper deals with the algorithmic aspects of solving feasibility problems of semidefinite programming (SDP), aka linear matrix inequalities (LMI). Since in some SDP instances all feasible solutions have irrational entries, numerical…

Optimization and Control · Mathematics 2025-04-28 Vladimir Kolmogorov , Simone Naldi , Jeferson Zapata