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One of the main applications of semidefinite programming lies in linear systems and control theory. Many problems in this subject, certainly the textbook classics, have matrices as variables, and the formulas naturally contain…

Operator Algebras · Mathematics 2011-12-30 J. William Helton , Igor Klep , Scott McCullough

We consider semidefinite programs (SDPs) of size n with equality constraints. In order to overcome scalability issues, Burer and Monteiro proposed a factorized approach based on optimizing over a matrix Y of size $n$ by $k$ such that $X =…

Machine Learning · Statistics 2018-11-29 Thomas Pumir , Samy Jelassi , Nicolas Boumal

We propose a new homotopy-based conditional gradient method for solving convex optimization problems with a large number of simple conic constraints. Instances of this template naturally appear in semidefinite programming problems arising…

Optimization and Control · Mathematics 2025-01-31 Pavel Dvurechensky , Gabriele Iommazzo , Shimrit Shtern , Mathias Staudigl

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

In scheduling and timetabling applications, the mutual-exclusion constraint stipulates that certain pairs of tasks that cannot be executed at the same time. This corresponds to the vertex colouring problem in graph theory, for which there…

Optimization and Control · Mathematics 2019-04-09 Jakub Marecek , Andrew J. Parkes

Discrete-time Markov Chains (MCs) and Markov Decision Processes (MDPs) are two standard formalisms in system analysis. Their main associated quantitative objectives are hitting probabilities, discounted sum, and mean payoff. Although there…

Data Structures and Algorithms · Computer Science 2020-04-21 Ali Asadi , Krishnendu Chatterjee , Amir Kafshdar Goharshady , Kiarash Mohammadi , Andreas Pavlogiannis

In this paper, we consider a bilevel polynomial optimization problem where the objective and the constraint functions of both the upper and the lower level problems are polynomials. We present methods for finding its global minimizers and…

Optimization and Control · Mathematics 2016-01-14 V. Jeyakumar , J. B. Lasserre , G. Li , T. S. Pham

This paper develops a new storage-optimal algorithm that provably solves generic semidefinite programs (SDPs) in standard form. This method is particularly effective for weakly constrained SDPs. The key idea is to formulate an approximate…

Optimization and Control · Mathematics 2020-06-19 Lijun Ding , Alp Yurtsever , Volkan Cevher , Joel A. Tropp , Madeleine Udell

We study connectivity problems from a fine-grained parameterized perspective. Cygan et al. (TALG 2022) obtained algorithms with single-exponential running time $\alpha^{tw} n^{O(1)}$ for connectivity problems parameterized by treewidth…

Data Structures and Algorithms · Computer Science 2023-03-01 Falko Hegerfeld , Stefan Kratsch

A breakthrough result of Cygan et al. (FOCS 2011) showed that connectivity problems parameterized by treewidth can be solved much faster than the previously best known time $\mathcal{O}^*(2^{\mathcal{O}(tw \log(tw))})$. Using their inspired…

Data Structures and Algorithms · Computer Science 2021-06-28 Falko Hegerfeld , Stefan Kratsch

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…

Optimization and Control · Mathematics 2018-12-19 Areesh Mittal , Can Gokalp , Grani A. Hanasusanto

In this paper we propose, implement, and test the first practical decomposition algorithms for the width parameters treecut width and treedepth. These two parameters have recently gained a lot of attention in the theoretical research…

Data Structures and Algorithms · Computer Science 2019-12-02 Robert Ganian , Neha Lodha , Sebastian Ordyniak , Stefan Szeider

A fundamental problem in quantum coding theory is to determine the maximum size of quantum codes of given block length and distance. A recent work introduced bounds based on semidefinite programming, strengthening the well-known quantum…

Quantum Physics · Physics 2026-03-23 Gerard Anglès Munné , Felix Huber

Dynamic programming on various graph decompositions is one of the most fundamental techniques used in parameterized complexity. Unfortunately, even if we consider concepts as simple as path or tree decompositions, such dynamic programming…

The technique of semidefinite programming (SDP) relaxation can be used to obtain a nontrivial bound on the optimal value of a nonconvex quadratically constrained quadratic program (QCQP). We explore concave quadratic inequalities that hold…

Optimization and Control · Mathematics 2016-09-30 Jaehyun Park , Stephen Boyd

Random projection, a dimensionality reduction technique, has been found useful in recent years for reducing the size of optimization problems. In this paper, we explore the use of sparse sub-gaussian random projections to approximate…

Optimization and Control · Mathematics 2024-06-21 Monse Guedes-Ayala , Pierre-Louis Poirion , Lars Schewe , Akiko Takeda

This paper presents an acceleration framework for packing linear programming problems where the amount of data available is limited, i.e., where the number of constraints m is small compared to the variable dimension n. The framework can be…

Optimization and Control · Mathematics 2017-11-20 Palma London , Shai Vardi , Adam Wierman , Hanling Yi

Semidefinite programs (SDPs) are standard convex problems that are frequently found in control and optimization applications. Interior-point methods can solve SDPs in polynomial time up to arbitrary accuracy, but scale poorly as the size of…

Optimization and Control · Mathematics 2022-01-10 Jared Miller , Yang Zheng , Mario Sznaier , Antonis Papachristodoulou

In this paper, we study the noise sensitivity of the semidefinite program (SDP) proposed for direct data-driven infinite-horizon linear quadratic regulator (LQR) problem for discrete-time linear time-invariant systems. While this SDP is…

Optimization and Control · Mathematics 2024-12-30 Xiong Zeng , Laurent Bako , Necmiye Ozay

Semidefinite Programming (SDP) provides tight lower bounds for Optimal Power Flow problems. However, solving large-scale SDP problems requires exploiting sparsity. In this paper, we experiment several clique decomposition algorithms that…

Optimization and Control · Mathematics 2019-12-20 Julie Sliwak , Miguel Anjos , Lucas Létocart , Jean Maeght , Emiliano Traversi
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