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We develop a practical approach to semidefinite programming (SDP) that includes the von Neumann entropy, or an appropriate variant, as a regularization term. In particular we solve the dual of the regularized program, demonstrating how a…

Optimization and Control · Mathematics 2023-03-23 Michael Lindsey

Semidefinite programming (SDP) provides a principled framework for convex relaxations of nonconvex geometric constraints in motion planning, yet existing solvers are too computationally expensive for real-time control, particularly on…

We study the maximization of sums of heterogeneous quadratic forms over the Stiefel manifold, a nonconvex problem that arises in several modern signal processing and machine learning applications such as heteroscedastic probabilistic…

Optimization and Control · Mathematics 2025-04-09 Kyle Gilman , Sam Burer , Laura Balzano

We study optimization programs given by a bilinear form over non-commutative variables subject to linear inequalities. Problems of this form include the entangled value of two-prover games, entanglement-assisted coding for classical…

Quantum Physics · Physics 2016-08-15 Mario Berta , Omar Fawzi , Volkher B. Scholz

Many neural network (NN) verification systems represent the network's input-output relation as a constraint program. Sound and complete, representations involve integer constraints, for simulating the activations. Recent works convexly…

Machine Learning · Computer Science 2026-04-22 Merkouris Papamichail , Konstantinos Varsos , Giorgos Flouris , João Marques-Silva

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

The graph partition problem (GPP) aims at clustering the vertex set of a graph into a fixed number of disjoint subsets of given sizes such that the sum of weights of edges joining different sets is minimized. This paper investigates the…

Optimization and Control · Mathematics 2023-08-02 Frank de Meijer , Renata Sotirov , Angelika Wiegele , Shudian Zhao

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

In computer vision, many problems such as image segmentation, pixel labelling, and scene parsing can be formulated as binary quadratic programs (BQPs). For submodular problems, cuts based methods can be employed to efficiently solve…

Computer Vision and Pattern Recognition · Computer Science 2016-11-17 Peng Wang , Chunhua Shen , Anton van den Hengel , Philip H. S. Torr

This paper investigates the relation between sequential convex programming (SCP) as, e.g., defined in [24] and DC (difference of two convex functions) programming. We first present an SCP algorithm for solving nonlinear optimization…

Optimization and Control · Mathematics 2011-08-01 Tran Dinh Quoc , Moritz Diehl

The nonlinear, non-convex AC Optimal Power Flow (AC-OPF) problem is fundamental for power systems operations. The intrinsic complexity of AC-OPF has fueled a growing interest in the development of optimization proxies for the problem, i.e.,…

Optimization and Control · Mathematics 2025-05-09 Guancheng Qiu , Mathieu Tanneau , Pascal Van Hentenryck

This paper introduces a new storage-optimal first-order method (FOM), CertSDP, for solving a special class of semidefinite programs (SDPs) to high accuracy. The class of SDPs that we consider, the exact QMP-like SDPs, is characterized by…

Optimization and Control · Mathematics 2024-03-05 Alex L. Wang , Fatma Kilinc-Karzan

We present a technique for neural network verification using mixed-integer programming (MIP) formulations. We derive a \emph{strong formulation} for each neuron in a network using piecewise linear activation functions. Additionally, as in…

Machine Learning · Computer Science 2022-11-29 Tu Anh-Nguyen , Joey Huchette

We consider solving high-order semidefinite programming (SDP) relaxations of nonconvex polynomial optimization problems (POPs) that often admit degenerate rank-one optimal solutions. Instead of solving the SDP alone, we propose a new…

Optimization and Control · Mathematics 2021-10-27 Heng Yang , Ling Liang , Luca Carlone , Kim-Chuan Toh

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 rational number can be naturally presented by an arithmetic computation (AC): a sequence of elementary arithmetic operations starting from a fixed constant, say 1. The asymptotic complexity issues of such a representation are studied e.g.…

Computational Complexity · Computer Science 2007-05-23 Sergey P. Tarasov , Mikhail N. Vyalyi

We propose conformal predictive programming (CPP), a framework to solve chance constrained optimization problems, i.e., optimization problems with constraints that are functions of random variables. CPP utilizes samples from these random…

Systems and Control · Electrical Eng. & Systems 2025-05-06 Yiqi Zhao , Xinyi Yu , Matteo Sesia , Jyotirmoy V. Deshmukh , Lars Lindemann

The prevalence of neural networks in society is expanding at an increasing rate. It is becoming clear that providing robust guarantees on systems that use neural networks is very important, especially in safety-critical applications. A…

Systems and Control · Electrical Eng. & Systems 2022-02-07 Matthew Newton , Antonis Papachristodoulou

An optimization problem considering AC power flow constraints and integer decision variables can usually be posed as a mixed-integer quadratically constrained quadratic program (MIQCQP) problem. In this paper, first, a set of valid linear…

Optimization and Control · Mathematics 2015-09-18 Qifeng Li

Given an affine space of matrices $\mathcal{L}$ and a matrix $\Theta\in \mathcal{L}$, consider the problem of computing the closest rank deficient matrix to $\Theta$ on $\mathcal{L}$ with respect to the Frobenius norm. This is a nonconvex…

Optimization and Control · Mathematics 2020-10-12 Diego Cifuentes