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We introduce a method for proving lower bounds on the efficacy of semidefinite programming (SDP) relaxations for combinatorial problems. In particular, we show that the cut, TSP, and stable set polytopes on $n$-vertex graphs are not the…

Computational Complexity · Computer Science 2014-11-25 James R. Lee , Prasad Raghavendra , David Steurer

The traveling salesman problem (TSP) is one of the most prominent combinatorial optimization problems. Given a complete graph G = (V, E) and non-negative distances d for every edge, the TSP asks for a shortest tour through all vertices with…

Optimization and Control · Mathematics 2021-09-30 Ulrich Pferschy , Rostislav Stanek

Integer semidefinite programming (ISDP) has recently gained attention due to its connection to binary quadratically constrained quadratic programs (BQCQPs), which can be exactly reformulated as binary semidefinite programs (BSDPs). However,…

Optimization and Control · Mathematics 2025-06-24 Daniel de Roux , Zedong Peng , David E. Bernal Neira

We consider the problem of estimating the discrete clustering structures under the Sub-Gaussian Mixture Model. Our main results establish a hidden integrality property of a semidefinite programming (SDP) relaxation for this problem: while…

Machine Learning · Statistics 2021-10-05 Yingjie Fei , Yudong Chen

In recent years, many estimation problems in robotics have been shown to be solvable to global optimality using their semidefinite relaxations. However, the runtime complexity of off-the-shelf semidefinite programming (SDP) solvers is up to…

Robotics · Computer Science 2025-01-15 Frederike Dümbgen , Connor Holmes , Timothy D. Barfoot

Exploiting sparsity in Semidefinite Programs (SDP) is critical to solving large-scale problems. The chordal completion based maximal clique decomposition is the preferred approach for exploiting sparsity in SDPs. In this paper, we show that…

Optimization and Control · Mathematics 2016-10-20 Arvind U. Raghunathan , Andrew V. Knyazev

Minimizing a convex function over the spectrahedron, i.e., the set of all positive semidefinite matrices with unit trace, is an important optimization task with many applications in optimization, machine learning, and signal processing. It…

Optimization and Control · Mathematics 2016-05-23 Dan Garber

We study the exactness of the semidefinite programming (SDP) relaxation of quadratically constrained quadratic programs (QCQPs). With the aggregate sparsity matrix from the data matrices of a QCQP with $n$ variables, the rank and positive…

Optimization and Control · Mathematics 2020-09-22 Godai Azuma , Mituhiro Fukuda , Sunyoung Kim , Makoto Yamashita

Despite the numerous uses of semidefinite programming (SDP) and its universal solvability via interior point methods (IPMs), it is rarely applied to practical large-scale problems. This mainly owes to the computational cost of IPMs that…

Optimization and Control · Mathematics 2024-03-19 Yifan Ran , Stefan Vlaski , Wei Dai

The cutting stock problem with binary patterns (0-1 CSP) is a variant of CSP that usually appears as a relaxation of 2D and 3D packing problems. We present an exact method, based on an arc-flow formulation with side constraints, for solving…

Optimization and Control · Mathematics 2015-02-11 Filipe Brandão , João Pedro Pedroso

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

Cutting planes for mixed-integer linear programs (MILPs) are typically computed in rounds by iteratively solving optimization problems, the so-called separation. Instead, we reframe the problem of finding good cutting planes as a continuous…

Optimization and Control · Mathematics 2023-07-10 Didier Chételat , Andrea Lodi

Many operations related optimization problems involve repeatedly solving similar mixed integer linear programming (MILP) instances with the same constraint matrix but differing objective coefficients and right-hand-side values. The goal of…

Optimization and Control · Mathematics 2024-11-25 Berkay Becu , Santanu S. Dey , Feng Qiu , Alinson S. Xavier

Maximum A posteriori Probability (MAP) inference in graphical models amounts to solving a graph-structured combinatorial optimization problem. Popular inference algorithms such as belief propagation (BP) and generalized belief propagation…

Machine Learning · Statistics 2017-09-20 Murat A. Erdogdu , Yash Deshpande , Andrea Montanari

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

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

We give a new algorithm for Unique Games which is based on purely {\em spectral} techniques, in contrast to previous work in the area, which relies heavily on semidefinite programming (SDP). Given a highly satisfiable instance of Unique…

Computational Complexity · Computer Science 2011-02-14 Alexandra Kolla

This paper introduces a new robust interior point method analysis for semidefinite programming (SDP). This new robust analysis can be combined with either logarithmic barrier or hybrid barrier. Under this new framework, we can improve the…

Optimization and Control · Mathematics 2021-11-22 Baihe Huang , Shunhua Jiang , Zhao Song , Runzhou Tao , Ruizhe Zhang

In this paper, we introduce a primal-dual algorithmic framework for solving Symmetric Cone Programs (SCPs), a versatile optimization model that unifies and extends Linear, Second-Order Cone (SOCP), and Semidefinite Programming (SDP). Our…

Optimization and Control · Mathematics 2024-05-16 Jiaqi Zheng , Antonios Varvitsiotis , Tiow-Seng Tan , Wayne Lin

We introduce and study conic geometric programs (CGPs), which are convex optimization problems that unify geometric programs (GPs) and conic optimization problems such as semidefinite programs (SDPs). A CGP consists of a linear objective…

Optimization and Control · Mathematics 2013-10-14 Venkat Chandrasekaran , Parikshit Shah