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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

Semi-infinite programs are a class of mathematical optimization problems with a finite number of decision variables and infinite constraints. As shown by Blankenship and Falk (Blankenship and Falk. "Infinitely constrained optimization…

Optimization and Control · Mathematics 2020-09-21 Stuart M. Harwood , Dimitri J. Papageorgiou , Francisco Trespalacios

Packing problems in discrete geometry can be modeled as finding independent sets in infinite graphs where one is interested in independent sets which are as large as possible. For finite graphs one popular way to compute upper bounds for…

Optimization and Control · Mathematics 2021-08-26 David de Laat , Frank Vallentin

We present a novel, practical, and provable approach for solving diagonally constrained semi-definite programming (SDP) problems at scale using accelerated non-convex programming. Our algorithm non-trivially combines acceleration motions…

Optimization and Control · Mathematics 2023-02-07 Junhyung Lyle Kim , JA Lara Benitez , Mohammad Taha Toghani , Cameron Wolfe , Zhiwei Zhang , Anastasios Kyrillidis

In the last years many results in the area of semidefinite programming were obtained for invariant (finite dimensional, or infinite dimensional) semidefinite programs - SDPs which have symmetry. This was done for a variety of problems and…

Optimization and Control · Mathematics 2019-11-07 Christine Bachoc , Dion C. Gijswijt , Alexander Schrijver , Frank Vallentin

The Johnson-Lindenstrauss Lemma states that there exist linear maps that project a set of points of a vector space into a space of much lower dimension such that the Euclidean distance between these points is approximately preserved. This…

Optimization and Control · Mathematics 2023-01-18 Pierre-Louis Poirion , Bruno F. Lourenço , Akiko Takeda

The general setting of this work is the constraint-based synthesis of termination arguments. We consider a restricted class of programs called lasso programs. The termination argument for a lasso program is a pair of a ranking function and…

Logic in Computer Science · Computer Science 2014-01-22 Matthias Heizmann , Jochen Hoenicke , Jan Leike , Andreas Podelski

The positive semidefinite rank of a nonnegative $(m\times n)$-matrix~$S$ is the minimum number~$q$ such that there exist positive semidefinite $(q\times q)$-matrices $A_1,\dots,A_m$, $B_1,\dots,B_n$ such that $S(k,\ell) = \mbox{tr}(A_k^*…

Combinatorics · Mathematics 2013-11-19 Troy Lee , Dirk Oliver Theis

We present new constraint qualification conditions for nonlinear semidefinite programming that extend some of the constant rank-type conditions from nonlinear programming. As an application of these conditions, we provide a unified global…

Optimization and Control · Mathematics 2021-06-08 Roberto Andreani , Gabriel Haeser , Leonardo M. Mito , Héctor Ramírez C

Procrustes problems are matrix approximation problems searching for a~transformation of the given dataset to fit another dataset. They find applications in numerous areas, such as factor and multivariate analysis, computer vision,…

Optimization and Control · Mathematics 2023-05-01 Terézia Fulová , Mária Trnovská

Face recognition remains a hot topic in computer vision, and it is challenging to tackle the problem that both the training and testing images are corrupted. In this paper, we propose a novel semi-supervised method based on the theory of…

Computer Vision and Pattern Recognition · Computer Science 2019-12-11 Pei Xie , He-Feng Yin , Xiao-Jun Wu

We examine the problem of approximating, in the Frobenius-norm sense, a positive, semidefinite symmetric matrix by a rank-one matrix, with an upper bound on the cardinality of its eigenvector. The problem arises in the decomposition of a…

Computational Engineering, Finance, and Science · Computer Science 2007-05-23 Alexandre d'Aspremont , Laurent El Ghaoui , Michael I. Jordan , Gert R. G. Lanckriet

We develop two adaptive discretization algorithms for convex semi-infinite optimization, which terminate after finitely many iterations at approximate solutions of arbitrary precision. In particular, they terminate at a feasible point of…

Optimization and Control · Mathematics 2022-01-14 Jochen Schmid , Miltiadis Poursanidis

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

Low rank approximation is a commonly occurring problem in many computer vision and machine learning applications. There are two common ways of optimizing the resulting models. Either the set of matrices with a given rank can be explicitly…

Computer Vision and Pattern Recognition · Computer Science 2019-07-24 Marcus Valtonen Örnhag , Carl Olsson , Anders Heyden

This paper studies the problem of deterministic rank-one matrix completion. It is known that the simplest semidefinite programming relaxation, involving minimization of the nuclear norm, does not in general return the solution for this…

Numerical Analysis · Mathematics 2018-01-03 Augustin Cosse , Laurent Demanet

A sequential piecewise linear programming method is presented where bounded domains of non-convex functions are successively contracted about the solution of a piecewise linear program at each iteration of the algorithm. Although…

Optimization and Control · Mathematics 2020-04-21 James P. L. Tan

This paper studies a class of so-called linear semi-infinite polynomial programming (LSIPP) problems. It is a subclass of linear semi-infinite programming problems whose constraint functions are polynomials in parameters and index sets are…

Optimization and Control · Mathematics 2019-10-25 Feng Guo , Xiaoxia Sun

We generalize the reduction mechanism for linear programming problems and semidefinite programming problems from [arXiv:1410.8816] in two ways 1) relaxing the requirement of affineness and 2) extending to fractional optimization problems.…

Computational Complexity · Computer Science 2018-10-23 Gábor Braun , Sebastian Pokutta , Aurko Roy

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
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