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arXiv · 2411.03103

Benign landscape for Burer-Monteiro factorizations of MaxCut-type semidefinite programs

Faniriana Rakoto Endor·Irène Waldspurger
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Abstract

We consider MaxCut-type semidefinite programs (SDP) which admit a low rank solution. To numerically leverage the low rank hypothesis, a standard algorithmic approach is the Burer-Monteiro factorization, which allows to significantly reduce the dimensionality of the problem at the cost of its convexity. We give a sharp condition on the conditioning of the Laplacian matrix associated with the SDP under which any second-order critical point of the non-convex problem is a global minimizer. By applying our theorem, we improve on recent results about the correctness of the Burer-Monteiro approach on $\mathbb{Z}_2$-synchronization problems and the Kuramoto model.

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Faniriana Rakoto Endor, Irène Waldspurger. 2024-11-05. Benign landscape for Burer-Monteiro factorizations of MaxCut-type semidefinite programs. https://arxiv.org/abs/2411.03103

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