arXiv subjects

Diego Cifuentes

Publications and source records attributed to Diego Cifuentes.

At least 19 recordsLinked to original sources

arXiv2026

Rounding the Lovász Theta Function with a Value Function Approximation

The Lovász theta function is a semidefinite programming (SDP) relaxation for the maximum weighted stable set problem, which is tight for perfect graphs. However, even for perfect graphs, there is no known rounding method guaranteed to extract a maximum weighted stable set from the SDP solution. In this paper, we develop a novel rounding scheme for the theta function that constructs a value function approximation from the SDP solution and then generates a stable set using dynamic programming. Our method provably recovers a maximum weighted stable set in several sub-classes of perfect graphs, including generalized split graphs, which asymptotically cover almost all perfect graphs. To the best of our knowledge, this is the only known rounding strategy for the theta function that recovers a maximum weighted stable set for large classes of perfect graphs. Our rounding scheme relies on simple linear algebra computations; we only solve one SDP. In contrast, existing methods that leverage the theta function require solving multiple SDPs. Computational experiments show that our method produces good solutions even on imperfect graphs.

math.OC↗

arXiv2026

Solving Sparsity Constrained PCA, Regression, and QCQP via the Spartrahedron

Sparsity is a fundamental modeling principle in statistics, signal processing, and data science. However, optimization with sparsity constraints is notoriously difficult. We introduce a new convex relaxation framework for {sparse quadratically constrained quadratic programs} (QCQPs), a class that subsumes sparse regression, sparse principal component analysis (PCA), and related problems. Our approach is based on a novel convex cone, the spartrahedron, which exactly characterizes sparsity at the matrix level. This leads to a semidefinite programming (SDP) relaxation that is tight whenever its solution is rank-one, providing a simple certificate of global optimality. We establish theoretical guarantees, including approximation bounds and exactness regions for sparse PCA and sparse ridge regression, as well as a general stability result under perturbations. Numerical experiments on sparse PCA, sparse regression, RIP constant estimation, and sparse canonical correlation analysis (CCA) demonstrate the practical success of our methods.

math.OC↗

arXiv2025

Solving exact and noisy rank-one tensor completion with semidefinite programming

Consider recovering a rank-one tensor of size $n_1 \times \cdots \times n_d$ from exact or noisy observations of a few of its entries. We tackle this problem via semidefinite programming (SDP). We derive deterministic combinatorial conditions on the observation mask $Ω$ (the set of observed indices) under which our SDPs solve the exact completion and achieve robust recovery in the noisy regime. These conditions can be met with as few as $\bigl(\sum_{i=1}^d n_i\bigr) - d + 1$ observations for special $Ω$. When $Ω$ is uniformly random, our conditions hold with $O\!\bigl((\prod_{i=1}^d n_i)^{1/2}\,\mathrm{polylog}(\prod_{i=1}^d n_i)\bigr)$ observations. Prior works mostly focus on the uniformly random case, ignoring the practical relevance of structured masks. For $d=2$ (matrix completion), our propagation condition holds if and only if the completion problem admits a unique solution. Our results apply to tensors of arbitrary order and cover both exact and noisy settings. In contrast to much of the literature, our guarantees rely solely on the combinatorial structure of the observation mask, without incoherence assumptions on the ground-truth tensor or uniform randomness of the samples. Preliminary computational experiments show that our SDP methods solve tensor completion problems using significantly fewer observations than alternative methods.

math.OC↗

arXiv2025

cuHALLaR: A GPU Accelerated Low-Rank Augmented Lagrangian Method for Large-Scale Semidefinite Programming

This paper introduces cuHALLaR, a GPU-accelerated implementation of the HALLaR method proposed in Monteiro et al. 2024 for solving large-scale semidefinite programming (SDP) problems. We demonstrate how our Julia-based implementation efficiently uses GPU parallelism through optimization of simple, but key, operations, including linear maps, adjoints, and gradient evaluations. Extensive numerical experiments across three SDP problem classes, i.e., maximum stable set, matrix completion, and phase retrieval show significant performance improvements over both CPU implementations and existing GPU-based solvers. For the largest instances, cuHALLaR achieves speedups of 30-140x on matrix completion problems, up to 135x on maximum stable set problems for Hamming graphs with 8.4 million vertices, and 15-47x on phase retrieval problems with dimensions up to 3.2 million. Our approach efficiently handles massive problems with dimensions up to (n,m) equal to (8 million, 300 million) with high precision, solving matrix completion instances with over 8 million rows and columns in just 142 seconds. These results establish cuHALLaR as a very promising GPU-based method for solving large-scale semidefinite programs.

math.OC↗

arXiv2025

A User Manual for cuHALLaR: A GPU Accelerated Low-Rank Semidefinite Programming Solver

We present a Julia-based interface to the precompiled HALLaR and cuHALLaR binaries for large-scale semidefinite programs (SDPs). Both solvers are established as fast and numerically stable, and accept problem data in formats compatible with SDPA and a new enhanced data format taking advantage of Hybrid Sparse Low-Rank (HSLR) structure. The interface allows users to load custom data files, configure solver options, and execute experiments directly from Julia. A collection of example problems is included, including the SDP relaxations of the Matrix Completion and Maximum Stable Set problems.

math.OC↗

arXiv2025

Sensitivity analysis for mixed binary quadratic programming

We consider sensitivity analysis for Mixed Binary Quadratic Programs (MBQPs) with respect to changing right-hand-sides (rhs). We show that even if the optimal solution of a given MBQP is known, it is NP-hard to approximate the change in objective function value with respect to changes in rhs. Next, we study algorithmic approaches to obtaining dual bounds for MBQP with changing rhs. We leverage Burer's completely-positive (CPP) reformulation of MBQPs. Its dual is an instance of co-positive programming (COP), and can be used to obtain sensitivity bounds. We prove that strong duality between the CPP and COP problems holds if the feasible region is bounded or if the objective function is convex, while the duality gap can be strictly positive if neither condition is met. We also show that the COP dual has multiple optimal solutions, and the choice of the dual solution affects the quality of the bounds with rhs changes. We finally provide a method for finding good nearly optimal dual solutions, and we present preliminary computational results on sensitivity analysis for MBQPs.

math.OC↗

arXiv2025

Discrete Shortest Paths in Optimal Power Flow Feasible Regions

Optimal power flow (OPF) is a critical optimization problem for power systems to operate at points where cost or other operational objectives are optimized. Due to the non-convexity of the set of feasible OPF operating points, it is non-trivial to transition the power system from its current operating point to the optimal one without violating constraints. On top of that, practical considerations dictate that the transition should be achieved using a small number of small-magnitude control actions. To solve this problem, this paper proposes an algorithm for computing a transition path by framing it as a shortest path problem. This problem is formulated in terms of a discretized piece-wise linear path, where the number of pieces is fixed a priori in order to limit the number of control actions. This formulation yields a nonlinear optimization problem (NLP) with a sparse block tridiagonal structure, which we leverage by utilizing a specialized interior point method. An initial feasible path for our method is generated by solving a sequence of relaxations which are then tightened in a homotopy-like procedure. Numerical experiments illustrate the effectiveness of the algorithm.

math.OC↗

arXiv2024

Lagrangian dual with zero duality gap that admits decomposition

For mixed integer programs (MIPs) with block structures and coupling constraints, on dualizing the coupling constraints the resulting Lagrangian relaxation becomes decomposable into blocks which allows for the use of parallel computing. However, the resulting Lagrangian dual can have non-zero duality gap due to the inherent non-convexity of MIPs. In this paper, we propose two reformulations of such MIPs by adding redundant constraints, such that the Lagrangian dual obtained by dualizing the coupling constraints and the redundant constraints have zero duality gap while still remaining decomposable. One of these reformulations is similar, although not the same as the RLT hierarchy. In this case, we present multiplicative bounds on the quality of the dual bound at each level of the hierarchy for packing and covering MIPs. We show our results are applicable to general sparse MIPs, where decomposability is revealed via the tree-decomposition of the intersection graph of the constraint matrix. In preliminary experiments, we observe that the proposed Lagrangian duals give better dual bounds than classical Lagrangian dual and Gurobi in equal time, where Gurobi is not exploiting decomposability.

math.OC↗

arXiv2024

3D genome reconstruction from partially phased Hi-C data

The 3-dimensional (3D) structure of the genome is of significant importance for many cellular processes. In this paper, we study the problem of reconstructing the 3D structure of chromosomes from Hi-C data of diploid organisms, which poses additional challenges compared to the better-studied haploid setting. With the help of techniques from algebraic geometry, we prove that a small amount of phased data is sufficient to ensure finite identifiability, both for noiseless and noisy data. In the light of these results, we propose a new 3D reconstruction method based on semidefinite programming, paired with numerical algebraic geometry and local optimization. The performance of this method is tested on several simulated datasets under different noise levels and with different amounts of phased data. We also apply it to a real dataset from mouse X chromosomes, and we are then able to recover previously known structural features.

q-bio.GN↗

arXiv2024

A low-rank augmented Lagrangian method for large-scale semidefinite programming based on a hybrid convex-nonconvex approach

This paper introduces HALLaR, a new first-order method for solving large-scale semidefinite programs (SDPs) with bounded domain. HALLaR is an inexact augmented Lagrangian (AL) method where the AL subproblems are solved by a novel hybrid low-rank (HLR) method. The recipe behind HLR is based on two key ingredients: 1) an adaptive inexact proximal point method with inner acceleration; 2) Frank-Wolfe steps to escape from spurious local stationary points. In contrast to the low-rank method of Burer and Monteiro, HALLaR finds a near-optimal solution (with provable complexity bounds) of SDP instances satisfying strong duality. Computational results comparing HALLaR to state-of-the-art solvers on several large SDP instances arising from maximum stable set, phase retrieval, and matrix completion show that the former finds higher accurate solutions in substantially less CPU time than the latter ones. For example, in less than 20 minutes, HALLaR can solve a maximum stable set SDP instance with dimension pair $(n,m)\approx (10^6,10^7)$ within $10^{-5}$ relative precision.

math.OC↗

arXiv2021

On the local stability of semidefinite relaxations

We consider a parametric family of quadratically constrained quadratic programs (QCQP) and their associated semidefinite programming (SDP) relaxations. Given a nominal value of the parameter at which the SDP relaxation is exact, we study conditions (and quantitative bounds) under which the relaxation will continue to be exact as the parameter moves in a neighborhood around the nominal value. Our framework captures a wide array of statistical estimation problems including tensor principal component analysis, rotation synchronization, orthogonal Procrustes, camera triangulation and resectioning, essential matrix estimation, system identification, and approximate GCD. Our results can also be used to analyze the stability of SOS relaxations of general polynomial optimization problems.

math.OC↗

arXiv2021

Polynomial time guarantees for the Burer-Monteiro method

The Burer-Monteiro method is one of the most widely used techniques for solving large-scale semidefinite programs (SDP). The basic idea is to solve a nonconvex program in $Y$, where $Y$ is an $n \times p$ matrix such that $X = Y Y^T$. In this paper, we show that this method can solve SDPs in polynomial time in a smoothed analysis setting. More precisely, we consider an SDP whose domain satisfies some compactness and smoothness assumptions, and slightly perturb the cost matrix and the constraints. We show that if $p \gtrsim \sqrt{2(1+η)m}$, where $m$ is the number of constraints and $η>0$ is any fixed constant, then the Burer-Monteiro method can solve SDPs to any desired accuracy in polynomial time, in the setting of smooth analysis. Our bound on $p$ approaches the celebrated Barvinok-Pataki bound in the limit as $η$ goes to zero, beneath which it is known that the nonconvex program can be suboptimal. Previous analyses were unable to give polynomial time guarantees for the Burer-Monteiro method, since they either assumed that the criticality conditions are satisfied exactly, or ignored the nontrivial problem of computing an approximately feasible solution. We address the first problem through a novel connection with tubular neighborhoods of algebraic varieties. For the feasibility problem we consider a least squares formulation, and provide the first guarantees that do not rely on the restricted isometry property.

math.OC↗

arXiv2020

A convex relaxation to compute the nearest structured rank deficient matrix

Given an affine space of matrices $\mathcal{L}$ and a matrix $Θ\in \mathcal{L}$, consider the problem of computing the closest rank deficient matrix to $Θ$ on $\mathcal{L}$ with respect to the Frobenius norm. This is a nonconvex problem with several applications in control theory, computer algebra, and computer vision. We introduce a novel semidefinite programming (SDP) relaxation, and prove that it always gives the global minimizer of the nonconvex problem in the low noise regime, i.e., when $Θ$ is close to be rank deficient. Our SDP is the first convex relaxation for this problem with provable guarantees. We evaluate the performance of our SDP relaxation in examples from system identification, approximate GCD, triangulation, and camera resectioning. Our relaxation reliably obtains the global minimizer under non-adversarial noise, and its noise tolerance is significantly better than state of the art methods.

math.OC↗

arXiv2020

Efficient sampling from shallow Gaussian quantum-optical circuits with local interactions

We prove that a classical computer can efficiently sample from the photon-number probability distribution of a Gaussian state prepared by using an optical circuit that is shallow and local. Our work generalizes previous known results for qubits to the continuous-variable domain. The key to our proof is the observation that the adjacency matrices characterizing the Gaussian states generated by shallow and local circuits have small bandwidth. To exploit this structure, we devise fast algorithms to calculate loop hafnians of banded matrices. Since sampling from deep optical circuits with exponential-scaling photon loss is classically simulable, our results pose a challenge to the feasibility of demonstrating quantum supremacy on photonic platforms with local interactions.

quant-ph↗

arXiv2020

On the Burer-Monteiro method for general semidefinite programs

Consider a semidefinite program (SDP) involving an $n\times n$ positive semidefinite matrix $X$. The Burer-Monteiro method uses the substitution $X=Y Y^T$ to obtain a nonconvex optimization problem in terms of an $n\times p$ matrix $Y$. Boumal et al. showed that this nonconvex method provably solves equality-constrained SDPs with a generic cost matrix when $p \gtrsim \sqrt{2m}$, where $m$ is the number of constraints. In this note we extend their result to arbitrary SDPs, possibly involving inequalities or multiple semidefinite constraints. We derive similar guarantees for a fixed cost matrix and generic constraints. We illustrate applications to matrix sensing and integer quadratic minimization.

math.OC↗

arXiv2020

Sums of squares in Macaulay2

The Macaulay2 package SumsOfSquares decomposes polynomials as sums of squares. It is based on methods to rationalize sum-of-squares decompositions due to Parrilo and Peyrl. The package features a data type for sums-of-squares polynomials, support for external semidefinite programming solvers, and optimization over varieties.

math.OC↗

arXiv2019

On the Complexity of Toric Ideals

We investigate the computational complexity of problems on toric ideals such as normal forms, Gröbner bases, and Graver bases. We show that all these problems are strongly NP-hard in the general case. Nonetheless, we can derive efficient algorithms by taking advantage of the sparsity pattern of the matrix. We describe this sparsity pattern with a graph, and study the parameterized complexity of toric ideals in terms of graph parameters such as treewidth and treedepth. In particular, we show that the normal form problem can be solved in parameter-tractable time in terms of the treedepth. An important application of this result is in multiway ideals arising in algebraic statistics. We also give a parameter-tractable membership test to the reduced Gröbner basis. This test leads to an efficient procedure for computing the reduced Gröbner basis. Similar results hold for Graver bases computation.

cs.SC↗

arXiv2019

The Geometry of SDP-Exactness in Quadratic Optimization

Consider the problem of minimizing a quadratic objective subject to quadratic equations. We study the semialgebraic region of objective functions for which this problem is solved by its semidefinite relaxation. For the Euclidean distance problem, this is a bundle of spectrahedral shadows surrounding the given variety. We characterize the algebraic boundary of this region and we derive a formula for its degree.

math.OC↗