Block Factor-width-two Matrices and Their Applications to Semidefinite and Sum-of-squares Optimization

Semidefinite and sum-of-squares (SOS) optimization are fundamental computational tools in many areas, including linear and nonlinear systems theory. However, the scale of problems that can be addressed reliably and efficiently is still limited. In this paper, we introduce a new notion of \emph{block factor-width-two matrices} and build a new hierarchy of inner and outer approximations of the cone of positive semidefinite (PSD) matrices. This notion is a block extension of the standard factor-width-two matrices, and allows for an improved inner-approximation of the PSD cone. In the context of SOS optimization, this leads to a block extension of the \emph{scaled diagonally dominant sum-of-squares (SDSOS)} polynomials. By varying a matrix partition, the notion of block factor-width-two matrices can balance a trade-off between the computation scalability and solution quality for solving semidefinite and SOS optimization. Numerical experiments on large-scale instances confirm our theoretical findings.Comment: 26 pages, 5 figures. Added a new section on the approximation quality analysis using block factor-width-two matrices. Code is available through https://github.com/zhengy09/SDPf

Convex Optimization for Linear Query Processing under Approximate Differential Privacy

Differential privacy enables organizations to collect accurate aggregates over sensitive data with strong, rigorous guarantees on individuals' privacy. Previous work has found that under differential privacy, computing multiple correlated aggregates as a batch, using an appropriate \emph{strategy}, may yield higher accuracy than computing each of them independently. However, finding the best strategy that maximizes result accuracy is non-trivial, as it involves solving a complex constrained optimization program that appears to be non-linear and non-convex. Hence, in the past much effort has been devoted in solving this non-convex optimization program. Existing approaches include various sophisticated heuristics and expensive numerical solutions. None of them, however, guarantees to find the optimal solution of this optimization problem. This paper points out that under ($\epsilon$, $\delta$)-differential privacy, the optimal solution of the above constrained optimization problem in search of a suitable strategy can be found, rather surprisingly, by solving a simple and elegant convex optimization program. Then, we propose an efficient algorithm based on Newton's method, which we prove to always converge to the optimal solution with linear global convergence rate and quadratic local convergence rate. Empirical evaluations demonstrate the accuracy and efficiency of the proposed solution.Comment: to appear in ACM SIGKDD 201

Quantum theory in finite dimension cannot explain every general process with finite memory

Arguably, the largest class of stochastic processes generated by means of a finite memory consists of those that are sequences of observations produced by sequential measurements in a suitable generalized probabilistic theory (GPT). These are constructed from a finite-dimensional memory evolving under a set of possible linear maps, and with probabilities of outcomes determined by linear functions of the memory state. Examples of such models are given by classical hidden Markov processes, where the memory state is a probability distribution, and at each step it evolves according to a non-negative matrix, and hidden quantum Markov processes, where the memory state is a finite dimensional quantum state, and at each step it evolves according to a completely positive map. Here we show that the set of processes admitting a finite-dimensional explanation do not need to be explainable in terms of either classical probability or quantum mechanics. To wit, we exhibit families of processes that have a finite-dimensional explanation, defined manifestly by the dynamics of explicitly given GPT, but that do not admit a quantum, and therefore not even classical, explanation in finite dimension. Furthermore, we present a family of quantum processes on qubits and qutrits that do not admit a classical finite-dimensional realization, which includes examples introduced earlier by Fox, Rubin, Dharmadikari and Nadkarni as functions of infinite dimensional Markov chains, and lower bound the size of the memory of a classical model realizing a noisy version of the qubit processes.Comment: 18 pages, 0 figure

Generalized power cones: optimal error bounds and automorphisms

Error bounds are a requisite for trusting or distrusting solutions in an informed way. Until recently, provable error bounds in the absence of constraint qualifications were unattainable for many classes of cones that do not admit projections with known succinct expressions. We build such error bounds for the generalized power cones, using the recently developed framework of one-step facial residual functions. We also show that our error bounds are tight in the sense of that framework. Besides their utility for understanding solution reliability, the error bounds we discover have additional applications to the algebraic structure of the underlying cone, which we describe. In particular we use the error bounds to compute the dimension of the automorphism group for the generalized power cones, and to identify a set of generalized power cones that are self-dual, irreducible, nonhomogeneous, and perfectComment: 24 pages, title change, some minor fixes throughout the paper and removed the appendix. Comments welcom