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The framework of Integral Quadratic Constraints (IQC) reduces the computation of upper bounds on the convergence rate of several optimization algorithms to a semi-definite program (SDP). In the case of over-relaxed Alternating Direction…

Machine Learning · Statistics 2018-03-06 Guilherme França , José Bento

We introduce a generic technique to obtain linear relaxations of semidefinite programs with provable guarantees based on the commutativity of the constraint and the objective matrices. We study conditions under which the optimal value of…

Optimization and Control · Mathematics 2026-05-19 Daniel de Roux , Robert Carr , R. Ravi

We give the first approximation algorithm for mixed packing and covering semidefinite programs (SDPs) with polylogarithmic dependence on width. Mixed packing and covering SDPs constitute a fundamental algorithmic primitive with recent…

Data Structures and Algorithms · Computer Science 2021-07-13 Arun Jambulapati , Yin Tat Lee , Jerry Li , Swati Padmanabhan , Kevin Tian

In this paper, we present a majorized semismooth Newton-CG augmented Lagrangian method, called SDPNAL$+$, for semidefinite programming (SDP) with partial or full nonnegative constraints on the matrix variable. SDPNAL$+$ is a much enhanced…

Optimization and Control · Mathematics 2014-06-05 Liuqin Yang , Defeng Sun , Kim-Chuan Toh

In this paper we study proximal conditional-gradient (CG) and proximal gradient-projection type algorithms for a block-structured constrained nonconvex optimization model, which arises naturally from tensor data analysis. First, we…

Optimization and Control · Mathematics 2014-10-16 Bo Jiang , Shuzhong Zhang

In this work, we introduce new batching algorithms to effectively handle large contractions encountered in coupled-cluster singles and doubles (CCSD) implementations in Python on the Video Random Access Memory (VRAM) of graphical processing…

Seeking tighter relaxations of combinatorial optimization problems, semidefinite programming is a generalization of linear programming that offers better bounds and is still polynomially solvable. Yet, in practice, a semidefinite program is…

Optimization and Control · Mathematics 2023-11-17 Daniel Porumbel

Local polynomial smoothing is a widespread technique in data analysis, and Savitzky-Golay (SG) filters are one of its most well-known realizations. In real settings, the effectiveness of SG filtering depends critically on proper tuning of…

Data Analysis, Statistics and Probability · Physics 2026-04-09 Andrea Gallo Rosso

Recently, Krukier et al. [Generalized skew-Hermitian triangular splitting iteration methods for saddle-point linear systems, Numer. Linear Algebra Appl. 21 (2014) 152-170] proposed an efficient generalized skew-Hermitian triangular…

Numerical Analysis · Mathematics 2014-02-25 Yan Dou , Ai-Li Yang , Yu-Jiang Wu

In this paper, we consider the following graph partitioning problem: The input is an undirected graph $G=(V,E),$ a balance parameter $b \in (0,1/2]$ and a target conductance value $\gamma \in (0,1).$ The output is a cut which, if non-empty,…

Data Structures and Algorithms · Computer Science 2010-10-21 Lorenzo Orecchia , Nisheeth K. Vishnoi

The paper contributes to an ongoing effort to extend the conformal bootstrap beyond its traditional focus on systems of four-point correlation functions. Recently, it was demonstrated that semidefinite programming can be used to formulate a…

High Energy Physics - Theory · Physics 2025-12-10 Sebastian Harris

In this paper, we show a way to exploit sparsity in the problem data in a primal-dual potential reduction method for solving a class of semidefinite programs. When the problem data is sparse, the dual variable is also sparse, but the primal…

Numerical Analysis · Mathematics 2025-10-20 Gun Srijuntongsiri , Stephen A. Vavasis

This paper presents exact Semi-Definite Program (SDP) reformulations for infinite-dimensional moment optimization problems involving a new class of piecewise Sum-of-Squares (SOS)-convex functions and projected spectrahedral support sets.…

Optimization and Control · Mathematics 2024-07-03 Queenie Yingkun Huang , Vaithilingam Jeyakumar , Guoyin Li

A recent trend in parameterized algorithms is the application of polytope tools (specifically, LP-branching) to FPT algorithms (e.g., Cygan et al., 2011; Narayanaswamy et al., 2012). However, although interesting results have been achieved,…

Data Structures and Algorithms · Computer Science 2014-06-12 Yoichi Iwata , Magnus Wahlström , Yuichi Yoshida

This paper considers the hyperparameter optimization problem of mathematical techniques that arise in the numerical solution of differential and integral equations. The well-known approaches grid and random search, in a parallel algorithm…

Numerical Analysis · Mathematics 2023-04-28 Alireza Afzal Aghaei , Kourosh Parand

In this paper, we consider a class of nonconvex complex quadratic programming (CQP) problems, which find a broad spectrum of signal processing applications. By using the polar coordinate representations of the complex variables, we first…

Information Theory · Computer Science 2020-08-20 Cheng Lu , Ya-Feng Liu , Jing Zhou

We study an abstract setting for cutting planes for integer programming called the infinite group problem. In this abstraction, cutting planes are computed via cut generating function that act on the simplex tableau. In this function space,…

Optimization and Control · Mathematics 2025-01-13 Robert Hildebrand , Matthias Köppe , Luze Xu

Integer Quadratic Programming (IQP), $\min\{x^T Q x + c^T x : Ax \le b,\, x\in\Z^n\}$, is a fundamental problem in combinatorial optimization. While the convex and concave special cases admit polynomial-time algorithms for fixed~$n$, the…

Optimization and Control · Mathematics 2026-04-07 Cinar Ari , Robert Hildebrand

In this paper, we propose an inexact multi-block ADMM-type first-order method for solving a class of high-dimensional convex composite conic optimization problems to moderate accuracy. The design of this method combines an inexact 2-block…

Optimization and Control · Mathematics 2020-06-09 Liang Chen , Defeng Sun , Kim-Chuan Toh

We propose a homogeneous primal-dual interior-point method to solve sum-of-squares optimization problems by combining non-symmetric conic optimization techniques and polynomial interpolation. The approach optimizes directly over the…

Optimization and Control · Mathematics 2018-12-24 Dávid Papp , Sercan Yıldız