Related papers: HDSDP: Software for Semidefinite Programming
Log-det semidefinite programming (SDP) problems are optimization problems that often arise from Gaussian graphic models. A log-det SDP problem with an l1-norm term has been examined in many methods, and the dual spectral projected gradient…
A matrix optimization problem over an uncertain linear system on finite horizon (abbreviated as MOPUL) is studied, in which the uncertain transition matrix is regarded as a decision variable. This problem is in general NP-hard. By using the…
This paper introduces a novel Differential Dynamic Programming (DDP) algorithm for solving discrete-time finite-horizon optimal control problems with inequality constraints. Two variants, namely Feasible- and Infeasible-IPDDP algorithms,…
Neural networks are central to many emerging technologies, but verifying their correctness remains a major challenge. It is known that network outputs can be sensitive and fragile to even small input perturbations, thereby increasing the…
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…
This document is an introduction to the Matlab package SDLS (Semi-Definite Least-Squares) for solving least-squares problems over convex symmetric cones. The package is shortly presented through the addressed problem, a sketch of the…
We show {\it semidefinite programming} (SDP) feasibility problem is equivalent to solving a {\it convex hull relaxation} (CHR) for a finite system of quadratic equations. On the one hand, this offers a simple description of SDP. On the…
Many problems of systems control theory boil down to solving polynomial equations, polynomial inequalities or polyomial differential equations. Recent advances in convex optimization and real algebraic geometry can be combined to generate…
Memory-Bounded Dynamic Programming (MBDP) has proved extremely effective in solving decentralized POMDPs with large horizons. We generalize the algorithm and improve its scalability by reducing the complexity with respect to the number of…
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…
Stochastic Programming is a framework for modelling and solving problems of decision making under uncertainty. Stochastic Dynamic Programming is a branch of Stochastic Programming that takes a "functional equation" approach to the discovery…
This work is concerned with the issue of applications of the semi-definite programming (SDP) in the field of quantum information science. Our results of the analysis of certain quantum information protocols using this optimization technique…
Semidefinite programming (SDP) is a central topic in mathematical optimization with extensive studies on its efficient solvers. In this paper, we present a proof-of-principle sublinear-time algorithm for solving SDPs with low-rank…
We study robust convex quadratic programs where the uncertain problem parameters can contain both continuous and integer components. Under the natural boundedness assumption on the uncertainty set, we show that the generic problems are…
Multi stage stochastic programs arise in many applications from engineering whenever a set of inventories or stocks has to be valued. Such is the case in seasonal storage valuation of a set of cascaded reservoir chains in hydro management.…
Complex Semi-Definite Programming (SDP) is introduced as a novel approach to phase retrieval enabled control of monochromatic light transmission through highly scattering media. In a simple optical setup, a spatial light modulator is used…
We propose an efficient first-order method, based on the alternating direction method of multipliers (ADMM), to solve the homogeneous self-dual embedding problem for a primal-dual pair of semidefinite programs (SDPs) with chordal sparsity.…
The spectral bundle method proposed by Helmberg and Rendl is well established for solving large-scale semidefinite programs (SDP) thanks to its low per iteration computational complexity and strong practical performance. In this paper, we…
Large-scale deep learning models contribute to significant performance improvements on varieties of downstream tasks. Current data and model parallelism approaches utilize model replication and partition techniques to support the…
The Single Program Multiple Data (SPMD) paradigm provides a unified abstraction to annotate various parallel dimensions in distributed deep learning (DL) training. With SPMD, users can write training programs from the viewpoint of a single…