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Several algorithms are available in the literature for finding the entire set of Pareto-optimal solutions in MultiObjective Linear Programming (MOLP). However, it has not been proposed so far an interior point algorithm that finds all…
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…
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…
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…
A numerical method is developed to solve linear semi-infinite programming problem (LSIP) in which the iterates produced by the algorithm are feasible for the original problem. This is achieved by constructing a sequence of standard linear…
This paper studies how to solve semi-infinite polynomial programming (SIPP) problems by semidefinite relaxation method. We first introduce two SDP relaxation methods for solving polynomial optimization problems with finitely many…
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…
We show how to bound the accuracy of a family of semi-definite programming relaxations for the problem of polynomial optimization on the hypersphere. Our method is inspired by a set of results from quantum information known as quantum de…
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…
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…
Semidefinite programs are an important class of convex optimization problems. It can be solved efficiently by SDP solvers in Matlab, such as SeDuMi, SDPT3, DSDP. However, since we are running fixed precision SDP solvers in Matlab, for some…
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…
We consider the problem of approximating the reachable set of a discrete-time polynomial system from a semialgebraic set of initial conditions under general semialgebraic set constraints. Assuming inclusion in a given simple set like a box…
Semidefinite programs (SDPs) are standard convex problems that are frequently found in control and optimization applications. Interior-point methods can solve SDPs in polynomial time up to arbitrary accuracy, but scale poorly as the size of…
A weakly infeasible semidefinite program (SDP) has no feasible solution, but it has approximate solutions whose constraint violation is arbitrarily small. These SDPs are ill-posed and numerically often unsolvable. They are also closely…
We consider the problem of minimizing a linear function over an affine section of the cone of positive semidefinite matrices, with the additional constraint that the feasible matrix has prescribed rank. When the rank constraint is active,…
We approximate the backward reachable set of discrete-time autonomous polynomial systems using the recently developed occupation measure approach. We formulate the problem as an infinite-dimensional linear programming (LP) problem on…
Semidefinite programming (SDP) is a fundamental class of convex optimization problems with diverse applications in mathematics, engineering, machine learning, and related disciplines. This paper investigates the application of the…
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…
We introduce Sieve-SDP, a simple facial reduction algorithm to preprocess semidefinite programs (SDPs). Sieve-SDP inspects the constraints of the problem to detect lack of strict feasibility, deletes redundant rows and columns, and reduces…