相关论文: SDP-based bounds for graph partition via extended …
To ensure the system stability of the $\bf{\mathcal{H}_{2}}$-guaranteed cost optimal decentralized control problem (ODC), an approximate semidefinite programming (SDP) problem is formulated based on the sparsity of the gain matrix of the…
We consider the densest $k$-subgraph problem, which seeks to identify the $k$-node subgraph of a given input graph with maximum number of edges. This problem is well-known to be NP-hard, by reduction to the maximum clique problem. We…
The matching problem between two adjacency matrices can be formulated as the NP-hard quadratic assignment problem (QAP). Previous work on semidefinite programming (SDP) relaxations to the QAP have produced solutions that are often tight in…
We study two related problems: finding a set of k vertices and minimum number of edges (kmin) and finding a graph with at least m' edges and minimum number of vertices (mvms). Goldschmidt and Hochbaum \cite{GH97} show that the mvms problem…
Our work concerns algorithms for an unweighted variant of Maximum Flow. In the All-Pairs Connectivity (APC) problem, we are given a graph $G$ on $n$ vertices and $m$ edges, and are tasked with computing the maximum number of edge-disjoint…
The framework of Integral Quadratic Constraints (IQC) reduces the computation of upper bounds on the convergence rate of several optimization algorithms to a semi-definite program (SDP). In the case of over-relaxed Alternating Direction…
Two kinds of approximation algorithms exist for the k-BALANCED PARTITIONING problem: those that are fast but compute unsatisfying approximation ratios, and those that guarantee high quality ratios but are slow. In this paper we prove that…
We pursue a study of the Generalized Demand Matching problem, a common generalization of the $b$-Matching and Knapsack problems. Here, we are given a graph with vertex capacities, edge profits, and asymmetric demands on the edges. The goal…
This paper proposes a provably convergent multiblock ADMM for nonconvex optimization with nonlinear dynamics constraints, overcoming the divergence issue in classical extensions. We consider a class of optimization problems that arise from…
We consider the \emph{$k$-edge connected spanning subgraph} (kECSS) problem, where we are given an undirected graph $G = (V, E)$ with nonnegative edge costs $\{c_e\}_{e\in E}$, and we seek a minimum-cost \emph{$k$-edge connected} subgraph…
Exact solution of hard combinatorial optimization problems often relies on strong convex relaxations, but solving these relaxations repeatedly inside a branch-and-bound algorithm can be prohibitively expensive. Hence, we consider this…
Recent advances in neural-network architecture allow for seamless integration of convex optimization problems as differentiable layers in an end-to-end trainable neural network. Integrating medium and large scale quadratic programs into a…
Semidefinite programming (SDP) provides a powerful relaxation for the maximum cut problem. For a graph with rational weights, the decision problem of whether the SDP relaxation for the maximum cut problem is exact is known to be $NP$-hard;…
Mean-variance portfolio optimization problems often involve separable nonconvex terms, including penalties on capital gains, integer share constraints, and minimum position and trade sizes. We propose a heuristic algorithm for such problems…
By concisely representing a joint function of many variables as the combination of small functions, discrete graphical models (GMs) provide a powerful framework to analyze stochastic and deterministic systems of interacting variables. One…
In this paper, we propose and analyze an inexact version of the symmetric proximal alternating direction method of multipliers (ADMM) for solving linearly constrained optimization problems. Basically, the method allows its first subproblem…
Max-k-Cut and correlation clustering are fundamental graph partitioning problems. For a graph with G=(V,E) with n vertices, the methods with the best approximation guarantees for Max-k-Cut and the Max-Agree variant of correlation clustering…
The alternating direction method of multipliers (ADMM) is a powerful operator splitting technique for solving structured convex optimization problems. Due to its relatively low per-iteration computational cost and ability to exploit…
This paper proposes a dual Riemannian alternating direction method of multipliers (ADMM) for solving low-rank semidefinite programs with unit diagonal constraints. We recast the ADMM subproblem as a Riemannian optimization problem over the…
The input to the Multiway Cut problem is a weighted undirected graph, with nonnegative edge weights, and $k$ designated terminals. The goal is to partition the vertices of the graph into $k$ parts, each containing exactly one of the…