Definable Ellipsoid Method, Sums-of-Squares Proofs, and the Isomorphism Problem

The ellipsoid method is an algorithm that solves the (weak) feasibility and linear optimization problems for convex sets by making oracle calls to their (weak) separation problem. We observe that the previously known method for showing that this reduction can be done in fixed-point logic with counting (FPC) for linear and semidefinite programs applies to any family of explicitly bounded convex sets. We use this observation to show that the exact feasibility problem for semidefinite programs is expressible in the infinitary version of FPC. As a corollary we get that, for the isomorphism problem, the Lasserre/Sums-of-Squares semidefinite programming hierarchy of relaxations collapses to the Sherali-Adams linear programming hierarchy, up to a small loss in the degree

Definable ellipsoid method, sums-of-squares proofs, and the isomorphism problem

The ellipsoid method is an algorithm that solves the (weak) feasibility and linear optimization problems for convex sets by making oracle calls to their (weak) separation problem. We observe that the previously known method for showing that this reduction can be done in fixed-point logic with counting (FPC) for linear and semidefinite programs applies to any family of explicitly bounded convex sets. We use this observation to show that the exact feasibility problem for semidefinite programs is expressible in the infinitary version of FPC. As a corollary we get that, for the graph isomorphism problem, the Lasserre/Sums-of-Squares semidefinite programming hierarchy of relaxations collapses to the Sherali-Adams linear programming hierarchy, up to a small loss in the degree. © 2018 ACM.Peer ReviewedPostprint (author's final draft

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 $m$ constraints and matrices of size $d$ by $d$ is roughly reduced from $\mathcal{O}(m^3+md^3+m^2d^2)$ to $\mathcal{O}(d^3)$ ($m>d$ in our case).Comment: 14 page

Stable optimizationless recovery from phaseless linear measurements

We address the problem of recovering an n-vector from m linear measurements lacking sign or phase information. We show that lifting and semidefinite relaxation suffice by themselves for stable recovery in the setting of m = O(n log n) random sensing vectors, with high probability. The recovery method is optimizationless in the sense that trace minimization in the PhaseLift procedure is unnecessary. That is, PhaseLift reduces to a feasibility problem. The optimizationless perspective allows for a Douglas-Rachford numerical algorithm that is unavailable for PhaseLift. This method exhibits linear convergence with a favorable convergence rate and without any parameter tuning

Solving generic nonarchimedean semidefinite programs using stochastic game algorithms

A general issue in computational optimization is to develop combinatorial algorithms for semidefinite programming. We address this issue when the base field is nonarchimedean. We provide a solution for a class of semidefinite feasibility problems given by generic matrices. Our approach is based on tropical geometry. It relies on tropical spectrahedra, which are defined as the images by the valuation of nonarchimedean spectrahedra. We establish a correspondence between generic tropical spectrahedra and zero-sum stochastic games with perfect information. The latter have been well studied in algorithmic game theory. This allows us to solve nonarchimedean semidefinite feasibility problems using algorithms for stochastic games. These algorithms are of a combinatorial nature and work for large instances.Comment: v1: 25 pages, 4 figures; v2: 27 pages, 4 figures, minor revisions + benchmarks added; v3: 30 pages, 6 figures, generalization to non-Metzler sign patterns + some results have been replaced by references to the companion work arXiv:1610.0674

A note on Probably Certifiably Correct algorithms

Many optimization problems of interest are known to be intractable, and while there are often heuristics that are known to work on typical instances, it is usually not easy to determine a posteriori whether the optimal solution was found. In this short note, we discuss algorithms that not only solve the problem on typical instances, but also provide a posteriori certificates of optimality, probably certifiably correct (PCC) algorithms. As an illustrative example, we present a fast PCC algorithm for minimum bisection under the stochastic block model and briefly discuss other examples