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Low-rank methods for semidefinite programming (SDP) have gained a lot of interest recently, especially in machine learning applications. Their analysis often involves determinant-based or Schatten-norm penalties, which are hard to implement…

Optimization and Control · Mathematics 2021-12-07 Mikhail Krechetov , Jakub Marecek , Yury Maximov , Martin Takac

We present an optimization framework that exhibits dimension-independent convergence on a broad class of semidefinite programs (SDPs). Our approach first regularizes the primal problem with the von Neumann entropy, then solve the…

Optimization and Control · Mathematics 2025-07-02 Yuhang Cai , Michael Lindsey

We introduce fast randomized algorithms for solving semidefinite programming (SDP) relaxations of the partial permutation synchronization (PPS) problem, a core task in multi-image matching with significant relevance to 3D reconstruction.…

Optimization and Control · Mathematics 2025-06-26 Michael Lindsey , Yunpeng Shi

Semidefinite programming (SDP) is a powerful framework from convex optimization that has striking potential for data science applications. This paper develops a provably correct randomized algorithm for solving large, weakly constrained SDP…

Optimization and Control · Mathematics 2021-03-26 Alp Yurtsever , Joel A. Tropp , Olivier Fercoq , Madeleine Udell , Volkan Cevher

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

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

Many nonconvex problems in robotics can be relaxed into convex formulations via Semi-Definite Programming (SDP) that can be solved to global optimality. The practical quality of these solutions, however, critically depends on rounding them…

Robotics · Computer Science 2025-10-02 Liangting Wu , Roberto Tron

In this work, we consider the low rank decomposition (SDPR) of general convex semidefinite programming problems (SDP) that contain both a positive semidefinite matrix and a nonnegative vector as variables. We develop a rank-support-adaptive…

Optimization and Control · Mathematics 2023-12-14 Tianyun Tang , Kim-Chuan Toh

We consider the NP-hard problem of minimizing a convex quadratic function over the integer lattice ${\bf Z}^n$. We present a simple semidefinite programming (SDP) relaxation for obtaining a nontrivial lower bound on the optimal value of the…

Optimization and Control · Mathematics 2017-03-16 Jaehyun Park , Stephen Boyd

The problem of sparse approximation and the closely related compressed sensing have received tremendous attention in the past decade. Primarily studied from the viewpoint of applied harmonic analysis and signal processing, there have been…

Information Theory · Computer Science 2018-10-23 Ali Çivril

A new approach to solving a class of rankconstrained semi-definite programming (SDP) problems, which appear in many signal processing applications such as transmit beamspace design in multiple-input multiple-output (MIMO) radar, downlink…

Information Theory · Computer Science 2016-10-10 Matthew W. Morency , Sergiy A. Vorobyov

Many computer vision problems can be formulated as binary quadratic programs (BQPs). Two classic relaxation methods are widely used for solving BQPs, namely, spectral methods and semidefinite programming (SDP), each with their own…

Computer Vision and Pattern Recognition · Computer Science 2016-11-18 Peng Wang , Chunhua Shen , Anton van den Hengel

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

We propose an efficient approach to semidefinite spectral clustering (SSC), which addresses the Frobenius normalization with the positive semidefinite (p.s.d.) constraint for spectral clustering. Compared with the original Frobenius norm…

Machine Learning · Computer Science 2014-02-25 Yan Yan , Chunhua Shen , Hanzi Wang

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…

Optimization and Control · Mathematics 2013-09-13 Didier Henrion

We investigate the multi-dimensional Super Resolution problem on closed semi-algebraic domains for various sampling schemes such as Fourier or moments. We present a new semidefinite programming (SDP) formulation of the 1 -minimization in…

Information Theory · Computer Science 2015-02-10 Y De Castro , F Gamboa , D Henrion , J. -B Lasserre

It is well-known that by adding integrality constraints to the semidefinite programming (SDP) relaxation of the max-cut problem, the resulting integer semidefinite program is an exact formulation of the problem. In this paper we show…

Optimization and Control · Mathematics 2023-11-09 Frank de Meijer , Renata Sotirov

We discuss how semidefinite programming can be used to determine the second-order density matrix directly through a variational optimization. We show how the problem of characterizing a physical or N -representable density matrix leads to…

Computational Physics · Physics 2011-10-27 Brecht Verstichel , Helen van Aggelen , Dimitri Van Neck , Paul W. Ayers , Patrick Bultinck

This paper introduces a new robust interior point method analysis for semidefinite programming (SDP). This new robust analysis can be combined with either logarithmic barrier or hybrid barrier. Under this new framework, we can improve the…

Optimization and Control · Mathematics 2021-11-22 Baihe Huang , Shunhua Jiang , Zhao Song , Runzhou Tao , Ruizhe Zhang

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
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