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We consider convex optimization problems formulated using dynamic programming equations. Such problems can be solved using the Dual Dynamic Programming algorithm combined with the Level 1 cut selection strategy or the Territory algorithm to…

最优化与控制 · 数学 2017-05-26 Vincent Guigues

Semidefinite programs (SDPs) are a fundamental class of optimization problems with important recent applications in approximation algorithms, quantum complexity, robust learning, algorithmic rounding, and adversarial deep learning. This…

数据结构与算法 · 计算机科学 2020-09-23 Haotian Jiang , Tarun Kathuria , Yin Tat Lee , Swati Padmanabhan , Zhao Song

This work proposes a novel approach to reinforce localization security in wireless networks in the presence of malicious nodes that are able to manipulate (spoof) radio measurements. It substitutes the original measurement model by another…

信号处理 · 电气工程与系统科学 2025-04-01 Slavisa Tomic , Marko Beko , Yakubu Tsado , Bamidele Adebisi , Abiola Oladipo

We study a semidefinite programming (SDP) relaxation of the maximum likelihood estimation for exactly recovering a hidden community of cardinality $K$ from an $n \times n$ symmetric data matrix $A$, where for distinct indices $i,j$, $A_{ij}…

机器学习 · 统计学 2016-06-06 Bruce Hajek , Yihong Wu , Jiaming Xu

Semidefinite programming (SDP) is a fundamental class of convex optimization problems with diverse applications in mathematics, engineering, machine learning, and related disciplines. This paper investigates the application of the…

最优化与控制 · 数学 2025-10-15 Zilong Cui , Ran Gu

Quadratically constrained quadratic programs (QCQPs) are a highly expressive class of nonconvex optimization problems. While QCQPs are NP-hard in general, they admit a natural convex relaxation via the standard (Shor) semidefinite program…

最优化与控制 · 数学 2021-11-29 Alex L. Wang , Fatma Kilinc-Karzan

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;…

最优化与控制 · 数学 2026-02-09 Avinash Bhardwaj , Hritiz Gogoi , Vishnu Narayanan , Abhishek Pathapati

We show how to sketch semidefinite programs (SDPs) using positive maps in order to reduce their dimension. More precisely, we use Johnson\hyp{}Lindenstrauss transforms to produce a smaller SDP whose solution preserves feasibility or…

最优化与控制 · 数学 2019-02-12 Andreas Bluhm , Daniel Stilck Franca

We study the maximization of sums of heterogeneous quadratic forms over the Stiefel manifold, a nonconvex problem that arises in several modern signal processing and machine learning applications such as heteroscedastic probabilistic…

最优化与控制 · 数学 2025-04-09 Kyle Gilman , Sam Burer , Laura Balzano

We show that a class of semidefinite programs (SDP) admits a solution that is a positive semidefinite matrix of rank at most $r$, where $r$ is the rank of the matrix involved in the objective function of the SDP. The optimization problems…

最优化与控制 · 数学 2010-11-29 Guillaume Sagnol

The canonical duality theory has provided with a unified analytic solution to a range of discrete and continuous problems in global optimization, which can transform a nonconvex primal problem to a concave maximization dual problem over a…

最优化与控制 · 数学 2012-10-04 Xiaojun Zhou

Quantum steering, an intermediate quantum correlation lying between entanglement and nonlocality, has emerged as a critical quantum resource for a variety of quantum information processing tasks such as quantum key distribution and true…

量子物理 · 物理学 2025-01-22 Yansa Lu , Zhihua Chen , Zhihao Ma , Shao-Ming Fei

Sequential Convex Programming (SCP) has recently gained significant popularity as an effective method for solving optimal control problems and has been successfully applied in several different domains. However, the theoretical analysis of…

最优化与控制 · 数学 2022-09-07 Riccardo Bonalli , Thomas Lew , Marco Pavone

This paper considers a fractional programming problem (P) which minimizes a ratio of quadratic functions subject to a two-sided quadratic constraint. As is well-known, the fractional objective function can be replaced by a parametric family…

最优化与控制 · 数学 2014-02-19 Van-Bong Nguyen , Ruey-Lin Sheu , Yong Xia

We present an algorithm for projecting superoperators onto the set of completely positive, trace-preserving maps. When combined with gradient descent of a cost function, the procedure results in an algorithm for quantum process tomography:…

量子物理 · 物理学 2019-01-07 George C. Knee , Eliot Bolduc , Jonathan Leach , Erik M. Gauger

Solving semidefinite programs (SDP) in a short time is the key to managing various mathematical optimization problems. The matrix-completion primal-dual interior-point method (MC-PDIPM) extracts a sparse structure of input SDP by…

最优化与控制 · 数学 2014-05-27 Makoto Yamashita , Kazuhide Nakata

Semidefinite programming (SDP) is widely acknowledged as one of the most effective methods for deriving the tightest lower bounds of the optimal power flow (OPF) problems. In this paper, an enhanced semidefinite relaxation model that…

系统与控制 · 电气工程与系统科学 2024-10-01 Zhaojun Ruan , Libao Shi

We propose an estimation method for quantum measurement tomography (QMT) based on semidefinite programming (SDP), and discuss how it may be employed to detect experimental imperfections, such as shot noise and/or faulty preparation of the…

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…

最优化与控制 · 数学 2019-11-07 Christine Bachoc , Dion C. Gijswijt , Alexander Schrijver , Frank Vallentin

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…

最优化与控制 · 数学 2023-03-23 Michael Lindsey