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We propose a new method for simplifying semidefinite programs (SDP) inspired by symmetry reduction. Specifically, we show if an orthogonal projection map satisfies certain invariance conditions, restricting to its range yields an equivalent…

Optimization and Control · Mathematics 2023-03-09 Frank Permenter , Pablo A. Parrilo

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

For general quadratically-constrained quadratic programming (QCQP), we propose a parabolic relaxation described with convex quadratic constraints. An interesting property of the parabolic relaxation is that the original non-convex feasible…

Optimization and Control · Mathematics 2022-08-09 Ramtin Madani , Mersedeh Ashraphijuo , Mohsen Kheirandishfard , Alper Atamturk

In quantum embedding theories, a quantum many-body system is divided into localized clusters of sites which are treated with an accurate `high-level' theory and glued together self-consistently by a less accurate `low-level' theory at the…

Optimization and Control · Mathematics 2021-06-08 Yuehaw Khoo , Michael Lindsey

We establish the optimal nonergodic sublinear convergence rate of the proximal point algorithm for maximal monotone inclusion problems. First, the optimal bound is formulated by the performance estimation framework, resulting in an infinite…

Optimization and Control · Mathematics 2019-07-15 Guoyong Gu , Junfeng Yang

We consider the general polynomial optimization problem $P: f^*=\min \{f(x)\,:\,x\in K\}$ where $K$ is a compact basic semi-algebraic set. We first show that the standard Lagrangian relaxation yields a lower bound as close as desired to the…

Optimization and Control · Mathematics 2012-10-18 Jean Lasserre

We consider semidefinite programs (SDPs) with equality constraints. The variable to be optimized is a positive semidefinite matrix $X$ of size $n$. Following the Burer--Monteiro approach, we optimize a factor $Y$ of size $n \times p$…

Optimization and Control · Mathematics 2019-05-30 Nicolas Boumal , Vladislav Voroninski , Afonso S. Bandeira

The problem of reconstructing a quantum channel from a sample of classical data is considered. When the total fidelity can be represented as a ratio of two quadratic forms (e.g., in the case of mapping a mixed state to a pure state,…

In this paper, we present a stabilized sequential quadratic semidefinite programming (SQSDP) method for nonlinear semidefinite programming (NSDP) problems and prove its local convergence. The stabilized SQSDP method is originally developed…

Optimization and Control · Mathematics 2024-03-19 Yuya Yamakawa

In a second seminal paper on the application of semidefinite programming to graph partitioning problems, Goemans and Williamson showed how to formulate and round a complex semidefinite program to give what is to date still the best-known…

Data Structures and Algorithms · Computer Science 2018-12-31 Alantha Newman

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

Approximate message passing (AMP) is a family of iterative algorithms that generalize matrix power iteration. AMP algorithms are known to optimally solve many average-case optimization problems. In this paper, we show that a large class of…

Data Structures and Algorithms · Computer Science 2023-11-16 Misha Ivkov , Tselil Schramm

We consider the problem of constructing an approximation of the Pareto curve associated with the multiobjective optimization problem $\min_{\mathbf{x} \in \mathbf{S}}\{ (f_1(\mathbf{x}), f_2(\mathbf{x})) \}$, where $f_1$ and $f_2$ are two…

Optimization and Control · Mathematics 2014-06-17 Victor Magron , Didier Henrion , Jean-Bernard Lasserre

A canonical feature of the constraint satisfaction problems in NP is approximation hardness, where in the worst case, finding sufficient-quality approximate solutions is exponentially hard for all known methods. Fundamentally, the lack of…

Maximum A posteriori Probability (MAP) inference in graphical models amounts to solving a graph-structured combinatorial optimization problem. Popular inference algorithms such as belief propagation (BP) and generalized belief propagation…

Machine Learning · Statistics 2017-09-20 Murat A. Erdogdu , Yash Deshpande , Andrea Montanari

In this work, we present several tools for efficient sequential hierarchical least-squares programming (S-HLSP) for lexicographical optimization tailored to robot control and planning. As its main step, S-HLSP relies on approximations of…

Robotics · Computer Science 2024-03-15 Kai Pfeiffer , Abderrahmane Kheddar

We consider the problem of approximating Quadratic O-1 Integer Programs with bounded number of constraints and non-negative constraint matrix entries, which we term as PIQP. We describe and analyze a randomized algorithm based on a program…

Computational Complexity · Computer Science 2013-12-30 Sanjiv Kapoor , Hemanshu Kaul

Non-commutative polynomial optimization (NPO) problems seek to minimize the state average of a polynomial of some operator variables, subject to polynomial constraints, over all states and operators, as well as the Hilbert spaces where…

Quantum Physics · Physics 2025-07-22 Mateus Araújo , Andrew J. P. Garner , Miguel Navascues

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

Correspondence problems are often modelled as quadratic optimization problems over permutations. Common scalable methods for approximating solutions of these NP-hard problems are the spectral relaxation for non-convex energies and the…

Graphics · Computer Science 2017-05-18 Nadav Dym , Haggai Maron , Yaron Lipman
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