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Semidefinite programs (SDPs) are a particular class of convex optimization problems with applications in combinatorial optimization, operational research, and quantum information science. Seminal work by Brand\~{a}o and Svore shows that a…

Quantum Physics · Physics 2023-10-13 Oscar Watts , Yuta Kikuchi , Luuk Coopmans

In this paper, we study a class of nonsmooth fractional programs {\rm (FP, for short)} with SOS-convex semi-algebraic functions. Under suitable assumptions, we derive a strong duality result between the problem (FP) and its semidefinite…

Optimization and Control · Mathematics 2024-01-31 Chengmiao Yang , Liguo Jiao , Jae Hyoung Lee

This paper considers the problem of minimizing the ordered weighted average (or ordered median) function of finitely many rational functions over compact semi-algebraic sets. Ordered weighted averages of rational functions are not, in…

Optimization and Control · Mathematics 2011-06-30 V. Blanco , S. El-Haj Ben-Ali , J. Puerto

In semidefinite programming (SDP), a number of pre-processing techniques have been developed including chordal-completion procedures, which reduce the dimension of individual constraints by exploiting sparsity therein, and facial reduction,…

Optimization and Control · Mathematics 2020-09-22 Vyacheslav Kungurtsev , Jakub Marecek

Our work considers the optimization of the sum of a non-smooth convex function and a finite family of composite convex functions, each one of which is composed of a convex function and a bounded linear operator. This type of problem is…

Optimization and Control · Mathematics 2019-08-30 Yu-Chao Tang , Chuan-Xi Zhu , Meng Wen , Ji-Gen Peng

Semidefinite Programming (SDP) provides tight lower bounds for Optimal Power Flow problems. However, solving large-scale SDP problems requires exploiting sparsity. In this paper, we experiment several clique decomposition algorithms that…

Optimization and Control · Mathematics 2019-12-20 Julie Sliwak , Miguel Anjos , Lucas Létocart , Jean Maeght , Emiliano Traversi

Although neural networks have been applied to several systems in recent years, they still cannot be used in safety-critical systems due to the lack of efficient techniques to certify their robustness. A number of techniques based on convex…

Machine Learning · Computer Science 2021-09-28 Ziye Ma , Somayeh Sojoudi

We study optimization programs given by a bilinear form over non-commutative variables subject to linear inequalities. Problems of this form include the entangled value of two-prover games, entanglement-assisted coding for classical…

Quantum Physics · Physics 2016-08-15 Mario Berta , Omar Fawzi , Volkher B. Scholz

In this paper we propose a stochastic primal dual fixed point method (SPDFP) for solving the sum of two proper lower semi-continuous convex function and one of which is composite. The method is based on the primal dual fixed point method…

Optimization and Control · Mathematics 2020-04-21 YaNanZhu , XiaoqunZhang

We propose a new stochastic primal-dual optimization algorithm for planning in a large discounted Markov decision process with a generative model and linear function approximation. Assuming that the feature map approximately satisfies…

Machine Learning · Computer Science 2023-02-01 Gergely Neu , Nneka Okolo

We show {\it semidefinite programming} (SDP) feasibility problem is equivalent to solving a {\it convex hull relaxation} (CHR) for a finite system of quadratic equations. On the one hand, this offers a simple description of SDP. On the…

Optimization and Control · Mathematics 2020-08-18 Bahman Kalantari

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

This paper investigates a category of constrained fractional optimization problems that emerge in various practical applications. The objective function for this category is characterized by the ratio of a numerator and denominator, both…

Optimization and Control · Mathematics 2026-05-28 Yizun Lin , Jian-Feng Cai , Zhao-Rong Lai , Cheng Li

In this paper, "chance optimization" problems are introduced, where one aims at maximizing the probability of a set defined by polynomial inequalities. These problems are, in general, nonconvex and computationally hard. With the objective…

Optimization and Control · Mathematics 2015-05-12 Ashkan Jasour , Necdet Serhat Aybat , Constantino Lagoa

The Max-Cut problem is a fundamental NP-hard problem, which is attracting attention in the field of quantum computation these days. Regarding the approximation algorithm of the Max-Cut problem, algorithms based on semidefinite programming…

Data Structures and Algorithms · Computer Science 2022-03-01 Eiichiro Sato

The central object of this PhD thesis is known under different names in the fields of computer science and statistical mechanics. In computer science, it is called the Maximum Cut problem, one of the famous twenty-one Karp's original…

Machine Learning · Computer Science 2022-08-31 Mikhail Krechetov

Several well-known algorithms in the field of combinatorial optimization can be interpreted in terms of the primal-dual method for solving linear programs. For example, Dijkstra's algorithm, the Ford-Fulkerson algorithm, and the Hungarian…

Optimization and Control · Mathematics 2016-01-19 Randy Cogill

We study the fundamental problem of high-dimensional mean estimation in a robust model where a constant fraction of the samples are adversarially corrupted. Recent work gave the first polynomial time algorithms for this problem with…

Machine Learning · Computer Science 2018-11-26 Yu Cheng , Ilias Diakonikolas , Rong Ge

Several probabilistic models from high-dimensional statistics and machine learning reveal an intriguing --and yet poorly understood-- dichotomy. Either simple local algorithms succeed in estimating the object of interest, or even…

Discrete Mathematics · Computer Science 2016-10-19 Zhou Fan , Andrea Montanari

In real-world applications, it is important for machine learning algorithms to be robust against data outliers or corruptions. In this paper, we focus on improving the robustness of a large class of learning algorithms that are formulated…

Machine Learning · Computer Science 2021-06-04 Quanming Yao , Hangsi Yang , En-Liang Hu , James Kwok