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We introduce Sieve-SDP, a simple facial reduction algorithm to preprocess semidefinite programs (SDPs). Sieve-SDP inspects the constraints of the problem to detect lack of strict feasibility, deletes redundant rows and columns, and reduces…

最优化与控制 · 数学 2021-03-02 Yuzixuan , Zhu , Gabor Pataki , Quoc Tran-Dinh

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,…

最优化与控制 · 数学 2020-09-22 Vyacheslav Kungurtsev , Jakub Marecek

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…

最优化与控制 · 数学 2022-02-28 Biel Roig-Solvas , Mario Sznaier

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…

最优化与控制 · 数学 2021-03-26 Alp Yurtsever , Joel A. Tropp , Olivier Fercoq , Madeleine Udell , Volkan Cevher

The real radical ideal of a system of polynomials with finitely many complex roots is generated by a system of real polynomials having only real roots and free of multiplicities. It is a central object in computational real algebraic…

最优化与控制 · 数学 2015-04-07 Greg Reid , Fei Wang , Henry Wolkowicz , Wenyuan Wu

While semidefinite programming (SDP) problems are polynomially solvable in theory, it is often difficult to solve large SDP instances in practice. One technique to address this issue is to relax the global positive-semidefiniteness (PSD)…

最优化与控制 · 数学 2020-02-11 Grigoriy Blekherman , Santanu S. Dey , Marco Molinaro , Shengding Sun

Positive semidefinite (PSD) cone is the cone of positive semidefinite matrices, and is the object of interest in semidefinite programming (SDP). A computational efficient approximation of the PSD cone is the $k$-PSD closure, $1 \leq k < n$,…

最优化与控制 · 数学 2024-05-03 Avinash Bhardwaj , Vishnu Narayanan , Abhishek Pathapati

Postive semidefinite (PSD) cone is the cone of positive semidefinite matrices, and is the object of interest in semidefinite programming (SDP). A computational efficient approximation of the PSD cone is the $k$-PSD closure, $1 \leq k < n$,…

最优化与控制 · 数学 2021-06-07 Avinash Bhardwaj , Harshit Kothari , Vishnu Narayanan

In this paper, we study a class of fractional semi-infinite polynomial programming problems involving s.o.s-convex polynomial functions. For such a problem, by a conic reformulation proposed in our previous work and the quadratic modules…

最优化与控制 · 数学 2022-12-29 Feng Guo , Meijun Zhang

Minimization of the nuclear norm is often used as a surrogate, convex relaxation, for finding the minimum rank completion (recovery) of a partial matrix. The minimum nuclear norm problem can be solved as a trace minimization semidefinite…

最优化与控制 · 数学 2016-08-16 Shimeng Huang , Henry Wolkowicz

We suppose the existence of an oracle which solves any semidefinite programming (SDP) problem satisfying Slater's condition simultaneously at its primal and dual sides. We note that such an oracle might not be able to directly solve general…

最优化与控制 · 数学 2022-03-10 Bruno F. Lourenço , Masakazu Muramatsu , Takashi Tsuchiya

A spectrahedron is the feasible set of a semidefinite program, SDP, i.e., the intersection of an affine set with the positive semidefinite cone. While strict feasibility is a generic property for random problems, there are many classes of…

最优化与控制 · 数学 2017-10-23 Stefan Sremac , Hugo Woerdeman , Henry Wolkowicz

This paper develops a new storage-optimal algorithm that provably solves generic semidefinite programs (SDPs) in standard form. This method is particularly effective for weakly constrained SDPs. The key idea is to formulate an approximate…

最优化与控制 · 数学 2020-06-19 Lijun Ding , Alp Yurtsever , Volkan Cevher , Joel A. Tropp , Madeleine Udell

We investigate the problem of finding inner ap-proximations of positive semidefinite (PSD) cones. We developa novel decomposition framework of the PSD cone by meansof conical combinations of smaller dimensional sub-cones. Weshow that many…

最优化与控制 · 数学 2021-10-01 Tianqi Zheng , James Guthrie , Enrique Mallada

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…

量子物理 · 物理学 2024-06-19 Dhrumil Patel , Patrick J. Coles , Mark M. Wilde

It is well-known that any sum of squares (SOS) program can be cast as a semidefinite program (SDP) of a particular structure and that therein lies the computational bottleneck for SOS programs, as the SDPs generated by this procedure are…

最优化与控制 · 数学 2017-10-05 Amir Ali Ahmadi , Georgina Hall , Antonis Papachristodoulou , James Saunderson , Yang Zheng

Semidefinite programs (SDPs) are standard convex problems that are frequently found in control and optimization applications. Interior-point methods can solve SDPs in polynomial time up to arbitrary accuracy, but scale poorly as the size of…

最优化与控制 · 数学 2022-01-10 Jared Miller , Yang Zheng , Mario Sznaier , Antonis Papachristodoulou

Many computer vision problems can be formulated as binary quadratic programs (BQPs). Two classic relaxation methods are widely used for solving BQPs, namely, spectral methods and semidefinite programming (SDP), each with their own…

计算机视觉与模式识别 · 计算机科学 2016-11-18 Peng Wang , Chunhua Shen , Anton van den Hengel

We propose a new method for simplifying semidefinite programs (SDP) inspired by symmetry reduction. Specifically, we show if an orthogonal projection map satisfies certain invariance conditions, restricting to its range yields an equivalent…

最优化与控制 · 数学 2023-03-09 Frank Permenter , Pablo A. Parrilo

We consider the NP-hard problem of minimizing a convex quadratic function over the integer lattice ${\bf Z}^n$. We present a simple semidefinite programming (SDP) relaxation for obtaining a nontrivial lower bound on the optimal value of the…

最优化与控制 · 数学 2017-03-16 Jaehyun Park , Stephen Boyd
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