Related papers: Semidefinite Programming for the Asymmetric Stocha…
In the community detection problem, one may have access to additional observations (side information) about the label of each node. This paper studies the effect of the quality and quantity of side information on the phase transition of…
We consider a blind identification problem in which we aim to recover a statistical model of a network without knowledge of the network's edges, but based solely on nodal observations of a certain process. More concretely, we focus on…
Structured data in the form of networks are increasingly common in a number of fields, including the social sciences, biology, physics, computer science, and many others. A key task in network analysis is community detection, which…
In this article, we study a model-free design approach for stochastic linear quadratic (SLQ) controllers. Based on the convexity of the SLQ dual problem and the Karush-Kuhn-Tucker (KKT) conditions, we find the relationship between the…
Community identification in a network is an important problem in fields such as social science, neuroscience, and genetics. Over the past decade, stochastic block models (SBMs) have emerged as a popular statistical framework for this…
We introduce an extension of Stochastic Dual Dynamic Programming (SDDP) to solve stochastic convex dynamic programming equations. This extension applies when some or all primal and dual subproblems to be solved along the forward and…
Semidefinite programming (SDP) problems are challenging to solve because of their high dimensionality. However, solving sparse SDP problems with small tree-width are known to be relatively easier because: (1) they can be decomposed into…
Community detection is a fundamental unsupervised learning problem for unlabeled networks which has a broad range of applications. Many community detection algorithms assume that the number of clusters $r$ is known apriori. In this paper,…
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,…
Stochastic block models (SBMs) are often used to find assortative community structures in networks, such that the probability of connections within communities is higher than in between communities. However, classic SBMs are not limited to…
Integer semidefinite programming (ISDP) has recently gained attention due to its connection to binary quadratically constrained quadratic programs (BQCQPs), which can be exactly reformulated as binary semidefinite programs (BSDPs). However,…
In their recent preprint [arXiv:2108.07893v1], S. Panahi, N. Amaya, I. Klickstein, G. Novello, and F. Sorrentino tested the simultaneous block diagonalization (SBD) technique on synchronization in random networks and found the…
In this paper, we consider the problem of partitioning a small data sample of size $n$ drawn from a mixture of 2 sub-gaussian distributions in $\R^p$. We consider semidefinite programming relaxations of an integer quadratic program that is…
For nonconvex quadratically constrained quadratic programs (QCQPs), we first show that, under certain feasibility conditions, the standard semidefinite (SDP) relaxation is exact for QCQPs with bipartite graph structures. The exact optimal…
Recently there is a line of research work proposing to employ Spectral Clustering (SC) to segment (group){Throughout the paper, we use segmentation, clustering, and grouping, and their verb forms, interchangeably.} high-dimensional…
A power system unit commitment (UC) problem considering uncertainties of renewable energy sources is investigated in this paper, through a distributionally robust optimization approach. We assume that the first and second order moments of…
We investigate the local linear convergence properties of the Alternating Direction Method of Multipliers (ADMM) when applied to Semidefinite Programming (SDP). A longstanding belief suggests that ADMM is only capable of solving SDPs to…
This paper studies a class of so-called linear semi-infinite polynomial programming (LSIPP) problems. It is a subclass of linear semi-infinite programming problems whose constraint functions are polynomials in parameters and index sets are…
Spectral clustering methods have gained widespread recognition for their effectiveness in clustering high-dimensional data. Among these techniques, constrained spectral clustering has emerged as a prominent approach, demonstrating enhanced…
In this work, we propose a new local optimization method to solve a class of nonconvex semidefinite programming (SDP) problems. The basic idea is to approximate the feasible set of the nonconvex SDP problem by inner positive semidefinite…