4,940 research outputs found
Conditions for Existence of Dual Certificates in Rank-One Semidefinite Problems
Several signal recovery tasks can be relaxed into semidefinite programs with
rank-one minimizers. A common technique for proving these programs succeed is
to construct a dual certificate. Unfortunately, dual certificates may not exist
under some formulations of semidefinite programs. In order to put problems into
a form where dual certificate arguments are possible, it is important to
develop conditions under which the certificates exist. In this paper, we
provide an example where dual certificates do not exist. We then present a
completeness condition under which they are guaranteed to exist. For programs
that do not satisfy the completeness condition, we present a completion process
which produces an equivalent program that does satisfy the condition. The
important message of this paper is that dual certificates may not exist for
semidefinite programs that involve orthogonal measurements with respect to
positive-semidefinite matrices. Such measurements can interact with the
positive-semidefinite constraint in a way that implies additional linear
measurements. If these additional measurements are not included in the problem
formulation, then dual certificates may fail to exist. As an illustration, we
present a semidefinite relaxation for the task of finding the sparsest element
in a subspace. One formulation of this program does not admit dual
certificates. The completion process produces an equivalent formulation which
does admit dual certificates
Bad semidefinite programs: they all look the same
Conic linear programs, among them semidefinite programs, often behave
pathologically: the optimal values of the primal and dual programs may differ,
and may not be attained. We present a novel analysis of these pathological
behaviors. We call a conic linear system {\em badly behaved} if the
value of is finite but the dual program has no
solution with the same value for {\em some} We describe simple and
intuitive geometric characterizations of badly behaved conic linear systems.
Our main motivation is the striking similarity of badly behaved semidefinite
systems in the literature; we characterize such systems by certain {\em
excluded matrices}, which are easy to spot in all published examples.
We show how to transform semidefinite systems into a canonical form, which
allows us to easily verify whether they are badly behaved. We prove several
other structural results about badly behaved semidefinite systems; for example,
we show that they are in in the real number model of computing.
As a byproduct, we prove that all linear maps that act on symmetric matrices
can be brought into a canonical form; this canonical form allows us to easily
check whether the image of the semidefinite cone under the given linear map is
closed.Comment: For some reason, the intended changes between versions 4 and 5 did
not take effect, so versions 4 and 5 are the same. So version 6 is the final
version. The only difference between version 4 and version 6 is that 2 typos
were fixed: in the last displayed formula on page 6, "7" was replaced by "1";
and in the 4th displayed formula on page 12 "A_1 - A_2 - A_3" was replaced by
"A_3 - A_2 - A_1
A Tensor Analogy of Yuan's Theorem of the Alternative and Polynomial Optimization with Sign structure
Yuan's theorem of the alternative is an important theoretical tool in
optimization, which provides a checkable certificate for the infeasibility of a
strict inequality system involving two homogeneous quadratic functions. In this
paper, we provide a tractable extension of Yuan's theorem of the alternative to
the symmetric tensor setting. As an application, we establish that the optimal
value of a class of nonconvex polynomial optimization problems with suitable
sign structure (or more explicitly, with essentially non-positive coefficients)
can be computed by a related convex conic programming problem, and the optimal
solution of these nonconvex polynomial optimization problems can be recovered
from the corresponding solution of the convex conic programming problem.
Moreover, we obtain that this class of nonconvex polynomial optimization
problems enjoy exact sum-of-squares relaxation, and so, can be solved via a
single semidefinite programming problem.Comment: acceted by Journal of Optimization Theory and its application, UNSW
preprint, 22 page
Upper bounds for packings of spheres of several radii
We give theorems that can be used to upper bound the densities of packings of
different spherical caps in the unit sphere and of translates of different
convex bodies in Euclidean space. These theorems extend the linear programming
bounds for packings of spherical caps and of convex bodies through the use of
semidefinite programming. We perform explicit computations, obtaining new
bounds for packings of spherical caps of two different sizes and for binary
sphere packings. We also slightly improve bounds for the classical problem of
packing identical spheres.Comment: 31 page
A Riemannian low-rank method for optimization over semidefinite matrices with block-diagonal constraints
We propose a new algorithm to solve optimization problems of the form for a smooth function under the constraints that is positive
semidefinite and the diagonal blocks of are small identity matrices. Such
problems often arise as the result of relaxing a rank constraint (lifting). In
particular, many estimation tasks involving phases, rotations, orthonormal
bases or permutations fit in this framework, and so do certain relaxations of
combinatorial problems such as Max-Cut. The proposed algorithm exploits the
facts that (1) such formulations admit low-rank solutions, and (2) their
rank-restricted versions are smooth optimization problems on a Riemannian
manifold. Combining insights from both the Riemannian and the convex geometries
of the problem, we characterize when second-order critical points of the smooth
problem reveal KKT points of the semidefinite problem. We compare against state
of the art, mature software and find that, on certain interesting problem
instances, what we call the staircase method is orders of magnitude faster, is
more accurate and scales better. Code is available.Comment: 37 pages, 3 figure
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