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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

We consider MaxCut-type semidefinite programs (SDP) which admit a low rank solution. To numerically leverage the low rank hypothesis, a standard algorithmic approach is the Burer-Monteiro factorization, which allows to significantly reduce…

Optimization and Control · Mathematics 2025-03-27 Faniriana Rakoto Endor , Irène Waldspurger

Tensor optimization is crucial to massive machine learning and signal processing tasks. In this paper, we consider tensor optimization with a convex and well-conditioned objective function and reformulate it into a nonconvex optimization…

Optimization and Control · Mathematics 2022-02-18 Shuang Li , Qiuwei Li

We study graph clustering in the Stochastic Block Model (SBM) in the presence of both large clusters and small, unrecoverable clusters. Previous convex relaxation approaches achieving exact recovery do not allow any small clusters of size…

Machine Learning · Computer Science 2025-02-25 Matthew Zurek , Yudong Chen

In this paper, we consider an SDP relaxation of the quadratic knapsack problem (QKP). After using the Burer-Monteiro factorization, we get a non-convex optimization problem, whose feasible region is an algebraic variety. Although there…

Optimization and Control · Mathematics 2023-03-14 Tianyun Tang , Kim-Chuan Toh

Finding group elements from noisy measurements of their pairwise ratios is also known as the group synchronization problem, first introduced in the context of the group SO(2) of planar rotations, whose usefulness has been demonstrated…

Social and Information Networks · Computer Science 2015-04-17 Mihai Cucuringu

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

Given multiple point clouds, how to find the rigid transform (rotation, reflection, and shifting) such that these point clouds are well aligned? This problem, known as the generalized orthogonal Procrustes problem (GOPP), has found numerous…

Information Theory · Computer Science 2021-12-28 Shuyang Ling

This paper introduces several new algorithms for consensus over the special orthogonal group. By relying on a convex relaxation of the space of rotation matrices, consensus over rotation elements is reduced to solving a convex problem with…

Optimization and Control · Mathematics 2014-10-08 Nikolai Matni , Matanya B. Horowitz

Semidefinite programming (SDP) is widely acknowledged as one of the most effective methods for deriving the tightest lower bounds of the optimal power flow (OPF) problems. In this paper, an enhanced semidefinite relaxation model that…

Systems and Control · Electrical Eng. & Systems 2024-10-01 Zhaojun Ruan , Libao Shi

Consider a semidefinite program (SDP) involving an $n\times n$ positive semidefinite matrix $X$. The Burer-Monteiro method uses the substitution $X=Y Y^T$ to obtain a nonconvex optimization problem in terms of an $n\times p$ matrix $Y$.…

Optimization and Control · Mathematics 2020-03-03 Diego Cifuentes

Many geometric estimation problems take the form of synchronization over the special Euclidean group: estimate the values of a set of poses given noisy measurements of a subset of their pairwise relative transforms. This problem is…

Robotics · Computer Science 2017-02-13 David M. Rosen , Luca Carlone , Afonso S. Bandeira , John J. Leonard

Semidefinite programs (SDPs) often arise in relaxations of some NP-hard problems, and if the solution of the SDP obeys certain rank constraints, the relaxation will be tight. Decomposition methods based on chordal sparsity have already been…

Optimization and Control · Mathematics 2020-09-17 Jared Miller , Yang Zheng , Biel Roig-Solvas , Mario Sznaier , Antonis Papachristodoulou

This paper studies noisy low-rank matrix completion: given partial and noisy entries of a large low-rank matrix, the goal is to estimate the underlying matrix faithfully and efficiently. Arguably one of the most popular paradigms to tackle…

Machine Learning · Statistics 2019-10-08 Yuxin Chen , Yuejie Chi , Jianqing Fan , Cong Ma , Yuling Yan

Convex relaxation methods are powerful tools for studying the lowest energy of many-body problems. By relaxing the representability conditions for marginals to a set of local constraints, along with a global semidefinite constraint, a…

Optimization and Control · Mathematics 2025-07-15 Yi Wang , Rizheng Huang , Yuehaw Khoo

This paper studies an optimization problem on the sum of traces of matrix quadratic forms on $m$ orthogonal matrices, which can be considered as a generalization of the synchronization of rotations. While the problem is nonconvex, the paper…

Optimization and Control · Mathematics 2019-11-21 Teng Zhang

The stochastic block model (SBM) is a popular tool for community detection in networks, but fitting it by maximum likelihood (MLE) involves a computationally infeasible optimization problem. We propose a new semidefinite programming (SDP)…

Machine Learning · Computer Science 2016-03-17 Arash A. Amini , Elizaveta Levina

We study a family of (potentially non-convex) constrained optimization problems with convex composite structure. Through a novel analysis of non-smooth geometry, we show that proximal-type algorithms applied to exact penalty formulations of…

Optimization and Control · Mathematics 2019-03-04 Yu Bai , John Duchi , Song Mei

We consider semidefinite programs (SDPs) of size n with equality constraints. In order to overcome scalability issues, Burer and Monteiro proposed a factorized approach based on optimizing over a matrix Y of size $n$ by $k$ such that $X =…

Machine Learning · Statistics 2018-11-29 Thomas Pumir , Samy Jelassi , Nicolas Boumal

Resolving a conjecture of Abbe, Bandeira and Hall, the authors have recently shown that the semidefinite programming (SDP) relaxation of the maximum likelihood estimator achieves the sharp threshold for exactly recovering the community…

Machine Learning · Statistics 2016-06-16 Bruce Hajek , Yihong Wu , Jiaming Xu