330 research outputs found
Worst-Case Linear Discriminant Analysis as Scalable Semidefinite Feasibility Problems
In this paper, we propose an efficient semidefinite programming (SDP)
approach to worst-case linear discriminant analysis (WLDA). Compared with the
traditional LDA, WLDA considers the dimensionality reduction problem from the
worst-case viewpoint, which is in general more robust for classification.
However, the original problem of WLDA is non-convex and difficult to optimize.
In this paper, we reformulate the optimization problem of WLDA into a sequence
of semidefinite feasibility problems. To efficiently solve the semidefinite
feasibility problems, we design a new scalable optimization method with
quasi-Newton methods and eigen-decomposition being the core components. The
proposed method is orders of magnitude faster than standard interior-point
based SDP solvers.
Experiments on a variety of classification problems demonstrate that our
approach achieves better performance than standard LDA. Our method is also much
faster and more scalable than standard interior-point SDP solvers based WLDA.
The computational complexity for an SDP with constraints and matrices of
size by is roughly reduced from to
( in our case).Comment: 14 page
Linearly Convergent First-Order Algorithms for Semi-definite Programming
In this paper, we consider two formulations for Linear Matrix Inequalities
(LMIs) under Slater type constraint qualification assumption, namely, SDP
smooth and non-smooth formulations. We also propose two first-order linearly
convergent algorithms for solving these formulations. Moreover, we introduce a
bundle-level method which converges linearly uniformly for both smooth and
non-smooth problems and does not require any smoothness information. The
convergence properties of these algorithms are also discussed. Finally, we
consider a special case of LMIs, linear system of inequalities, and show that a
linearly convergent algorithm can be obtained under a weaker assumption
Sharper and Simpler Nonlinear Interpolants for Program Verification
Interpolation of jointly infeasible predicates plays important roles in
various program verification techniques such as invariant synthesis and CEGAR.
Intrigued by the recent result by Dai et al.\ that combines real algebraic
geometry and SDP optimization in synthesis of polynomial interpolants, the
current paper contributes its enhancement that yields sharper and simpler
interpolants. The enhancement is made possible by: theoretical observations in
real algebraic geometry; and our continued fraction-based algorithm that rounds
off (potentially erroneous) numerical solutions of SDP solvers. Experiment
results support our tool's effectiveness; we also demonstrate the benefit of
sharp and simple interpolants in program verification examples
Characterizing the universal rigidity of generic frameworks
A framework is a graph and a map from its vertices to E^d (for some d). A
framework is universally rigid if any framework in any dimension with the same
graph and edge lengths is a Euclidean image of it. We show that a generic
universally rigid framework has a positive semi-definite stress matrix of
maximal rank. Connelly showed that the existence of such a positive
semi-definite stress matrix is sufficient for universal rigidity, so this
provides a characterization of universal rigidity for generic frameworks. We
also extend our argument to give a new result on the genericity of strict
complementarity in semidefinite programming.Comment: 18 pages, v2: updates throughout; v3: published versio
Hierarchy of efficiently computable and faithful lower bounds to quantum discord
Quantum discord expresses a fundamental non-classicality of correlations more
general than quantum entanglement. We combine the no-local-broadcasting
theorem, semidefinite-programming characterizations of quantum fidelity and
quantum separability, and a recent breakthrough result of Fawzi and Renner
about quantum Markov chains to provide a hierarchy of computationally efficient
lower bounds to quantum discord. Such a hierarchy converges to the surprisal of
measurement recoverability introduced by Seshadreesan and Wilde, and provides a
faithful lower bound to quantum discord already at the lowest non-trivial
level. Furthermore, the latter constitutes by itself a valid discord-like
measure of the quantumness of correlations.Comment: 7 pages, 2 figures; comments -- also about "extendable" Vs
"extendible" -- welcom
- …