Recent scalability improvements for semidefinite programming with applications in machine learning, control, and robotics

A Majumdar, G Hall, AA Ahmadi - Annual Review of Control …, 2020 - annualreviews.org
Historically, scalability has been a major challenge for the successful application of
semidefinite programming in fields such as machine learning, control, and robotics. In this …

The many faces of degeneracy in conic optimization

D Drusvyatskiy, H Wolkowicz - Foundations and Trends® in …, 2017 - nowpublishers.com
Slater's condition–existence of a “strictly feasible solution”–is a common assumption in conic
optimization. Without strict feasibility, first-order optimality conditions may be meaningless …

Partial facial reduction: simplified, equivalent SDPs via approximations of the PSD cone

F Permenter, P Parrilo - Mathematical Programming, 2018 - Springer
We develop a practical semidefinite programming (SDP) facial reduction procedure that
utilizes computationally efficient approximations of the positive semidefinite cone. The …

[หนังสือ][B] Nonlinear optimization

FJ Aragón, MA Goberna, MA López, MML Rodríguez - 2019 - Springer
This book is aimed at upper-level undergraduate students of mathematics and statistics, and
graduate students of industrial engineering. We assume that the readers are familiar with …

[HTML][HTML] Conic optimization: a survey with special focus on copositive optimization and binary quadratic problems

M Dür, F Rendl - EURO Journal on Computational Optimization, 2021 - Elsevier
A conic optimization problem is a problem involving a constraint that the optimization
variable be in some closed convex cone. Prominent examples are linear programs (LP) …

Validating numerical semidefinite programming solvers for polynomial invariants

P Roux, YL Voronin, S Sankaranarayanan - Formal Methods in System …, 2018 - Springer
Semidefinite programming (SDP) solvers are increasingly used as primitives in many
program verification tasks to synthesize and verify polynomial invariants for a variety of …

[HTML][HTML] Separability of diagonal symmetric states: a quadratic conic optimization problem

J Tura, A Aloy, R Quesada, M Lewenstein… - Quantum, 2018 - quantum-journal.org
We study the separability problem in mixtures of Dicke states ie, the separability of the so-
called Diagonal Symmetric (DS) states. First, we show that separability in the case of DS in …

Solving conic optimization problems via self-dual embedding and facial reduction: a unified approach

F Permenter, HA Friberg, ED Andersen - SIAM Journal on Optimization, 2017 - SIAM
We establish connections between the facial reduction algorithm of Borwein and Wolkowicz
and the self-dual homogeneous model of Goldman and Tucker when applied to conic …

Exact duals and short certificates of infeasibility and weak infeasibility in conic linear programming

M Liu, G Pataki - Mathematical Programming, 2018 - Springer
In conic linear programming—in contrast to linear programming—the Lagrange dual is not
an exact dual: it may not attain its optimal value, or there may be a positive duality gap. The …

Amenable cones: error bounds without constraint qualifications

BF Lourenço - Mathematical Programming, 2021 - Springer
We provide a framework for obtaining error bounds for linear conic problems without
assuming constraint qualifications or regularity conditions. The key aspects of our approach …