7,946 research outputs found
Solving rank-constrained semidefinite programs in exact arithmetic
We consider the problem of minimizing a linear function over an affine
section of the cone of positive semidefinite matrices, with the additional
constraint that the feasible matrix has prescribed rank. When the rank
constraint is active, this is a non-convex optimization problem, otherwise it
is a semidefinite program. Both find numerous applications especially in
systems control theory and combinatorial optimization, but even in more general
contexts such as polynomial optimization or real algebra. While numerical
algorithms exist for solving this problem, such as interior-point or
Newton-like algorithms, in this paper we propose an approach based on symbolic
computation. We design an exact algorithm for solving rank-constrained
semidefinite programs, whose complexity is essentially quadratic on natural
degree bounds associated to the given optimization problem: for subfamilies of
the problem where the size of the feasible matrix is fixed, the complexity is
polynomial in the number of variables. The algorithm works under assumptions on
the input data: we prove that these assumptions are generically satisfied. We
also implement it in Maple and discuss practical experiments.Comment: Published at ISSAC 2016. Extended version submitted to the Journal of
Symbolic Computatio
ON THE COMPLEXITY OF SEMIDEFINITE PROGRAMS ARISING IN POLYNOMIAL OPTIMIZATION
In this paper we investigate matrix inequalities which hold irrespective of the size of the matrices involved, and explain how the search for such inequalities can be implemented as a semidefinite program (SDP). We provide a comprehensive discussion of the time complexity of these SDPs
Hierarchies of Relaxations for Online Prediction Problems with Evolving Constraints
We study online prediction where regret of the algorithm is measured against
a benchmark defined via evolving constraints. This framework captures online
prediction on graphs, as well as other prediction problems with combinatorial
structure. A key aspect here is that finding the optimal benchmark predictor
(even in hindsight, given all the data) might be computationally hard due to
the combinatorial nature of the constraints. Despite this, we provide
polynomial-time \emph{prediction} algorithms that achieve low regret against
combinatorial benchmark sets. We do so by building improper learning algorithms
based on two ideas that work together. The first is to alleviate part of the
computational burden through random playout, and the second is to employ
Lasserre semidefinite hierarchies to approximate the resulting integer program.
Interestingly, for our prediction algorithms, we only need to compute the
values of the semidefinite programs and not the rounded solutions. However, the
integrality gap for Lasserre hierarchy \emph{does} enter the generic regret
bound in terms of Rademacher complexity of the benchmark set. This establishes
a trade-off between the computation time and the regret bound of the algorithm
ON THE COMPLEXITY OF SEMIDEFINITE PROGRAMS ARISING IN POLYNOMIAL OPTIMIZATION
In this paper we investigate matrix inequalities which hold irrespective of the size of the matrices involved, and explain how the search for such inequalities can be implemented as a semidefinite program (SDP). We provide a comprehensive discussion of the time complexity of these SDPs
On the existence of 0/1 polytopes with high semidefinite extension complexity
In Rothvo\ss{} it was shown that there exists a 0/1 polytope (a polytope
whose vertices are in \{0,1\}^{n}) such that any higher-dimensional polytope
projecting to it must have 2^{\Omega(n)} facets, i.e., its linear extension
complexity is exponential. The question whether there exists a 0/1 polytope
with high PSD extension complexity was left open. We answer this question in
the affirmative by showing that there is a 0/1 polytope such that any
spectrahedron projecting to it must be the intersection of a semidefinite cone
of dimension~2^{\Omega(n)} and an affine space. Our proof relies on a new
technique to rescale semidefinite factorizations
QIP = PSPACE
We prove that the complexity class QIP, which consists of all problems having
quantum interactive proof systems, is contained in PSPACE. This containment is
proved by applying a parallelized form of the matrix multiplicative weights
update method to a class of semidefinite programs that captures the
computational power of quantum interactive proofs. As the containment of PSPACE
in QIP follows immediately from the well-known equality IP = PSPACE, the
equality QIP = PSPACE follows.Comment: 21 pages; v2 includes corrections and minor revision
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