1,851 research outputs found

    Improved bounds for the crossing numbers of K_m,n and K_n

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    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

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    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

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    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

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    We investigate the completely positive semidefinite cone CS+n\mathcal{CS}_+^n, a new matrix cone consisting of all n×nn\times n 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 α(G)\alpha(G) and χ(G)\chi(G), which are roughly obtained by allowing variables to be positive semidefinite matrices instead of 0/10/1 scalars in the programs defining the classical parameters. We can formulate these quantum parameters as conic linear programs over the cone CS+n\mathcal{CS}_+^n. 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

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    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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