Related papers: Hyperbolic Relaxation of $k$-Locally Positive Semi…

In many contexts one encounters Hermitian operators $M$ on a Hilbert space whose dimension is so large that it is impossible to write down all matrix entries in an orthonormal basis. How does one determine whether such $M$ is positive…

We study a semidefinite programming (SDP) relaxation of the maximum likelihood estimation for exactly recovering a hidden community of cardinality $K$ from an $n \times n$ symmetric data matrix $A$, where for distinct indices $i,j$, $A_{ij}…

When $s\ge k\ge 3$ and $n_1,\ldots ,n_k$ are large natural numbers, denote by $A_{s,k}(\mathbf n)$ the number of solutions in non-negative integers $\mathbf x$ to the system \[ x_1^j+\ldots +x_s^j=n_j\quad (1\le j\le k). \] Under…

Statistical inference problems arising within signal processing, data mining, and machine learning naturally give rise to hard combinatorial optimization problems. These problems become intractable when the dimensionality of the data is…

Hyperbolic (HB) programming generalizes many popular convex optimization problems, including semidefinite and second-order cone programming. Despite substantial theoretical progress on HB programming, efficient computational tools for…

The image of the cone of positive semidefinite matrices under a linear map is a convex cone. Pataki characterized the set of linear maps for which that image is not closed. The Zariski closure of this set is a hypersurface in the…

This work is focused on the study of the nonlinear elliptic higher order equation \begin{equation}\nonumber \left( -\Delta \right)^m u = S_k[-u] + \lambda f, \qquad x \in \mathbb{R}^N, \end{equation} where the $k-$Hessian $S_k[u]$ is the…

Given a closed, convex cone $K\subseteq \mathbb{R}^n$, a multivariate polynomial $f\in\mathbb{C}[\mathbf{z}]$ is called $K$-stable if the imaginary parts of its roots are not contained in the relative interior of $K$. If $K$ is the…

Signomial geometric programming (SGP) is a computationally challenging, NP-Hard class of nonconvex nonlinear optimization problems. SGP can be solved iteratively using a sequence of convex relaxations; consequently, the strength of such…

In this paper we study the relationship between the optimal value of a homogeneous quadratic optimization problem and that of its Semidefinite Programming (SDP) relaxation. We consider two quadratic optimization models: (1) $\min \{x^* C x…

We consider the NP-hard problem of minimizing a separable concave quadratic function over the integral points in a polyhedron, and we denote by D the largest absolute value of the subdeterminants of the constraint matrix. In this paper we…

We give new rounding schemes for SDP relaxations for the problems of maximizing cubic polynomials over the unit sphere and the $n$-dimensional hypercube. In both cases, the resulting algorithms yield a $O(\sqrt{n/k})$ multiplicative…

Pseudo-hermitian matrices are matrices hermitian with respect to an indefinite metric. They can be thought of as the truncation of pseudo-hermitian operators, defined over some Krein space, together with the associated metric, to a finite…

We revisit the use of Stochastic Gradient Descent (SGD) for solving convex optimization problems that serve as highly popular convex relaxations for many important low-rank matrix recovery problems such as \textit{matrix completion},…

This paper studies the problem of finding an $(1+\epsilon)$-approximate solution to positive semidefinite programs. These are semidefinite programs in which all matrices in the constraints and objective are positive semidefinite and all…

In 2005, Boman et al introduced the concept of factor width for a real symmetric positive semidefinite matrix. This is the smallest positive integer $k$ for which the matrix $A$ can be written as $A=VV^T$ with each column of $V$ containing…

We study quadratic optimization with indicator variables and an M-matrix, i.e., a PSD matrix with non-positive off-diagonal entries, which arises directly in image segmentation and portfolio optimization with transaction costs, as well as a…

Estimating matrices in the symmetric positive-definite (SPD) cone is of interest for many applications ranging from computer vision to graph learning. While there exist various convex optimization-based estimators, they remain limited in…

Let $\mathcal{H}_{n,d} := \mathbb{R}[x_1$,$\ldots$, $x_n]_d$ be the set of all the homogeneous polynomials of degree $d$, and let $\mathcal{H}_{n,d}^s := \mathcal{H}_{n,d}^{\mathfrak{S}_n}$ be the subset of all the symmetric polynomials.…

A convex cone is homogeneous if its automorphism group acts transitively on the interior of the cone, i.e., for every pair of points in the interior of the cone, there exists a cone automorphism that maps one point to the other. Cones that…