The Lovász theta number of a graph G can be viewed as a semidefinite programming relaxation of the stability number of G. It has recently been shown that a copositive strengthening of this semidefinite program in fact equals the stability number of G. We introduce a related strengthening of the Lovász theta number toward the … Read more
We consider a Newton-CG augmented Lagrangian method for solving semidefinite programming (SDP) problems from the perspective of approximate semismooth Newton methods. In order to analyze the rate of convergence of our proposed method, we characterize the Lipschitz continuity of the corresponding solution mapping at the origin. For the inner problems, we show that the positive … Read more
In this paper we present the algorithmic framework and practical aspects of implementing a parallel version of a primal-dual semidefinite programming solver on a distributed memory computer cluster. Our implementation is based on the CSDP solver and uses a message passing interface (MPI), and the ScaLAPACK library. A new feature is implemented to deal with … Read more
This paper is concerned with the single-row facility layout problem (SRFLP). A globally optimal solution to the SRFLP is a linear placement of rectangular facilities with varying lengths that achieves the minimum total cost associated with the (known or projected) inter- actions between them. We demonstrate that the combination of a semidefinite programming relaxation with … Read more
The Lov\’asz theta function provides a lower bound for the chromatic number of finite graphs based on the solution of a semidefinite program. In this paper we generalize it so that it gives a lower bound for the measurable chromatic number of distance graphs on compact metric spaces. In particular we consider distance graphs on … Read more
In this paper we analyze the limiting behavior of infeasible weighted central paths in semidefinite programming under the assumption that a strictly complementary solution exists. We show that the paths associated with the “square root” symmetrization of the weighted centrality condition are analytic functions of the barrier parameter $\mu$ even at $\mu=0$ if and only … Read more
In this paper, we study polynomial-time interior-point algorithms in view of information geometry. Information geometry is a differential geometric framework which has been successfully applied to statistics, learning theory, signal processing etc. We consider information geometric structure for conic linear programs introduced by self-concordant barrier functions, and develop a precise iteration-complexity estimate of the polynomial-time … Read more
Lovasz and Schrijver, and later Lasserre, proposed hierarchies of semidefinite programming relaxations for general 0/1 linear programming problems. In this paper these two constructions are revisited and a new, block-diagonal hierarchy is proposed. It has the advantage of being computationally less costly while being at least as strong as the Lovasz-Schrijver hierarchy. It is applied … Read more
We consider a new semidefinite programming (SDP) relaxation of the symmetric traveling salesman problem (TSP), obtained via an SDP relaxation of the more general quadratic assignment problem (QAP). We show that the new relaxation dominates the one in the paper: [D. Cvetkovic, M. Cangalovic and V. Kovacevic-Vucic. Semidefinite Programming Methods for the Symmetric Traveling Salesman … Read more
We examine the local convergence of a sequential semidefinite programming approach for solving nonlinear programs with nonlinear semidefiniteness constraints. Known convergence results are extended to slightly weaker second order sufficient conditions and the resulting subproblems are shown to have local convexity properties that imply a weak form of self-concordance of the barrier subproblems. CitationPreprint, Mathematisches … Read more