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Antonio Sasaki

Publications and source records attributed to Antonio Sasaki.

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Spectral-gauge cuts for semidefinite programming

We use symmetric gauge theory to develop a general class of cutting-plane algorithms for semidefinite programming. We formulate a separation problem based on spectral normalizations induced by gauges and derive a closed-form separation oracle. This oracle yields an implementable cut-generation procedure that, by varying the gauge, recovers standard cut families and generates new ones with tunable spectral structure. We embed the oracle within Kelley's method and characterize convergence as a function of the chosen gauge and initial conic relaxation. Numerical experiments on small and large instances of box-constrained quadratic programming and sparse principal component analysis illustrate the versatility and performance of the proposed framework.

math.OC

On generalized eigenvalues of MAX matrices to MIN matrices and of LCM matrices to GCD matrices

We determine, for any n $\ge$ 1, the generalized eigenvalues of an n x n MAX matrix to the corresponding MIN matrix. We also show that a similar result holds for the generalized eigenvalues of an nxn LCM matrix to the corresponding GCD matrix when n $\le$ 4, but breaks down for n > 4. In addition, we prove Cauchy's interlacing theorem for generalized eigenvalues, and we conjecture an unexpected connection between the OEIS sequence A004754 and the appearance of -1 as a generalized eigenvalue in the LCM-GCD setting.

math.NT

Localization of complementarity eigenvalues

Let A, B be symmetric n x n real matrices with B positive definite and strictly diagonally dominant. We derive two localization sets for the complementarity eigenvalues of (A, B), the tightest one assuming additionally that A is copositive. This extends He-Liu-Shen sets to the case where B is not the identity. Moreover, we compare the computable bounds obtained from these new sets with the extreme classical generalized eigenvalues.

math.OC