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Semidefinite programs (SDPs) -- some of the most useful and versatile optimization problems of the last few decades -- are often pathological: the optimal values of the primal and dual problems may differ and may not be attained. Such SDPs…

Optimization and Control · Mathematics 2019-10-23 Gabor Pataki

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

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…

Optimization and Control · Mathematics 2023-11-09 Frank de Meijer , Renata Sotirov

A semidefinite program (SDP) is a particular kind of convex optimization problem with applications in operations research, combinatorial optimization, quantum information science, and beyond. In this work, we propose variational quantum…

Quantum Physics · Physics 2024-06-19 Dhrumil Patel , Patrick J. Coles , Mark M. Wilde

We propose semidefinite trajectory optimization (STROM), a framework that computes fast and certifiably optimal solutions for nonconvex trajectory optimization problems defined by polynomial objectives and constraints. STROM employs sparse…

Optimization and Control · Mathematics 2024-09-04 Shucheng Kang , Xiaoyang Xu , Jay Sarva , Ling Liang , Heng Yang

Verifying that input-output relationships of a neural network conform to prescribed operational specifications is a key enabler towards deploying these networks in safety-critical applications. Semidefinite programming (SDP)-based…

Optimization and Control · Mathematics 2022-03-08 Robin Brown , Edward Schmerling , Navid Azizan , Marco Pavone

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…

Statistical Mechanics · Physics 2017-04-27 Adel Javanmard , Andrea Montanari , Federico Ricci-Tersenghi

Range-only (RO) pose estimation involves determining a robot's pose over time by measuring the distance between multiple devices on the robot, known as tags, and devices installed in the environment, known as anchors. The nonconvex nature…

Robotics · Computer Science 2024-01-09 Abhishek Goudar , Frederike Dümbgen , Timothy D. Barfoot , Angela P. Schoellig

We study robust convex quadratic programs where the uncertain problem parameters can contain both continuous and integer components. Under the natural boundedness assumption on the uncertainty set, we show that the generic problems are…

Optimization and Control · Mathematics 2018-12-19 Areesh Mittal , Can Gokalp , Grani A. Hanasusanto

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…

Optimization and Control · Mathematics 2022-01-10 Jared Miller , Yang Zheng , Mario Sznaier , Antonis Papachristodoulou

We study the ternary quadratic problem (TQP), a quadratic optimization problem with linear constraints where the variables take values in $\{0, \pm 1\}$. While semidefinite programming (SDP) techniques are well established for $\{0,1\}$-…

Optimization and Control · Mathematics 2026-04-01 Frank de Meijer , Veronica Piccialli , Renata Sotirov , Antonio M. Sudoso

In this study, we investigate the application of Semidefinite Programming (SDP) to phylogenetics. SDP is a powerful optimization framework that seeks to optimize a linear objective function over the cone of positive semidefinite matrices.…

Populations and Evolution · Quantitative Biology 2026-04-15 P. Skums

We show that a class of semidefinite programs (SDP) admits a solution that is a positive semidefinite matrix of rank at most $r$, where $r$ is the rank of the matrix involved in the objective function of the SDP. The optimization problems…

Optimization and Control · Mathematics 2010-11-29 Guillaume Sagnol

The robust truss topology optimization against the uncertain static external load can be formulated as mixed-integer semidefinite programming. Although a global optimal solution can be computed with a branch-and-bound method, it is very…

Optimization and Control · Mathematics 2019-01-25 Yoshihiro Kanno

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

We study the exactness of the semidefinite programming (SDP) relaxation of quadratically constrained quadratic programs (QCQPs). With the aggregate sparsity matrix from the data matrices of a QCQP with $n$ variables, the rank and positive…

Optimization and Control · Mathematics 2020-09-22 Godai Azuma , Mituhiro Fukuda , Sunyoung Kim , Makoto Yamashita

We develop a practical approach to semidefinite programming (SDP) that includes the von Neumann entropy, or an appropriate variant, as a regularization term. In particular we solve the dual of the regularized program, demonstrating how a…

Optimization and Control · Mathematics 2023-03-23 Michael Lindsey

Adversarial training is well-known to produce high-quality neural network models that are empirically robust against adversarial perturbations. Nevertheless, once a model has been adversarially trained, one often desires a certification…

Machine Learning · Computer Science 2023-06-16 Hong-Ming Chiu , Richard Y. Zhang

The cone of positive-semidefinite (PSD) matrices is fundamental in convex optimization, and we extend this notion to tensors, defining PSD tensors, which correspond to separable quantum states. We study the convex optimization problem over…

Optimization and Control · Mathematics 2025-11-10 Liding Xu , Ye-Chao Liu , Sebastian Pokutta

Semidefinite programs (SDP) are one of the most versatile frameworks in numerical optimization, serving as generalizations of many conic programs and as relaxations of NP-hard combinatorial problems. Their main drawback is their…

Optimization and Control · Mathematics 2022-02-28 Biel Roig-Solvas , Mario Sznaier