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In this paper, we propose a new sequential quadratic semidefinite programming (SQSDP) method for solving degenerate nonlinear semidefinite programs (NSDPs), in which we produce iteration points by solving a sequence of stabilized quadratic…

Optimization and Control · Mathematics 2022-11-09 Yuya Yamakawa , Takayuki Okuno

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

We present experimental work on a primal-dual framework simultaneously approximating maximum cut and weighted fractional cut-covering instances. In this primal-dual framework, we solve a semidefinite programming (SDP) relaxation to either…

Optimization and Control · Mathematics 2026-04-21 Nathan Benedetto Proença , Marcel K. de Carli Silva , Cristiane M. Sato , Levent Tunçel

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 introduce the ratio-cut polytope defined as the convex hull of ratio-cut vectors corresponding to all partitions of $n$ points in $\mathbb R^m$ into at most $K$ clusters. This polytope is closely related to the convex hull of the…

Optimization and Control · Mathematics 2024-02-05 Antonio De Rosa , Aida Khajavirad

Determination of the most economic strategies for supply and transmission of electricity is a daunting computational challenge. Due to theoretical barriers, so-called NP-hardness, the amount of effort to optimize the schedule of generating…

Optimization and Control · Mathematics 2017-07-13 Ramtin Madani , Alper Atamturk , Ali Davoudi

Semidefinite programs (SDP) are one of the most versatile frameworks in numerical optimization, serving as generalizations of many conic programs and as relaxations of NP-hard combinatorial problems. Their main drawback is their…

Optimization and Control · Mathematics 2022-02-28 Biel Roig-Solvas , Mario Sznaier

We approach the Max-3-Cut problem through the lens of maximizing complex-valued quadratic forms and demonstrate that low-rank structure in the objective matrix can be exploited, leading to alternative algorithms to classical semidefinite…

Data Structures and Algorithms · Computer Science 2026-04-27 Ria Stevens , Fangshuo Liao , Barbara Su , Jianqiang Li , Anastasios Kyrillidis

Semidefinite programs (SDP) are important in learning and combinatorial optimization with numerous applications. In pursuit of low-rank solutions and low complexity algorithms, we consider the Burer--Monteiro factorization approach for…

Machine Learning · Statistics 2018-03-02 Srinadh Bhojanapalli , Nicolas Boumal , Prateek Jain , Praneeth Netrapalli

In this paper, we consider a bilevel polynomial optimization problem where the objective and the constraint functions of both the upper and the lower level problems are polynomials. We present methods for finding its global minimizers and…

Optimization and Control · Mathematics 2016-01-14 V. Jeyakumar , J. B. Lasserre , G. Li , T. S. Pham

This paper proposes a new algorithm for simultaneous graph matching and clustering. For the first time in the literature, these two problems are solved jointly and synergetically without relying on any training data, which brings advantages…

Computer Vision and Pattern Recognition · Computer Science 2021-10-22 Maximilian Krahn , Florian Bernard , Vladislav Golyanik

Although neural networks have been applied to several systems in recent years, they still cannot be used in safety-critical systems due to the lack of efficient techniques to certify their robustness. A number of techniques based on convex…

Machine Learning · Computer Science 2021-09-28 Ziye Ma , Somayeh Sojoudi

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

We study the maximum $k$-colorable subgraph (M$k$CS) problem, which consists in finding a largest $k$-colorable induced subgraph in a given graph. We consider a Semidefinite Programming (SDP) relaxation for the M$k$CS problem and regard its…

Optimization and Control · Mathematics 2026-05-05 Mathijs Barkel , Renata Sotirov

The current bottleneck of globally solving mixed-integer (non-convex) quadratically constrained problem (MIQCP) is still to construct strong but computationally cheap convex relaxations, especially when dense quadratic functions are…

Optimization and Control · Mathematics 2014-03-24 Hongbo Dong

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…

Optimization and Control · Mathematics 2007-05-23 Simai He , Zhi-Quan Luo , Jiawang Nie , Shuzhong Zhang

The minimum sum-of-squares clustering problem (MSSC) consists of partitioning $n$ observations into $k$ clusters in order to minimize the sum of squared distances from the points to the centroid of their cluster. In this paper, we propose…

Optimization and Control · Mathematics 2022-04-01 Veronica Piccialli , Antonio M. Sudoso , Angelika Wiegele

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

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 introduce a fixed point iteration process built on optimization of a linear function over a compact domain. We prove the process always converges to a fixed point and explore the set of fixed points in various convex sets. In particular,…

Optimization and Control · Mathematics 2021-03-18 Pedro Felzenszwalb , Caroline Klivans , Alice Paul