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Recently, there has been significant interest in convex relaxations of the optimal power flow (OPF) problem. A semidefinite programming (SDP) relaxation globally solves many OPF problems. However, there exist practical problems for which…

Optimization and Control · Mathematics 2016-11-17 Daniel K. Molzahn , Ian A. Hiskens

Hyperbolic spaces have increasingly been recognized for their outstanding performance in handling data with inherent hierarchical structures compared to their Euclidean counterparts. However, learning in hyperbolic spaces poses significant…

Machine Learning · Computer Science 2024-05-28 Sheng Yang , Peihan Liu , Cengiz Pehlevan

We consider the strictly correlated electron (SCE) limit of the fermionic quantum many-body problem in the second-quantized formalism. This limit gives rise to a multi-marginal optimal transport (MMOT) problem. Here the marginal state space…

Optimization and Control · Mathematics 2020-09-17 Yuehaw Khoo , Lin Lin , Michael Lindsey , Lexing Ying

We present a hierarchy of tractable relaxations to obtain lower bounds on the minimum value of a polynomial over a constraint set defined by polynomial equations. In contrast to previous convex relaxation techniques for this problem, our…

Optimization and Control · Mathematics 2025-07-23 Elvira Moreno , Venkat Chandrasekaran

We introduce a method for proving lower bounds on the efficacy of semidefinite programming (SDP) relaxations for combinatorial problems. In particular, we show that the cut, TSP, and stable set polytopes on $n$-vertex graphs are not the…

Computational Complexity · Computer Science 2014-11-25 James R. Lee , Prasad Raghavendra , David Steurer

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

Convex relaxations based on different hierarchies of linear/semi-definite programs have been used recently to devise approximation algorithms for various optimization problems. The approximation guarantee of these algorithms improves with…

Data Structures and Algorithms · Computer Science 2015-03-20 Venkatesan Guruswami , Ali Kemal Sinop

In solving hard computational problems, semidefinite program (SDP) relaxations often play an important role because they come with a guarantee of optimality. Here, we focus on a popular semidefinite relaxation of K-means clustering which…

Machine Learning · Computer Science 2018-09-07 Mariano Tepper , Anirvan M. Sengupta , Dmitri Chklovskii

We study the problem of maximizing the geometric mean of $d$ low-degree non-negative forms on the real or complex sphere in $n$ variables. We show that this highly non-convex problem is NP-hard even when the forms are quadratic and is…

Optimization and Control · Mathematics 2021-03-23 Chenyang Yuan , Pablo A. Parrilo

We consider a new hierarchy of semidefinite relaxations for the general polynomial optimization problem $(P):\:f^{\ast}=\min \{\,f(x):x\in K\,\}$ on a compact basic semi-algebraic set $K\subset\R^n$. This hierarchy combines some advantages…

Optimization and Control · Mathematics 2015-06-29 Jean-Bernard Lasserre , Toh Kim-Chuan , Yang Shouguang

Convex relaxations of non-convex optimal power flow (OPF) problems have recently attracted significant interest. While existing relaxations globally solve many OPF problems, there are practical problems for which existing relaxations fail…

Optimization and Control · Mathematics 2014-11-18 Daniel K. Molzahn , Ian A. Hiskens

This work studies the problem of maximizing a higher degree real homogeneous multivariate polynomial over the unit sphere. This problem is equivalent to finding the leading eigenvalue of the associated symmetric tensor of higher order,…

Optimization and Control · Mathematics 2019-10-02 Yuning Yang , Guoyin Li

In this paper we study the relationship between the optimal value of a homogeneous quadratic optimization problem and that of its Semidefinite Programming (SDP) relaxation. We consider two quadratic optimization models: (1) $\min \{x^* C x…

Optimization and Control · Mathematics 2007-05-23 Simai He , Zhi-Quan Luo , Jiawang Nie , Shuzhong Zhang

With the potential to find global solutions, significant research interest has focused on convex relaxations of the non-convex OPF problem. Recently, "moment-based" relaxations from the Lasserre hierarchy for polynomial optimization have…

Optimization and Control · Mathematics 2016-03-17 Daniel K. Molzahn , Cedric Josz , Ian A. Hiskens , Patrick Panciatici

In this paper, we propose a new convergent conic programming hierarchy of relaxations involving both semi-definite cone and second-order cone constraints for solving nonconvex polynomial optimization problems to global optimality. The…

Optimization and Control · Mathematics 2018-09-19 T. D Chuong , V. Jeyakumar , G. Li

The semidefinite programming (SDP) relaxation has proven to be extremely strong for many hard discrete optimization problems. This is in particular true for the quadratic assignment problem (QAP), arguably one of the hardest NP-hard…

Optimization and Control · Mathematics 2015-12-18 Danilo Elias Oliveira , Henry Wolkowicz , Yangyang Xu

We consider the semi-infinite system of polynomial inequalities of the form \[ \mathbf{K}:=\{x\in\mathbb{R}^m\mid p(x,y)\ge 0,\ \ \forall y\in S\subseteq\mathbb{R}^n\}, \] where $p(x,y)$ is a real polynomial in the variables $x$ and the…

Optimization and Control · Mathematics 2019-08-06 Feng Guo , Xiaoxia Sun

We propose a new homotopy-based conditional gradient method for solving convex optimization problems with a large number of simple conic constraints. Instances of this template naturally appear in semidefinite programming problems arising…

Optimization and Control · Mathematics 2025-01-31 Pavel Dvurechensky , Gabriele Iommazzo , Shimrit Shtern , Mathias Staudigl

We introduce a generic technique to obtain linear relaxations of semidefinite programs with provable guarantees based on the commutativity of the constraint and the objective matrices. We study conditions under which the optimal value of…

Optimization and Control · Mathematics 2026-05-19 Daniel de Roux , Robert Carr , R. Ravi

Boolean quadratic optimization problems occur in a number of applications. Their mixed integer-continuous nature is challenging, since it is inherently NP-hard. For this motivation, semidefinite programming relaxations (SDR's) are proposed…

Optimization and Control · Mathematics 2020-03-20 V. Cerone , S. M. Fosson , D. Regruto