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This paper studies high-dimensional sparse clustering, a combinatorial NP-hard problem arising from the bilinear coupling between cluster assignment and feature selection. We analyze semidefinite programming (SDP) relaxations of $K$-means…
This paper investigates a category of constrained fractional optimization problems that emerge in various practical applications. The objective function for this category is characterized by the ratio of a numerator and denominator, both…
The stable principal component pursuit (SPCP) is a non-smooth convex optimization problem, the solution of which enables one to reliably recover the low rank and sparse components of a data matrix which is corrupted by a dense noise matrix,…
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…
Moment-based distributionally robust optimization (DRO) provides an optimization framework to integrate statistical information with traditional optimization approaches. Under this framework, one assumes that the underlying joint…
Kohn-Sham density functional theory (DFT) has long struggled with the accurate description of strongly correlated and open shell systems and improvements have been minor even in the newest hybrid functionals. In this Letter we treat the…
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…
This paper considers a fractional programming problem (P) which minimizes a ratio of quadratic functions subject to a two-sided quadratic constraint. As is well-known, the fractional objective function can be replaced by a parametric family…
Mathematical modelling, particularly through approaches such as structured sparse support vector machines (SS-SVM), plays a crucial role in processing data with complex feature structures, yet efficient algorithms for distributed…
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…
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 =…
Optimal power flow (OPF) problem is a class of large-scale and non-convex optimization problem. Various algorithms are proposed to solve the challenging OPF problem. Recent studies show that semidefinite programming (SDP) can either provide…
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…
In ill-posed dynamic inverse problems expected spatial features and temporal correlation between frames can be leveraged to improve the quality of the computed solution, in particular when the available data are limited and the…
Super-resolution theory aims to estimate the discrete components lying in a continuous space that constitute a sparse signal with optimal precision. This work investigates the potential of recent super-resolution techniques for spectral…
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…
Quadratic assignment problem (QAP) is a fundamental problem in combinatorial optimization and finds numerous applications in operation research, computer vision, and pattern recognition. However, it is a very well-known NP-hard problem to…
Spike and slab priors play a key role in inducing sparsity for sparse signal recovery. The use of such priors results in hard non-convex and mixed integer programming problems. Most of the existing algorithms to solve the optimization…
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…
Statistical inference problems arising within signal processing, data mining, and machine learning naturally give rise to hard combinatorial optimization problems. These problems become intractable when the dimensionality of the data is…