Semidefinite approximations for bicliques and biindependent pairs

\(\) We investigate some graph parameters dealing with biindependent pairs $(A,B)$ in a bipartite graph $G=(V_1\cup V_2,E)$, i.e., pairs $(A,B)$ where $A\subseteq V_1$, $B\subseteq V_2$ and $A\cup B$ is independent. These parameters also allow to study bicliques in general graphs. When maximizing the cardinality $|A\cup B|$ one finds the stability number $\alpha(G)$, well-known to be … Read more

On solving the MAX-SAT using sum of squares

We consider semidefinite programming (SDP) approaches for solving the maximum satisfiabilityproblem (MAX-SAT) and the weighted partial MAX-SAT. It is widely known that SDP is well-suitedto approximate the (MAX-)2-SAT. Our work shows the potential of SDP also for other satisfiabilityproblems, by being competitive with some of the best solvers in the yearly MAX-SAT competition.Our solver combines … Read more

Polynomial argmin for recovery and approximation of multivariate discontinuous functions

We propose to approximate a (possibly discontinuous) multivariate function f(x) on a compact set by the partial minimizer arg min_y p(x,y) of an appropriate polynomial p whose construction can be cast in a univariate sum of squares (SOS) framework, resulting in a highly structured convex semidefinite program. In a number of non-trivial cases (e.g. when … Read more

Handling Symmetries in Mixed-Integer Semidefinite Programs

Symmetry handling is a key technique for reducing the running time of branch-and-bound methods for solving mixed-integer linear programs. In this paper, we generalize the notion of (permutation) symmetries to mixed-integer semidefinite programs (MISDPs). We first discuss how symmetries of MISDPs can be automatically detected by finding automorphisms of a suitably colored auxiliary graph. Then … Read more

A Note on Semidefinite Representable Reformulations for Two Variants of the Trust-Region Subproblem

Motivated by encouraging numerical results in the literature, in this note we consider two specific variants of the trust-region subproblem and provide exact semidefinite representable reformulations. The first is over the intersection of two balls; the second is over the intersection of a ball and a special second-order conic representable set. Different from the technique … Read more

Linear optimization over homogeneous matrix cones

A convex cone is homogeneous if its automorphism group acts transitively on the interior of the cone, i.e., for every pair of points in the interior of the cone, there exists a cone automorphism that maps one point to the other. Cones that are homogeneous and self-dual are called symmetric. The symmetric cones include the … Read more

The Largest Unsolved QAP Instance Tai256c Can Be Converted into A 256-dimensional Simple BQOP with A Single Cardinality Constraint

Tai256c is the largest unsolved quadratic assignment problem (QAP) instance in QAPLIB; a 1.48\% gap remains between the best known feasible objective value and lower bound of the unknown optimal value. This paper shows that the instance can be converted into a 256 dimensional binary quadratic optimization problem (BQOP) with a single cardinality constraint which … Read more

Sparse PCA With Multiple Components

Sparse Principal Component Analysis (sPCA) is a cardinal technique for obtaining combinations of features, or principal components (PCs), that explain the variance of high-dimensional datasets in an interpretable manner. This involves solving a sparsity and orthogonality-constrained convex maximization problem, which is extremely computationally challenging. Most existing works address sparse PCA via methods—such as iteratively computing … Read more

A Strengthened SDP Relaxation for Quadratic Optimization Over the Stiefel Manifold

We study semidefinite programming (SDP) relaxations for the NP-hard problem of globally optimizing a quadratic function over the Stiefel manifold. We introduce a strengthened relaxation based on two recent ideas in the literature: (i) a tailored SDP for objectives with a block-diagonal Hessian; (ii) and the use of the Kronecker matrix product to construct SDP relaxations. Using synthetic instances on … Read more