893 research outputs found
Matrix convex functions with applications to weighted centers for semidefinite programming
In this paper, we develop various calculus rules for general smooth matrix-valued functions and for the class of matrix convex (or concave) functions first introduced by Loewner and Kraus in 1930s. Then we use these calculus rules and the matrix convex function -log X to study a new notion of weighted convex centers for semidefinite programming (SDP) and show that, with this definition, some known properties of weighted centers for linear programming can be extended to SDP. We also show how the calculus rules for matrix convex functions can be used in the implementation of barrier methods for optimization problems involving nonlinear matrix functions.matrix convexity;matrix monotonicity;semidefinite programming
Matrix convex functions with applications to weighted centers for semidefinite programming
In this paper, we develop various calculus rules for general smooth matrix-valued functions and for the class of matrix convex (or concave) functions first introduced by Loewner and Kraus in 1930s. Then we use these calculus rules and the matrix convex function -log X to study a new notion of weighted convex centers for semidefinite programming (SDP) and show that, with this definition, some known properties of weighted centers for linear programming can be extended to SDP. We also show how the calculus rules for matrix convex functions can be used in the implementation of barrier methods for optimization problems involving nonlinear matrix functions
Euclidean distance geometry and applications
Euclidean distance geometry is the study of Euclidean geometry based on the
concept of distance. This is useful in several applications where the input
data consists of an incomplete set of distances, and the output is a set of
points in Euclidean space that realizes the given distances. We survey some of
the theory of Euclidean distance geometry and some of the most important
applications: molecular conformation, localization of sensor networks and
statics.Comment: 64 pages, 21 figure
An interior point method for solving semidefinite programs using cutting planes and weighted analytic centers
We investigate solving semidefinite programs (SDPs) with an interior point method called SDP-CUT, which utilizes weighted analytic centers and cutting plane constraints. SDP-CUT iteratively refines the feasible region to achieve the optimal solution. The algorithm uses Newton’s method to compute the weighted analytic center. We investigate different stepsize determining techniques. We found that using Newton's method with exact line search is generally the best implementation of the algorithm. We have also compared our algorithm to the SDPT3 method and found that SDP-CUT initially gets into the neighborhood of the optimal solution in less iterations on all our test problems. SDP-CUT also took less iterations to reach optimality on many of the problems. However, SDPT3 required less iterations on most of the test problems and less time on all the problems. Some theoretical properties of the convergence of SDP-CUT are also discussed
Eigenvector Synchronization, Graph Rigidity and the Molecule Problem
The graph realization problem has received a great deal of attention in
recent years, due to its importance in applications such as wireless sensor
networks and structural biology. In this paper, we extend on previous work and
propose the 3D-ASAP algorithm, for the graph realization problem in
, given a sparse and noisy set of distance measurements. 3D-ASAP
is a divide and conquer, non-incremental and non-iterative algorithm, which
integrates local distance information into a global structure determination.
Our approach starts with identifying, for every node, a subgraph of its 1-hop
neighborhood graph, which can be accurately embedded in its own coordinate
system. In the noise-free case, the computed coordinates of the sensors in each
patch must agree with their global positioning up to some unknown rigid motion,
that is, up to translation, rotation and possibly reflection. In other words,
to every patch there corresponds an element of the Euclidean group Euc(3) of
rigid transformations in , and the goal is to estimate the group
elements that will properly align all the patches in a globally consistent way.
Furthermore, 3D-ASAP successfully incorporates information specific to the
molecule problem in structural biology, in particular information on known
substructures and their orientation. In addition, we also propose 3D-SP-ASAP, a
faster version of 3D-ASAP, which uses a spectral partitioning algorithm as a
preprocessing step for dividing the initial graph into smaller subgraphs. Our
extensive numerical simulations show that 3D-ASAP and 3D-SP-ASAP are very
robust to high levels of noise in the measured distances and to sparse
connectivity in the measurement graph, and compare favorably to similar
state-of-the art localization algorithms.Comment: 49 pages, 8 figure
On the local stability of semidefinite relaxations
We consider a parametric family of quadratically constrained quadratic
programs (QCQP) and their associated semidefinite programming (SDP)
relaxations. Given a nominal value of the parameter at which the SDP relaxation
is exact, we study conditions (and quantitative bounds) under which the
relaxation will continue to be exact as the parameter moves in a neighborhood
around the nominal value. Our framework captures a wide array of statistical
estimation problems including tensor principal component analysis, rotation
synchronization, orthogonal Procrustes, camera triangulation and resectioning,
essential matrix estimation, system identification, and approximate GCD. Our
results can also be used to analyze the stability of SOS relaxations of general
polynomial optimization problems.Comment: 23 pages, 3 figure
Relax, no need to round: integrality of clustering formulations
We study exact recovery conditions for convex relaxations of point cloud
clustering problems, focusing on two of the most common optimization problems
for unsupervised clustering: -means and -median clustering. Motivations
for focusing on convex relaxations are: (a) they come with a certificate of
optimality, and (b) they are generic tools which are relatively parameter-free,
not tailored to specific assumptions over the input. More precisely, we
consider the distributional setting where there are clusters in
and data from each cluster consists of points sampled from a
symmetric distribution within a ball of unit radius. We ask: what is the
minimal separation distance between cluster centers needed for convex
relaxations to exactly recover these clusters as the optimal integral
solution? For the -median linear programming relaxation we show a tight
bound: exact recovery is obtained given arbitrarily small pairwise separation
between the balls. In other words, the pairwise center
separation is . Under the same distributional model, the
-means LP relaxation fails to recover such clusters at separation as large
as . Yet, if we enforce PSD constraints on the -means LP, we get
exact cluster recovery at center separation .
In contrast, common heuristics such as Lloyd's algorithm (a.k.a. the -means
algorithm) can fail to recover clusters in this setting; even with arbitrarily
large cluster separation, k-means++ with overseeding by any constant factor
fails with high probability at exact cluster recovery. To complement the
theoretical analysis, we provide an experimental study of the recovery
guarantees for these various methods, and discuss several open problems which
these experiments suggest.Comment: 30 pages, ITCS 201
- âŠ