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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 contrast with many other convex optimization classes, state-of-the-art semidefinite programming solvers are yet unable to efficiently solve large scale instances. This work aims to reduce this scalability gap by proposing a novel…

Optimization and Control · Mathematics 2018-12-20 Mario Souto , Joaquim D. Garcia , Alvaro Veiga

In this paper, we propose a branch-and-bound algorithm for solving nonconvex quadratic programming problems with box constraints (BoxQP). Our approach combines existing tools, such as semidefinite programming (SDP) bounds strengthened…

Optimization and Control · Mathematics 2024-11-06 Marco Locatelli , Veronica Piccialli , Antonio M. Sudoso

In this paper, we propose two algorithms for nonlinear semi-infinite semi-definite programs with infinitely many convex inequality constraints, called SISDP for short. A straightforward approach to the SISDP is to use classical methods for…

Optimization and Control · Mathematics 2018-10-02 Takayuki Okuno , Masao Fukushima

A resolving set $S$ of a graph $G$ is a subset of its vertices such that no two vertices of $G$ have the same distance vector to $S$. The Metric Dimension problem asks for a resolving set of minimum size, and in its decision form, a…

Computational Complexity · Computer Science 2019-07-19 Édouard Bonnet , Nidhi Purohit

We introduce an innovative numerical technique based on convex optimization to solve a range of infinite dimensional variational problems arising from the application of the background method to fluid flows. In contrast to most existing…

Fluid Dynamics · Physics 2016-04-13 G. Fantuzzi , A. Wynn

The use of convex relaxations has lately gained considerable interest in Power Systems. These relaxations play a major role in providing global optimality guarantees for non-convex optimization problems. For the Optimal Power Flow (OPF)…

Optimization and Control · Mathematics 2015-10-29 Hassan Hijazi , Carleton Coffrin , Pascal Van Hentenryck

We propose a manifold optimization approach to solve linear semidefinite programs (SDP) with low-rank solutions, with an emphasis on SDP relaxations for polynomial optimization problems. This approach incorporates the inexact augmented…

Optimization and Control · Mathematics 2025-04-30 Jie Wang , Liangbing Hu

Dynamic programming over tree decompositions is a common technique in parameterized algorithms. In this paper, we study whether this technique can also be applied to compute Pareto sets of multiobjective optimization problems. We first…

Data Structures and Algorithms · Computer Science 2025-09-09 Joshua Könen , Heiko Röglin , Tarek Stuck

Treewidth is a measure of how tree-like a graph is. It has many important algorithmic applications because many NP-hard problems on general graphs become tractable when restricted to graphs of bounded treewidth. Algorithms for problems on…

Data Structures and Algorithms · Computer Science 2020-06-03 Johan M. M. van Rooij

Brand\~ao and Svore very recently gave quantum algorithms for approximately solving semidefinite programs, which in some regimes are faster than the best-possible classical algorithms in terms of the dimension $n$ of the problem and the…

Quantum Physics · Physics 2020-02-19 Joran van Apeldoorn , András Gilyén , Sander Gribling , Ronald de Wolf

Convex relaxations based on different hierarchies of linear/semi-definite programs have been used recently to devise approximation algorithms for various optimization problems. The approximation guarantee of these algorithms improves with…

Data Structures and Algorithms · Computer Science 2015-03-20 Venkatesan Guruswami , Ali Kemal Sinop

We study the algorithmic problem of estimating the mean of heavy-tailed random vector in $\mathbb{R}^d$, given $n$ i.i.d. samples. The goal is to design an efficient estimator that attains the optimal sub-gaussian error bound, only assuming…

Statistics Theory · Mathematics 2020-02-19 Zhixian Lei , Kyle Luh , Prayaag Venkat , Fred Zhang

Semidefinite programming (SDP) is a unifying framework that generalizes both linear programming and quadratically-constrained quadratic programming, while also yielding efficient solvers, both in theory and in practice. However, there exist…

Data Structures and Algorithms · Computer Science 2022-10-24 Elena Grigorescu , Young-San Lin , Sandeep Silwal , Maoyuan Song , Samson Zhou

We study a cutting-plane method for semidefinite optimization problems (SDOs), and supply a proof of the method's convergence, under a boundedness assumption. By relating the method's rate of convergence to an initial outer approximation's…

Optimization and Control · Mathematics 2020-02-17 Dimitris Bertsimas , Ryan Cory-Wright

This paper develops new semidefinite programming (SDP) relaxation techniques for two classes of mixed binary quadratically constrained quadratic programs (MBQCQP) and analyzes their approximation performance. The first class of problem…

Optimization and Control · Mathematics 2014-03-18 Zi Xu , Mingyi Hong

Semidefinite programming is an indispensable tool in computer vision, but general-purpose solvers for semidefinite programs are often too slow and memory intensive for large-scale problems. We propose a general framework to approximately…

Computer Vision and Pattern Recognition · Computer Science 2016-08-10 Sohil Shah , Abhay Kumar , Carlos Castillo , David Jacobs , Christoph Studer , Tom Goldstein

In this paper, we show that the bundle method can be applied to solve semidefinite programming problems with a low rank solution without ever constructing a full matrix. To accomplish this, we use recent results from randomly sketching…

Optimization and Control · Mathematics 2021-02-02 Lijun Ding , Benjamin Grimmer

In this paper, we study a class of fractional semi-infinite polynomial programming problems involving s.o.s-convex polynomial functions. For such a problem, by a conic reformulation proposed in our previous work and the quadratic modules…

Optimization and Control · Mathematics 2022-12-29 Feng Guo , Meijun Zhang

Consider a dynamic programming scheme for a decision problem in which all subproblems involved are also decision problems. An implementation of such a scheme is {\em positive-instance driven} (PID), if it generates positive subproblem…

Data Structures and Algorithms · Computer Science 2018-01-15 Hisao Tamaki