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Classical multidimensional scaling only works well when the noisy distances observed in a high dimensional space can be faithfully represented by Euclidean distances in a low dimensional space. Advanced models such as Maximum Variance…

Machine Learning · Statistics 2014-06-24 Chao Ding , Hou-Duo Qi

This paper deals with the non-convex power system state estimation (PSSE) problem, which plays a central role in the monitoring and operation of electric power networks. Given a set of noisy measurements, PSSE aims at estimating the vector…

Optimization and Control · Mathematics 2017-04-04 Yu Zhang , Ramtin Madani , Javad Lavaei

Consider the problem of finding a point in a unit $n$-dimensional $\ell_p$-ball ($p\ge 2$) such that the minimum of the weighted Euclidean distance from given $m$ points is maximized. We show in this paper that the recent…

Optimization and Control · Mathematics 2016-06-22 Zuping Wu , Yong Xia , Shu Wang

This thesis explores algorithmic applications and limitations of convex relaxation hierarchies for approximating some discrete and continuous optimization problems. - We show a dichotomy of approximability of constraint satisfaction…

Computational Complexity · Computer Science 2025-09-01 Mrinalkanti Ghosh

The use of convex relaxations has lately gained considerable interest in Power Systems. These relaxations play a major role in providing global optimality guarantees for non-convex optimization problems. For the Optimal Power Flow (OPF)…

Optimization and Control · Mathematics 2015-10-29 Hassan Hijazi , Carleton Coffrin , Pascal Van Hentenryck

Many important geometric estimation problems take the form of synchronization over the special Euclidean group: estimate the values of a set of poses given a set of relative measurements between them. This problem is typically formulated as…

Robotics · Computer Science 2017-02-07 David M. Rosen , Luca Carlone , Afonso S. Bandeira , John J. Leonard

This work proposes a novel approach to reinforce localization security in wireless networks in the presence of malicious nodes that are able to manipulate (spoof) radio measurements. It substitutes the original measurement model by another…

Signal Processing · Electrical Eng. & Systems 2025-04-01 Slavisa Tomic , Marko Beko , Yakubu Tsado , Bamidele Adebisi , Abiola Oladipo

We address the problem of recovering a signal (up to global phase) from its short-time Fourier transform (STFT) magnitude measurements. This problem arises in several applications, including optical imaging and speech processing. In this…

Information Theory · Computer Science 2015-10-06 Tamir Bendory , Yonina C. Eldar

We consider the NP-hard problem of minimizing a convex quadratic function over the integer lattice ${\bf Z}^n$. We present a simple semidefinite programming (SDP) relaxation for obtaining a nontrivial lower bound on the optimal value of the…

Optimization and Control · Mathematics 2017-03-16 Jaehyun Park , Stephen Boyd

The multireference alignment problem consists of estimating a signal from multiple noisy shifted observations. Inspired by existing Unique-Games approximation algorithms, we provide a semidefinite program (SDP) based relaxation which…

Data Structures and Algorithms · Computer Science 2013-08-27 Afonso S. Bandeira , Moses Charikar , Amit Singer , Andy Zhu

Quadratic assignment problem (QAP) is a fundamental problem in combinatorial optimization and finds numerous applications in operation research, computer vision, and pattern recognition. However, it is a very well-known NP-hard problem to…

Optimization and Control · Mathematics 2024-08-13 Shuyang Ling

Distribution networks are usually multiphase and radial. To facilitate power flow computation and optimization, two semidefinite programming (SDP) relaxations of the optimal power flow problem and a linear approximation of the power flow…

Optimization and Control · Mathematics 2014-06-13 Lingwen Gan , Steven H. Low

We propose a flexible convex relaxation for the phase retrieval problem that operates in the natural domain of the signal. Therefore, we avoid the prohibitive computational cost associated with "lifting" and semidefinite programming (SDP)…

Information Theory · Computer Science 2017-03-17 Sohail Bahmani , Justin Romberg

A number of statistical estimation problems can be addressed by semidefinite programs (SDP). While SDPs are solvable in polynomial time using interior point methods, in practice generic SDP solvers do not scale well to high-dimensional…

Optimization and Control · Mathematics 2017-03-31 Song Mei , Theodor Misiakiewicz , Andrea Montanari , Roberto I. Oliveira

We establish the optimal nonergodic sublinear convergence rate of the proximal point algorithm for maximal monotone inclusion problems. First, the optimal bound is formulated by the performance estimation framework, resulting in an infinite…

Optimization and Control · Mathematics 2019-07-15 Guoyong Gu , Junfeng Yang

We study the statistical estimation problem of orthogonal group synchronization and rotation group synchronization. The model is $Y_{ij} = Z_i^* Z_j^{*T} + \sigma W_{ij}\in\mathbb{R}^{d\times d}$ where $W_{ij}$ is a Gaussian random matrix…

Statistics Theory · Mathematics 2022-04-27 Chao Gao , Anderson Y. Zhang

In this paper, we consider the problem of minimizing a general homogeneous quadratic function, subject to three real or four complex homogeneous quadratic inequality or equality constraints. For this problem, we present a sufficient and…

Optimization and Control · Mathematics 2023-04-11 Wenbao Ai , Wei Liang , Jianhua Yuan

While semidefinite programming (SDP) problems are polynomially solvable in theory, it is often difficult to solve large SDP instances in practice. One technique to address this issue is to relax the global positive-semidefiniteness (PSD)…

Optimization and Control · Mathematics 2020-02-11 Grigoriy Blekherman , Santanu S. Dey , Marco Molinaro , Shengding Sun

A large number of problems in optimization, machine learning, signal processing can be effectively addressed by suitable semidefinite programming (SDP) relaxations. Unfortunately, generic SDP solvers hardly scale beyond instances with a few…

Optimization and Control · Mathematics 2016-03-15 Andrea Montanari

We present a novel, practical, and provable approach for solving diagonally constrained semi-definite programming (SDP) problems at scale using accelerated non-convex programming. Our algorithm non-trivially combines acceleration motions…

Optimization and Control · Mathematics 2023-02-07 Junhyung Lyle Kim , JA Lara Benitez , Mohammad Taha Toghani , Cameron Wolfe , Zhiwei Zhang , Anastasios Kyrillidis