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 …

Strong duality in conic linear programming: facial reduction and extended duals

G Pataki - Computational and Analytical Mathematics: In Honor of …, 2013 - Springer
The facial reduction algorithm (FRA) of Borwein and Wolkowicz and the extended dual of
Ramana provide a strong dual for the conic linear program P\sup\,{\, ⟨ c, x ⟩\, |\, Ax ≦ _ K …

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 …

A new use of Douglas–Rachford splitting for identifying infeasible, unbounded, and pathological conic programs

Y Liu, EK Ryu, W Yin - Mathematical Programming, 2019 - Springer
In this paper, we present a method for identifying infeasible, unbounded, and pathological
conic programs based on Douglas–Rachford splitting. When an optimization program is …

Sieve-SDP: a simple facial reduction algorithm to preprocess semidefinite programs

Y Zhu, G Pataki, Q Tran-Dinh - Mathematical Programming Computation, 2019 - Springer
We introduce Sieve-SDP, a simple facial reduction algorithm to preprocess semidefinite
programs (SDPs). Sieve-SDP inspects the constraints of the problem to detect lack of strict …

Bad semidefinite programs: they all look the same

G Pataki - SIAM Journal on Optimization, 2017 - SIAM
Conic linear programs, among them semidefinite programs, often behave pathologically: the
optimal values of the primal and dual programs may differ, and may not be attained. We …

Douglas–Rachford splitting and ADMM for pathological convex optimization

EK Ryu, Y Liu, W Yin - Computational Optimization and Applications, 2019 - Springer
Despite the vast literature on DRS and ADMM, there has been very little work analyzing their
behavior under pathologies. Most analyses assume a primal solution exists, a dual solution …

Distributed event localization via alternating direction method of multipliers

C Zhang, Y Wang - IEEE Transactions on Mobile Computing, 2017 - ieeexplore.ieee.org
This paper addresses the problem of distributed event localization using noisy range
measurements with respect to sensors with known positions. Event localization is …

Exact duality in semidefinite programming based on elementary reformulations

M Liu, G Pataki - SIAM Journal on Optimization, 2015 - SIAM
In semidefinite programming (SDP), unlike in linear programming, Farkas' lemma may fail to
prove infeasibility. Here we obtain an exact, short certificate of infeasibility in SDP by an …

Solving SDP completely with an interior point oracle

BF Lourenço, M Muramatsu… - Optimization Methods and …, 2021 - Taylor & Francis
We suppose the existence of an oracle which solves any semidefinite programming (SDP)
problem satisfying strong feasibility (ie Slater's condition) simultaneously at its primal and …