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In this paper, we study a variant of the quadratic penalty method for linearly constrained convex problems, which has already been widely used but actually lacks theoretical justification. Namely, the penalty parameter steadily increases…

Numerical Analysis · Mathematics 2017-11-30 Huan Li , Cong Fang , Zhouchen Lin

In this paper, we show that the popular K-means clustering problem can equivalently be reformulated as a conic program of polynomial size. The arising convex optimization problem is NP-hard, but amenable to a tractable semidefinite…

Optimization and Control · Mathematics 2018-07-23 Madhushini Narayana Prasad , Grani A. Hanasusanto

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

The well-known Disjoint Paths problem is to decide if a graph contains k pairwise disjoint paths, each connecting a different terminal pair from a set of k distinct pairs. We determine, with an exception of two cases, the complexity of the…

Combinatorics · Mathematics 2021-05-14 Walter Kern , Barnaby Martin , Daniël Paulusma , Siani Smith , Erik Jan van Leeuwen

Many nonconvex problems in robotics can be relaxed into convex formulations via Semi-Definite Programming (SDP) that can be solved to global optimality. The practical quality of these solutions, however, critically depends on rounding them…

Robotics · Computer Science 2025-10-02 Liangting Wu , Roberto Tron

This paper addresses the problem of finding the densest $k$-vertex subgraph in an arbitrary graph. This problem is NP-hard and has important applications in social network analysis, fraud detection, recommendation systems, and…

Quantum Physics · Physics 2026-05-01 Yu. A. Biriukov , R. D. Morozov , I. V. Dyakonov , S. S. Straupe

The $k$-Detour problem is a basic path-finding problem: given a graph $G$ on $n$ vertices, with specified nodes $s$ and $t$, and a positive integer $k$, the goal is to determine if $G$ has an $st$-path of length exactly $\text{dist}(s, t) +…

Data Structures and Algorithms · Computer Science 2023-07-06 Shyan Akmal , Virginia Vassilevska Williams , Ryan Williams , Zixuan Xu

The Gromov-Wasserstein (GW) distance is an extension of the optimal transport problem that allows one to match objects between incomparable spaces. At its core, the GW distance is specified as the solution of a non-convex quadratic program…

Optimization and Control · Mathematics 2024-10-17 Junyu Chen , Binh T. Nguyen , Shang Hui Koh , Yong Sheng Soh

We consider the densest $k$-subgraph problem, which seeks to identify the $k$-node subgraph of a given input graph with maximum number of edges. This problem is well-known to be NP-hard, by reduction to the maximum clique problem. We…

Optimization and Control · Mathematics 2019-04-09 Polina Bombina , Brendan Ames

Bilevel optimization is a fundamental tool in hierarchical decision-making and has been widely applied to machine learning tasks such as hyperparameter tuning, meta-learning, and continual learning. While significant progress has been made…

Optimization and Control · Mathematics 2025-04-25 Nazanin Abolfazli , Sina Sharifi , Mahyar Fazlyab , Erfan Yazdandoost Hamedani

We propose a solution approach for the problem (P) of minimizing an unconstrained binary polynomial optimization problem. We call this method PQCR (Polynomial Quadratic Convex Reformulation). The resolution is based on a 3-phase method. The…

Data Structures and Algorithms · Computer Science 2019-01-24 Sourour Elloumi , Amélie Lambert , Arnaud Lazare

We consider solving high-order semidefinite programming (SDP) relaxations of nonconvex polynomial optimization problems (POPs) that often admit degenerate rank-one optimal solutions. Instead of solving the SDP alone, we propose a new…

Optimization and Control · Mathematics 2021-10-27 Heng Yang , Ling Liang , Luca Carlone , Kim-Chuan Toh

We approach the Max-3-Cut problem through the lens of maximizing complex-valued quadratic forms and demonstrate that low-rank structure in the objective matrix can be exploited, leading to alternative algorithms to classical semidefinite…

Data Structures and Algorithms · Computer Science 2026-04-27 Ria Stevens , Fangshuo Liao , Barbara Su , Jianqiang Li , Anastasios Kyrillidis

Combining recent moment and sparse semidefinite programming (SDP) relaxation techniques, we propose an approach to find smooth approximations for solutions of problems involving nonlinear differential equations. Given a system of nonlinear…

Optimization and Control · Mathematics 2010-08-13 Martin Mevissen , Jean-Bernard Lasserre , Didier Henrion

In scheduling and timetabling applications, the mutual-exclusion constraint stipulates that certain pairs of tasks that cannot be executed at the same time. This corresponds to the vertex colouring problem in graph theory, for which there…

Optimization and Control · Mathematics 2019-04-09 Jakub Marecek , Andrew J. Parkes

Support vector machines (SVMs) are well-studied supervised learning models for binary classification. In many applications, large amounts of samples can be cheaply and easily obtained. What is often a costly and error-prone process is to…

Optimization and Control · Mathematics 2024-12-20 Veronica Piccialli , Jan Schwiddessen , Antonio M. Sudoso

This paper proposes a squared smoothing Newton method via the Huber smoothing function for solving semidefinite programming problems (SDPs). We first study the fundamental properties of the matrix-valued mapping defined upon the Huber…

Optimization and Control · Mathematics 2024-10-10 Ling Liang , Defeng Sun , Kim-Chuan Toh

There is an increasing interest in quantum algorithms for optimization problems. Within convex optimization, interior-point methods and other recently proposed quantum algorithms are non-trivial to implement on noisy quantum devices. Here,…

Quantum Physics · Physics 2025-09-16 Jakub Marecek , Albert Akhriev

In quantum embedding theories, a quantum many-body system is divided into localized clusters of sites which are treated with an accurate `high-level' theory and glued together self-consistently by a less accurate `low-level' theory at the…

Optimization and Control · Mathematics 2021-06-08 Yuehaw Khoo , Michael Lindsey

Semidefinite programming (SDP) provides a principled framework for convex relaxations of nonconvex geometric constraints in motion planning, yet existing solvers are too computationally expensive for real-time control, particularly on…