The positive semidefinite Grothendieck problem with rank constraint

Given a positive integer n and a positive semidefinite matrix A = (A_{ij}) of size m x m, the positive semidefinite Grothendieck problem with rank-n-constraint (SDP_n) is maximize \sum_{i=1}^m \sum_{j=1}^m A_{ij} x_i \cdot x_j, where x_1, ..., x_m \in S^{n-1}. In this paper we design a polynomial time approximation algorithm for SDP_n achieving an approximation ratio of \gamma(n) = \frac{2}{n}(\frac{\Gamma((n+1)/2)}{\Gamma(n/2)})^2 = 1 - \Theta(1/n). We show that under the assumption of the unique games conjecture the achieved approximation ratio is optimal: There is no polynomial time algorithm which approximates SDP_n with a ratio greater than \gamma(n). We improve the approximation ratio of the best known polynomial time algorithm for SDP_1 from 2/\pi to 2/(\pi\gamma(m)) = 2/\pi + \Theta(1/m), and we show a tighter approximation ratio for SDP_n when A is the Laplacian matrix of a graph with nonnegative edge weights.Comment: (v3) to appear in Proceedings of the 37th International Colloquium on Automata, Languages and Programming, 12 page

Grothendieck inequalities for semidefinite programs with rank constraint

Grothendieck inequalities are fundamental inequalities which are frequently used in many areas of mathematics and computer science. They can be interpreted as upper bounds for the integrality gap between two optimization problems: a difficult semidefinite program with rank-1 constraint and its easy semidefinite relaxation where the rank constrained is dropped. For instance, the integrality gap of the Goemans-Williamson approximation algorithm for MAX CUT can be seen as a Grothendieck inequality. In this paper we consider Grothendieck inequalities for ranks greater than 1 and we give two applications: approximating ground states in the n-vector model in statistical mechanics and XOR games in quantum information theory.Comment: 22 page

Tightness of the maximum likelihood semidefinite relaxation for angular synchronization

Maximum likelihood estimation problems are, in general, intractable optimization problems. As a result, it is common to approximate the maximum likelihood estimator (MLE) using convex relaxations. In some cases, the relaxation is tight: it recovers the true MLE. Most tightness proofs only apply to situations where the MLE exactly recovers a planted solution (known to the analyst). It is then sufficient to establish that the optimality conditions hold at the planted signal. In this paper, we study an estimation problem (angular synchronization) for which the MLE is not a simple function of the planted solution, yet for which the convex relaxation is tight. To establish tightness in this context, the proof is less direct because the point at which to verify optimality conditions is not known explicitly. Angular synchronization consists in estimating a collection of $n$ phases, given noisy measurements of the pairwise relative phases. The MLE for angular synchronization is the solution of a (hard) non-bipartite Grothendieck problem over the complex numbers. We consider a stochastic model for the data: a planted signal (that is, a ground truth set of phases) is corrupted with non-adversarial random noise. Even though the MLE does not coincide with the planted signal, we show that the classical semidefinite relaxation for it is tight, with high probability. This holds even for high levels of noise.Comment: 2 figure

Approximating the Little Grothendieck Problem over the Orthogonal and Unitary Groups

The little Grothendieck problem consists of maximizing $\sum_{ij}C_{ij}x_ix_j$ over binary variables $x_i\in\{\pm1\}$, where C is a positive semidefinite matrix. In this paper we focus on a natural generalization of this problem, the little Grothendieck problem over the orthogonal group. Given C a dn x dn positive semidefinite matrix, the objective is to maximize $\sum_{ij}Tr (C_{ij}^TO_iO_j^T)$ restricting $O_i$ to take values in the group of orthogonal matrices, where $C_{ij}$ denotes the (ij)-th d x d block of C. We propose an approximation algorithm, which we refer to as Orthogonal-Cut, to solve this problem and show a constant approximation ratio. Our method is based on semidefinite programming. For a given $d\geq 1$, we show a constant approximation ratio of $\alpha_{R}(d)^2$, where $\alpha_{R}(d)$ is the expected average singular value of a d x d matrix with random Gaussian $N(0,1/d)$ i.i.d. entries. For d=1 we recover the known $\alpha_{R}(1)^2=2/\pi$ approximation guarantee for the classical little Grothendieck problem. Our algorithm and analysis naturally extends to the complex valued case also providing a constant approximation ratio for the analogous problem over the Unitary Group. Orthogonal-Cut also serves as an approximation algorithm for several applications, including the Procrustes problem where it improves over the best previously known approximation ratio of~$\frac1{2\sqrt{2}}$. The little Grothendieck problem falls under the class of problems approximated by a recent algorithm proposed in the context of the non-commutative Grothendieck inequality. Nonetheless, our approach is simpler and it provides a more efficient algorithm with better approximation ratios and matching integrality gaps. Finally, we also provide an improved approximation algorithm for the more general little Grothendieck problem over the orthogonal (or unitary) group with rank constraints.Comment: Updates in version 2: extension to the complex valued (unitary group) case, sharper lower bounds on the approximation ratios, matching integrality gap, and a generalized rank constrained version of the problem. Updates in version 3: Improvement on the expositio

Quantum XOR Games

We introduce quantum XOR games, a model of two-player one-round games that extends the model of XOR games by allowing the referee's questions to the players to be quantum states. We give examples showing that quantum XOR games exhibit a wide range of behaviors that are known not to exist for standard XOR games, such as cases in which the use of entanglement leads to an arbitrarily large advantage over the use of no entanglement. By invoking two deep extensions of Grothendieck's inequality, we present an efficient algorithm that gives a constant-factor approximation to the best performance players can obtain in a given game, both in case they have no shared entanglement and in case they share unlimited entanglement. As a byproduct of the algorithm we prove some additional interesting properties of quantum XOR games, such as the fact that sharing a maximally entangled state of arbitrary dimension gives only a small advantage over having no entanglement at all.Comment: 43 page