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In this paper, we study the noise sensitivity of the semidefinite program (SDP) proposed for direct data-driven infinite-horizon linear quadratic regulator (LQR) problem for discrete-time linear time-invariant systems. While this SDP is…

Optimization and Control · Mathematics 2024-12-30 Xiong Zeng , Laurent Bako , Necmiye Ozay

We consider the solution of nonlinear programs with nonlinear semidefiniteness constraints. The need for an efficient exploitation of the cone of positive semidefinite matrices makes the solution of such nonlinear semidefinite programs more…

Optimization and Control · Mathematics 2007-05-23 Roland W. Freund , Florian Jarre , Christoph Vogelbusch

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

This paper presents a comprehensive exploration of semi-definite programming (SDP) techniques within the context of quantum information. It examines the mathematical foundations of convex optimization, duality, and SDP formulations,…

Quantum Physics · Physics 2024-04-18 Piotr Mironowicz

In recent years, there has been remarkable progress in the development of so-called certifiable perception methods, which leverage semidefinite, convex relaxations to find global optima of perception problems in robotics. However, many of…

Robotics · Computer Science 2025-01-22 Connor Holmes , Frederike Dümbgen , Timothy D Barfoot

Despite the numerous uses of semidefinite programming (SDP) and its universal solvability via interior point methods (IPMs), it is rarely applied to practical large-scale problems. This mainly owes to the computational cost of IPMs that…

Optimization and Control · Mathematics 2024-03-19 Yifan Ran , Stefan Vlaski , Wei Dai

We consider both facial reduction, \FRp, and symmetry reduction, \SRp, techniques for semidefinite programming, \SDPp. We show that the two together fit surprisingly well in an alternating direction method of multipliers, \ADMMp, approach.…

Optimization and Control · Mathematics 2022-02-04 Hao Hu , Renata Sotirov , Henry Wolkowicz

We study T-semidefinite programming (SDP) relaxation for constrained polynomial optimization problems (POPs). T-SDP relaxation for unconstrained POPs was introduced by Zheng, Huang and Hu in 2022. In this work, we propose a T-SDP relaxation…

Optimization and Control · Mathematics 2024-05-15 Hiroki Marumo , Sunyoung Kim , Makoto Yamashita

An equivalence between attainability of simultaneous diagonalization (SD) and hidden convexity in quadratically constrained quadratic programming (QCQP) stimulates us to investigate necessary and sufficient SD conditions, which is one of…

Optimization and Control · Mathematics 2017-09-19 Rujun Jiang , Duan Li

We have observed an interesting, yet unexplained, phenomenon: Semidefinite programming (SDP) based relaxations of maximum likelihood estimators (MLE) tend to be tight in recovery problems with noisy data, even when MLE cannot exactly…

Optimization and Control · Mathematics 2014-04-11 Afonso S. Bandeira , Yuehaw Khoo , Amit Singer

Computing tight Lipschitz bounds for deep neural networks is crucial for analyzing their robustness and stability, but existing approaches either produce relatively conservative estimates or rely on semidefinite programming (SDP)…

Machine Learning · Computer Science 2025-03-19 Usman Syed , Bin Hu

Quantifying the robustness of neural networks or verifying their safety properties against input uncertainties or adversarial attacks have become an important research area in learning-enabled systems. Most results concentrate around the…

Systems and Control · Electrical Eng. & Systems 2019-10-11 Mahyar Fazlyab , Manfred Morari , George J. Pappas

We introduce fast randomized algorithms for solving semidefinite programming (SDP) relaxations of the partial permutation synchronization (PPS) problem, a core task in multi-image matching with significant relevance to 3D reconstruction.…

Optimization and Control · Mathematics 2025-06-26 Michael Lindsey , Yunpeng Shi

The multiple-input multiple-output (MIMO) detection problem, a fundamental problem in modern digital communications, is to detect a vector of transmitted symbols from the noisy outputs of a fading MIMO channel. The maximum likelihood…

Optimization and Control · Mathematics 2021-02-10 Ruichen Jiang , Ya-Feng Liu , Chenglong Bao , Bo Jiang

Fast and precise Lipschitz constant estimation of neural networks is an important task for deep learning. Researchers have recently found an intrinsic trade-off between the accuracy and smoothness of neural networks, so training a network…

Machine Learning · Computer Science 2022-10-12 Zi Wang , Gautam Prakriya , Somesh Jha

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

We consider the problem of approximating nonconvex quadratic optimization with ellipsoid constraints (ECQP). We show some SDP-based approximation bounds for special cases of (ECQP) can be improved by trivially applying the extened Pataki's…

Optimization and Control · Mathematics 2016-02-08 Yong Xia , Shu Wang , Zi Xu

Given an affine space of matrices $\mathcal{L}$ and a matrix $\Theta\in \mathcal{L}$, consider the problem of computing the closest rank deficient matrix to $\Theta$ on $\mathcal{L}$ with respect to the Frobenius norm. This is a nonconvex…

Optimization and Control · Mathematics 2020-10-12 Diego Cifuentes

Communication-reduction techniques are a popular way to improve scalability in data-parallel training of deep neural networks (DNNs). The recent emergence of large language models such as GPT has created the need for new approaches to…

Machine Learning · Computer Science 2023-02-07 Ilia Markov , Adrian Vladu , Qi Guo , Dan Alistarh

The use of convex relaxations has lately gained considerable interest in Power Systems. These relaxations play a major role in providing global optimality guarantees for non-convex optimization problems. For the Optimal Power Flow (OPF)…

Optimization and Control · Mathematics 2015-10-29 Hassan Hijazi , Carleton Coffrin , Pascal Van Hentenryck
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