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We give the first approximation algorithm for mixed packing and covering semidefinite programs (SDPs) with polylogarithmic dependence on width. Mixed packing and covering SDPs constitute a fundamental algorithmic primitive with recent…

Data Structures and Algorithms · Computer Science 2021-07-13 Arun Jambulapati , Yin Tat Lee , Jerry Li , Swati Padmanabhan , Kevin Tian

We develop a practical approach to semidefinite programming (SDP) that includes the von Neumann entropy, or an appropriate variant, as a regularization term. In particular we solve the dual of the regularized program, demonstrating how a…

Optimization and Control · Mathematics 2023-03-23 Michael Lindsey

Limited flight distance and time is a common problem for multicopters. We propose a method for finding the optimal speed and sideslip angle of a multicopter flying a given path to achieve either the longest flight distance or time. Since…

Robotics · Computer Science 2022-06-24 Xiangyu Wu , Jun Zeng , Andrea Tagliabue , Mark W. Mueller

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.…

Optimization and Control · Mathematics 2019-12-02 Wim Van-Ackooij , Xavier Warin

A recent set of techniques in the robotics community, known as certifiably correct methods, frames robotics problems as polynomial optimization problems (POPs) and applies convex, semidefinite programming (SDP) relaxations to either find or…

Robotics · Computer Science 2025-01-09 Connor Holmes , Frederike Dümbgen , Timothy D. Barfoot

We consider the problem of identifying underlying community-like structures in graphs. Towards this end we study the Stochastic Block Model (SBM) on $k$-clusters: a random model on $n=km$ vertices, partitioned in $k$ equal sized clusters,…

Data Structures and Algorithms · Computer Science 2015-07-10 Naman Agarwal , Afonso S. Bandeira , Konstantinos Koiliaris , Alexandra Kolla

Semidefinite programs (SDPs) can be solved in polynomial time by interior point methods, but scalability can be an issue. To address this shortcoming, over a decade ago, Burer and Monteiro proposed to solve SDPs with few equality…

Optimization and Control · Mathematics 2018-04-12 Nicolas Boumal , Vladislav Voroninski , Afonso S. Bandeira

The bootstrap is a widely used procedure for statistical inference because of its simplicity and attractive statistical properties. However, the vanilla version of bootstrap is no longer feasible computationally for many modern massive…

Methodology · Statistics 2023-02-16 Yingying Ma , Chenlei Leng , Hansheng Wang

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 this paper, we propose iterative inner/outer approximations based on a recent notion of block factor-width-two matrices for solving semidefinite programs (SDPs). Our inner/outer approximating algorithms generate a sequence of upper/lower…

Optimization and Control · Mathematics 2022-09-30 Feng-Yi Liao , Yang Zheng

Estimation of nonlinear dynamic models from data poses many challenges, including model instability and non-convexity of long-term simulation fidelity. Recently Lagrangian relaxation has been proposed as a method to approximate simulation…

Systems and Control · Computer Science 2018-10-12 Jack Umenberger , Ian R. Manchester

Integer semidefinite programming (ISDP) has recently gained attention due to its connection to binary quadratically constrained quadratic programs (BQCQPs), which can be exactly reformulated as binary semidefinite programs (BSDPs). However,…

Optimization and Control · Mathematics 2025-06-24 Daniel de Roux , Zedong Peng , David E. Bernal Neira

We consider solving high-order semidefinite programming (SDP) relaxations of nonconvex polynomial optimization problems (POPs) that often admit degenerate rank-one optimal solutions. Instead of solving the SDP alone, we propose a new…

Optimization and Control · Mathematics 2021-10-27 Heng Yang , Ling Liang , Luca Carlone , Kim-Chuan Toh

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

In complex engineered systems, completing an objective is sometimes not enough. The system must be able to reach a set performance characteristic, such as an unmanned aerial vehicle flying from point A to point B, \textit{under 10 seconds}.…

Optimization and Control · Mathematics 2015-06-03 Manan Gandhi

Semidefinite programs (SDPs) are a framework for exact or approximate optimization that have widespread application in quantum information theory. We introduce a new method for using reductions to construct integrality gaps for SDPs. These…

Quantum Physics · Physics 2019-03-18 Aram W. Harrow , Anand Natarajan , Xiaodi Wu

Recently, a lot of attention has been devoted to finding physically realisable operations that realise as closely as possible certain desired transformations between quantum states, e.g. quantum cloning, teleportation, quantum gates, etc.…

Quantum Physics · Physics 2013-04-25 K. Audenaert , B. De Moor

In this paper, we propose a low-rank coordinate descent approach to structured semidefinite programming with diagonal constraints. The approach, which we call the Mixing method, is extremely simple to implement, has no free parameters, and…

Optimization and Control · Mathematics 2026-05-12 Po-Wei Wang , Wei-Cheng Chang , J. Zico Kolter

The bootstrap is a popular data-driven method to quantify statistical uncertainty, but for modern high-dimensional problems, it could suffer from huge computational costs due to the need to repeatedly generate resamples and refit models. We…

Methodology · Statistics 2023-06-21 Henry Lam , Zhenyuan Liu

The paper contributes to an ongoing effort to extend the conformal bootstrap beyond its traditional focus on systems of four-point correlation functions. Recently, it was demonstrated that semidefinite programming can be used to formulate a…

High Energy Physics - Theory · Physics 2025-12-10 Sebastian Harris