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We consider a broad class of dynamic programming (DP) problems that involve a partially linear structure and some positivity properties in their system equation and cost function. We address deterministic and stochastic problems, possibly…

Optimization and Control · Mathematics 2026-04-21 Yuchao Li , Dimitri Bertsekas

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

This paper presents a comprehensive exploration of semi-definite programming (SDP) techniques within the context of quantum information. It examines the mathematical foundations of convex optimization, duality, and SDP formulations,…

Quantum Physics · Physics 2024-04-18 Piotr Mironowicz

Solving optimization problems is a key task for which quantum computers could possibly provide a speedup over the best known classical algorithms. Particular classes of optimization problems including semi-definite programming (SDP) and…

The problem of sparse approximation and the closely related compressed sensing have received tremendous attention in the past decade. Primarily studied from the viewpoint of applied harmonic analysis and signal processing, there have been…

Information Theory · Computer Science 2018-10-23 Ali Çivril

We consider semidefinite programming (SDP) for the binary stochastic block model with equal-sized communities. Prior work of Hajek, Wu, and Xu proposed an SDP (sym-SDP) for the symmetric case where the intra-community edge probabilities are…

Information Theory · Computer Science 2025-06-24 Julia Gaudio , Phawin Prongpaophan

For a graph $G$, let $f(G)$ denote the size of the maximum cut in $G$. The problem of estimating $f(G)$ as a function of the number of vertices and edges of $G$ has a long history and was extensively studied in the last fifty years. In this…

Data Structures and Algorithms · Computer Science 2020-04-28 Charles Carlson , Alexandra Kolla , Ray Li , Nitya Mani , Benny Sudakov , Luca Trevisan

The framework of Integral Quadratic Constraints of Lessard et al. (2014) reduces the computation of upper bounds on the convergence rate of several optimization algorithms to semi-definite programming (SDP). Followup work by Nishihara et…

Machine Learning · Statistics 2018-03-06 Guilherme França , José Bento

A fundamental problem in quantum coding theory is to determine the maximum size of quantum codes of given block length and distance. A recent work introduced bounds based on semidefinite programming, strengthening the well-known quantum…

Quantum Physics · Physics 2026-03-23 Gerard Anglès Munné , Felix Huber

This paper deals with the algorithmic aspects of solving feasibility problems of semidefinite programming (SDP), aka linear matrix inequalities (LMI). Since in some SDP instances all feasible solutions have irrational entries, numerical…

Optimization and Control · Mathematics 2025-04-28 Vladimir Kolmogorov , Simone Naldi , Jeferson Zapata

We establish the optimal nonergodic sublinear convergence rate of the proximal point algorithm for maximal monotone inclusion problems. First, the optimal bound is formulated by the performance estimation framework, resulting in an infinite…

Optimization and Control · Mathematics 2019-07-15 Guoyong Gu , Junfeng Yang

Feature subset selection, as a special case of the general subset selection problem, has been the topic of a considerable number of studies due to the growing importance of data-mining applications. In the feature subset selection problem…

Machine Learning · Computer Science 2014-11-13 Tofigh Naghibi , Sarah Hoffmann , Beat Pfister

We revisit the linear programming bounds for the size vs. distance trade-off for binary codes, focusing on the bounds for the almost-balanced case, when all pairwise distances are between $d$ and $n-d$, where $d$ is the code distance and…

Information Theory · Computer Science 2021-07-19 Venkatesan Guruswami , Andrii Riazanov

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

Certifying the safety or robustness of neural networks against input uncertainties and adversarial attacks is an emerging challenge in the area of safe machine learning and control. To provide such a guarantee, one must be able to bound the…

Optimization and Control · Mathematics 2021-09-16 Mahyar Fazlyab , Manfred Morari , George J. Pappas

Semidefinite programs (SDPs) often arise in relaxations of some NP-hard problems, and if the solution of the SDP obeys certain rank constraints, the relaxation will be tight. Decomposition methods based on chordal sparsity have already been…

Optimization and Control · Mathematics 2020-09-17 Jared Miller , Yang Zheng , Biel Roig-Solvas , Mario Sznaier , Antonis Papachristodoulou

We present a unified theoretical framework for parametric low-rank approximation, a research area devoted to the development of efficient algorithms that act as adaptive alternatives of traditional methods such as Singular Value…

Numerical Analysis · Mathematics 2025-09-22 Nicola Rares Franco

Super-resolution theory aims to estimate the discrete components lying in a continuous space that constitute a sparse signal with optimal precision. This work investigates the potential of recent super-resolution techniques for spectral…

Information Theory · Computer Science 2016-11-24 M. Ferreira Da Costa , W. Dai

We propose the first non-trivial generic decoding algorithm for codes in the sum-rank metric. The new method combines ideas of well-known generic decoders in the Hamming and rank metric. For the same code parameters and number of errors,…

Information Theory · Computer Science 2021-10-29 Sven Puchinger , Julian Renner , Johan Rosenkilde

A matrix optimization problem over an uncertain linear system on finite horizon (abbreviated as MOPUL) is studied, in which the uncertain transition matrix is regarded as a decision variable. This problem is in general NP-hard. By using the…

Optimization and Control · Mathematics 2023-10-31 Jintao Xu , Shu-Cherng Fang , Wenxun Xing