1,851 research outputs found
Improved bounds for the crossing numbers of K_m,n and K_n
It has been long--conjectured that the crossing number cr(K_m,n) of the
complete bipartite graph K_m,n equals the Zarankiewicz Number Z(m,n):=
floor((m-1)/2) floor(m/2) floor((n-1)/2) floor(n/2). Another long--standing
conjecture states that the crossing number cr(K_n) of the complete graph K_n
equals Z(n):= floor(n/2) floor((n-1)/2) floor((n-2)/2) floor((n-3)/2)/4. In
this paper we show the following improved bounds on the asymptotic ratios of
these crossing numbers and their conjectured values:
(i) for each fixed m >= 9, lim_{n->infty} cr(K_m,n)/Z(m,n) >= 0.83m/(m-1);
(ii) lim_{n->infty} cr(K_n,n)/Z(n,n) >= 0.83; and
(iii) lim_{n->infty} cr(K_n)/Z(n) >= 0.83.
The previous best known lower bounds were 0.8m/(m-1), 0.8, and 0.8,
respectively. These improved bounds are obtained as a consequence of the new
bound cr(K_{7,n}) >= 2.1796n^2 - 4.5n. To obtain this improved lower bound for
cr(K_{7,n}), we use some elementary topological facts on drawings of K_{2,7} to
set up a quadratic program on 6! variables whose minimum p satisfies
cr(K_{7,n}) >= (p/2)n^2 - 4.5n, and then use state--of--the--art quadratic
optimization techniques combined with a bit of invariant theory of permutation
groups to show that p >= 4.3593.Comment: LaTeX, 18 pages, 2 figure
Subsampling Algorithms for Semidefinite Programming
We derive a stochastic gradient algorithm for semidefinite optimization using
randomization techniques. The algorithm uses subsampling to reduce the
computational cost of each iteration and the subsampling ratio explicitly
controls granularity, i.e. the tradeoff between cost per iteration and total
number of iterations. Furthermore, the total computational cost is directly
proportional to the complexity (i.e. rank) of the solution. We study numerical
performance on some large-scale problems arising in statistical learning.Comment: Final version, to appear in Stochastic System
A sequential semidefinite programming method and an application in passive reduced-order modeling
We consider the solution of nonlinear programs with nonlinear
semidefiniteness constraints. The need for an efficient exploitation of the
cone of positive semidefinite matrices makes the solution of such nonlinear
semidefinite programs more complicated than the solution of standard nonlinear
programs. In particular, a suitable symmetrization procedure needs to be chosen
for the linearization of the complementarity condition. The choice of the
symmetrization procedure can be shifted in a very natural way to certain linear
semidefinite subproblems, and can thus be reduced to a well-studied problem.
The resulting sequential semidefinite programming (SSP) method is a
generalization of the well-known SQP method for standard nonlinear programs. We
present a sensitivity result for nonlinear semidefinite programs, and then
based on this result, we give a self-contained proof of local quadratic
convergence of the SSP method. We also describe a class of nonlinear
semidefinite programs that arise in passive reduced-order modeling, and we
report results of some numerical experiments with the SSP method applied to
problems in that class
Conic approach to quantum graph parameters using linear optimization over the completely positive semidefinite cone
We investigate the completely positive semidefinite cone ,
a new matrix cone consisting of all matrices that admit a Gram
representation by positive semidefinite matrices (of any size). In particular
we study relationships between this cone and the completely positive and doubly
nonnegative cones, and between its dual cone and trace positive non-commutative
polynomials.
We use this new cone to model quantum analogues of the classical independence
and chromatic graph parameters and , which are roughly
obtained by allowing variables to be positive semidefinite matrices instead of
scalars in the programs defining the classical parameters. We can
formulate these quantum parameters as conic linear programs over the cone
. Using this conic approach we can recover the bounds in
terms of the theta number and define further approximations by exploiting the
link to trace positive polynomials.Comment: Fixed some typo
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
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