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Memory is a key computational bottleneck when solving large-scale convex optimization problems such as semidefinite programs (SDPs). In this paper, we focus on the regime in which storing an $n\times n$ matrix decision variable is…

Optimization and Control · Mathematics 2021-08-25 Nimita Shinde , Vishnu Narayanan , James Saunderson

The technique of semidefinite programming (SDP) relaxation can be used to obtain a nontrivial bound on the optimal value of a nonconvex quadratically constrained quadratic program (QCQP). We explore concave quadratic inequalities that hold…

Optimization and Control · Mathematics 2016-09-30 Jaehyun Park , Stephen Boyd

We introduce a novel method for clustering using a semidefinite programming (SDP) relaxation of the Max k-Cut problem. The approach is based on a new methodology for rounding the solution of an SDP relaxation using iterated linear…

Optimization and Control · Mathematics 2022-07-07 Pedro Felzenszwalb , Caroline Klivans , Alice Paul

We give new rounding schemes for SDP relaxations for the problems of maximizing cubic polynomials over the unit sphere and the $n$-dimensional hypercube. In both cases, the resulting algorithms yield a $O(\sqrt{n/k})$ multiplicative…

Data Structures and Algorithms · Computer Science 2023-10-03 Jun-Ting Hsieh , Pravesh K. Kothari , Lucas Pesenti , Luca Trevisan

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

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

In recent years, parameterized quantum circuits have become a major tool to design quantum algorithms for optimization problems. The challenge in fully taking advantage of a given family of parameterized circuits lies in finding a good set…

Quantum Physics · Physics 2022-09-05 Eunou Lee

We give an approximation algorithm for Quantum Max-Cut which works by rounding an SDP relaxation to an entangled quantum state. The SDP is used to choose the parameters of a variational quantum circuit. The entangled state is then…

Quantum Physics · Physics 2023-11-15 Robbie King

We initiate the algorithmic study of the Quantum Max-$d$-Cut problem, a quantum generalization of the well-known Max-$d$-Cut problem. The Quantum Max-$d$-Cut problem involves finding a quantum state that maximizes the expected energy…

Quantum Physics · Physics 2024-02-22 Charlie Carlson , Zackary Jorquera , Alexandra Kolla , Steven Kordonowy , Stuart Wayland

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

We introduce a new class of semidefinite programming (SDP) relaxations for sparse box-constrained quadratic programs, obtained by a novel integration of the Reformulation Linearization Technique into standard SDP relaxations while…

Optimization and Control · Mathematics 2026-02-13 Aida Khajavirad

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

It has been recently proven that the semidefinite programming (SDP) relaxation of the optimal power flow problem over radial networks is exact under technical conditions such as not including generation lower bounds or allowing load…

Optimization and Control · Mathematics 2015-10-19 Burak Kocuk , Santanu S. Dey , X. Andy Sun

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

Montanari and Richard (2015) asked whether a natural semidefinite programming (SDP) relaxation can effectively optimize $\mathbf{x}^{\top}\mathbf{W} \mathbf{x}$ over $\|\mathbf{x}\| = 1$ with $x_i \geq 0$ for all coordinates $i$, where…

Data Structures and Algorithms · Computer Science 2020-12-07 Afonso S. Bandeira , Dmitriy Kunisky , Alexander S. Wein

Assuming the Unique Games Conjecture (UGC), the best approximation ratio that can be obtained in polynomial time for the MAX CUT problem is $\alpha_{\text{CUT}}\simeq 0.87856$, obtained by the celebrated SDP-based approximation algorithm of…

Computational Complexity · Computer Science 2023-04-13 Joshua Brakensiek , Neng Huang , Aaron Potechin , Uri Zwick

The max-cut problem is a classical graph theory problem which is NP-complete. The best polynomial time approximation scheme relies on \emph{semidefinite programming} (SDP). We study the conditions under which graphs of certain classes have…

Optimization and Control · Mathematics 2021-09-07 Daniel Hong , Hyunwoo Lee , Alex Wei

We provide a primal-dual framework for randomized approximation algorithms utilizing semidefinite programming (SDP) relaxations. Our framework pairs a continuum of APX-complete problems including MaxCut, Max2Sat, MaxDicut, and more…

Data Structures and Algorithms · Computer Science 2024-06-28 Nathan Benedetto Proença , Marcel K. de Carli Silva , Cristiane M. Sato , Levent Tunçel

Building on the blueprint from Goemans and Williamson (1995) for the Max-Cut problem, we construct a polynomial-time approximation algorithm for orthogonally constrained quadratic optimization problems. First, we derive a semidefinite…

Optimization and Control · Mathematics 2026-03-17 Ryan Cory-Wright , Jean Pauphilet

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