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Combining recent moment and sparse semidefinite programming (SDP) relaxation techniques, we propose an approach to find smooth approximations for solutions of problems involving nonlinear differential equations. Given a system of nonlinear…

Optimization and Control · Mathematics 2010-08-13 Martin Mevissen , Jean-Bernard Lasserre , Didier Henrion

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

In this paper, we address a long-standing challenge: how to achieve both efficiency and scalability in solving semidefinite programming problems. We propose breakthrough acceleration techniques for a wide range of low-rank…

Optimization and Control · Mathematics 2024-08-27 Qiushi Han , Zhenwei Lin , Hanwen Liu , Caihua Chen , Qi Deng , Dongdong Ge , Yinyu Ye

The framework of Integral Quadratic Constraints of Lessard et al. (2014) reduces the computation of upper bounds on the convergence rate of several optimization algorithms to semi-definite programming (SDP). Followup work by Nishihara et…

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

We develop a decomposition method based on the augmented Lagrangian framework to solve a broad family of semidefinite programming problems, possibly with nonlinear objective functions, nonsmooth regularization, and general linear…

Optimization and Control · Mathematics 2023-03-08 Yifei Wang , Kangkang Deng , Haoyang Liu , Zaiwen Wen

Semidefinite programs are generally challenging to solve due to their high dimensionality. Burer and Monteiro developed a non-convex approach to solve linear SDP problems by applying its low rank property. Their approach is fast because…

Optimization and Control · Mathematics 2022-08-04 Tianyun Tang , Kim-Chuan Toh

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

This paper studies a class of so-called linear semi-infinite polynomial programming (LSIPP) problems. It is a subclass of linear semi-infinite programming problems whose constraint functions are polynomials in parameters and index sets are…

Optimization and Control · Mathematics 2019-10-25 Feng Guo , Xiaoxia Sun

Consider a semidefinite program (SDP) involving an $n\times n$ positive semidefinite matrix $X$. The Burer-Monteiro method uses the substitution $X=Y Y^T$ to obtain a nonconvex optimization problem in terms of an $n\times p$ matrix $Y$.…

Optimization and Control · Mathematics 2020-03-03 Diego Cifuentes

Low rank matrix recovery problems appear widely in statistics, combinatorics, and imaging. One celebrated method for solving these problems is to formulate and solve a semidefinite program (SDP). It is often known that the exact solution to…

Optimization and Control · Mathematics 2021-07-26 Lijun Ding , Madeleine Udell

A semidefinite program (SDP) is a particular kind of convex optimization problem with applications in operations research, combinatorial optimization, quantum information science, and beyond. In this work, we propose variational quantum…

Quantum Physics · Physics 2024-06-19 Dhrumil Patel , Patrick J. Coles , Mark M. Wilde

Semidefinite programming (SDP) is a fundamental convex optimization problem with wide-ranging applications. However, solving large-scale instances remains computationally challenging due to the high cost of solving linear systems and…

Optimization and Control · Mathematics 2025-12-22 Hantao Nie , Dong An , Zaiwen Wen

$K$-means clustering is a widely used machine learning method for identifying patterns in large datasets. Recently, semidefinite programming (SDP) relaxations have been proposed for solving the $K$-means optimization problem, which enjoy…

Machine Learning · Statistics 2024-04-16 Yubo Zhuang , Xiaohui Chen , Yun Yang , Richard Y. Zhang

We present a novel, practical, and provable approach for solving diagonally constrained semi-definite programming (SDP) problems at scale using accelerated non-convex programming. Our algorithm non-trivially combines acceleration motions…

Optimization and Control · Mathematics 2023-02-07 Junhyung Lyle Kim , JA Lara Benitez , Mohammad Taha Toghani , Cameron Wolfe , Zhiwei Zhang , Anastasios Kyrillidis

In this paper, we propose a new nonlinear optimization model to solve semidefinite optimization problems (SDPs), providing some properties related to local optimal solutions. The proposed model is based on another nonlinear optimization…

Optimization and Control · Mathematics 2021-03-30 Yuya Yamakawa , Tetsuya Ikegami , Ellen H. Fukuda , Nobuo Yamashita

SDPNAL+ is a {\sc Matlab} software package that implements an augmented Lagrangian based method to solve large scale semidefinite programming problems with bound constraints. The implementation was initially based on a majorized semismooth…

Optimization and Control · Mathematics 2019-05-17 Defeng Sun , Kim-Chuan Toh , Yancheng Yuan , Xin-Yuan Zhao

We consider semidefinite programming (SDP) approaches for solving the maximum satisfiability problem (MAX-SAT) and the weighted partial MAX-SAT. It is widely known that SDP is well-suited to approximate the (MAX-)2-SAT. Our work shows the…

Optimization and Control · Mathematics 2023-02-15 Lennart Sinjorgo , Renata Sotirov

Semidefinite programming (SDP) is a powerful tool for tackling a wide range of computationally hard problems such as clustering. Despite the high accuracy, semidefinite programs are often too slow in practice with poor scalability on large…

Machine Learning · Statistics 2022-02-10 Yubo Zhuang , Xiaohui Chen , Yun Yang

We study the maximum $k$-colorable subgraph (M$k$CS) problem, which consists in finding a largest $k$-colorable induced subgraph in a given graph. We consider a Semidefinite Programming (SDP) relaxation for the M$k$CS problem and regard its…

Optimization and Control · Mathematics 2026-05-05 Mathijs Barkel , Renata Sotirov

Motivated by applications in wireless communications, this paper develops semidefinite programming (SDP) relaxation techniques for some mixed binary quadratically constrained quadratic programs (MBQCQP) and analyzes their approximation…

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