Cuts and semidefinite liftings for the complex cut polytope

\(\) We consider the complex cut polytope: the convex hull of Hermitian rank 1 matrices \(xx^{\mathrm{H}}\), where the elements of \(x \in \mathbb{C}^n\) are \(m\)th unit roots. These polytopes have applications in \({\text{MAX-3-CUT}}\), digital communication technology, angular synchronization and more generally, complex quadratic programming. For \({m=2}\), the complex cut polytope corresponds to the well-known cut … Read more

Refined TSSOS

The moment-sum of squares hierarchy by Lasserre has become an established technique for solving polynomial optimization problems. It provides a monotonically increasing series of tight bounds, but has well-known scalability limitations. For structured optimization problems, the term-sparsity SOS (TSSOS) approach scales much better due to block-diagonal matrices, obtained by completing the connected components of adjacency … Read more

Sparse Polynomial Optimization with Unbounded Sets

This paper considers sparse polynomial optimization with unbounded sets. When the problem possesses correlative sparsity, we propose a sparse homogenized Moment-SOS hierarchy with perturbations to solve it. The new hierarchy introduces one extra auxiliary variable for each variable clique according to the correlative sparsity pattern. Under the running intersection property, we prove that this hierarchy … Read more

Post-Processing with Projection and Rescaling Algorithms for Semidefinite Programming

We propose the algorithm that solves the symmetric cone programs (SCPs) by iteratively calling the projection and rescaling methods the algorithms for solving exceptional cases of SCP. Although our algorithm can solve SCPs by itself, we propose it intending to use it as a post-processing step for interior point methods since it can solve the … Read more

Solving moment and polynomial optimization problems on Sobolev spaces

Using standard tools of harmonic analysis, we state and solve the problem of moments for positive measures supported on the unit ball of a Sobolev space of multivariate periodic trigonometric functions. We describe outer and inner semidefinite approximations of the cone of Sobolev moments. They are the basic components of an infinite-dimensional moment-sums of squares … Read more

A semi-smooth Newton method for general projection equations applied to the nearest correlation matrix problem

In this paper, we extend and investigate the properties of the semi-smooth Newton method when applied to a general projection equation in finite dimensional spaces. We first present results concerning Clarke’s generalized Jacobian of the projection onto a closed and convex cone. We then describe the iterative process for the general cone case and establish … Read more

Strong global convergence properties of algorithms for nonlinear symmetric cone programming

Sequential optimality conditions have played a major role in proving strong global convergence properties of numerical algorithms for many classes of optimization problems. In particular, the way complementarity is dealt is fundamental to achieve a strong condition. Typically, one uses the inner product structure to measure complementarity, which gives a very general approach to a … Read more

On Rank-Monotone Graph Operations and Minimal Obstruction Graphs for the Lovász-Schrijver SDP Hierarchy

We study the lift-and-project rank of the stable set polytopes of graphs with respect to the Lovász-Schrijver SDP operator LS_+, with a particular focus on finding and characterizing the smallest graphs with a given LS_+-rank (the least number of iterations of the LS_+ operator on the fractional stable set polytope to compute the stable set … Read more

QUBO Dual Bounds via SDP Plane Projection Method

In this paper, we present a new method to solve a certain type of Semidefinite Programming (SDP) problems. These types of SDPs naturally arise in the Quadratic Convex Reformulation (QCR) method and can be used to obtain dual bounds of Quadratic Unconstrained Binary Optimization (QUBO) problems. QUBO problems have recently become the focus of attention … Read more

An Exceptionally Difficult Binary Quadratic Optimization Problem with Symmetry: a Challenge for The Largest Unsolved QAP Instance Tai256c

Tai256c is the largest unsolved quadratic assignment problem (QAP) instance in QAPLIB. It is known that QAP tai256c can be converted into a 256 dimensional binary quadratic optimization problem (BQOP) with a single cardinality constraint which requires the sum of the binary variables to be 92. As the BQOP is much simpler than the original … Read more