arXiv subjects

Gábor Pataki

Publications and source records attributed to Gábor Pataki.

5 recordsLinked to original sources

arXiv2026

Strict complementarity in semidefinite programming, singularity degree, and the (dis)connection of forward and backward errors

Strict complementarity of a primal-dual pair of optimal solutions is fundamental in the numerical analysis of semidefinite programs (SDPs). Strict complementarity drives the convergence behavior of interior point algorithms. When it fails, pathological examples show a striking gap between two error measures of approximate solutions. The first of these is the forward or "true" error, i.e., the distance to the optimal solution set. The second is the less useful backward error, measured by the constraint violation. We first characterize the lack of strict complementarity in SDPs via a simple normal form. Our normal form has three key features: (i) it is obtained using elementary row operations and rotations; (ii) it makes the lack of strict complementarity evident; and (iii) it lets us construct any such SDP by a simple algorithm. A variant of our generating algorithm allows us to construct any SDP that fails strict complementarity but satisfies Slater's condition on both the primal and dual sides. Thus, we {\em parametrize} the data of all SDPs that lack strict complementarity in a manner similar to how the Jordan normal form parametrizes square matrices with given eigenvalue structure. Next, we precisely characterize when the singularity degree of an SDP equals the number of constraints -- a result that underlies our generating algorithms and that we believe is of independent interest. We construct and share a set of SDPs that lack strict complementarity and present a detailed computational study. We find that forward-backward error gaps are quite common: in many small SDPs (with matrix order $\leq 20$), the forward ("true") error exceeds the backward error by up to seven orders of magnitude. Further, in several data sets the forward and backward errors are {\em inversely} correlated. In other words, the worse the "true" forward error is, the harder it is to detect.

math.OC↗

arXiv2023

How do exponential size solutions arise in semidefinite programming?

A striking pathology of semidefinite programs (SDPs) is illustrated by a classical example of Khachiyan: feasible solutions in SDPs may need exponential space even to write down. Such exponential size solutions are the main obstacle to solve a long standing, fundamental open problem: can we decide feasibility of SDPs in polynomial time? The consensus seems that SDPs with large size solutions are rare. However, here we prove that they are actually quite common: a linear change of variables transforms every strictly feasible SDP into a Khachiyan type SDP, in which the leading variables are large. As to ``how large", that depends on the singularity degree of a dual problem. Further, we present some SDPs coming from sum-of-squares proofs, in which large solutions appear naturally, without any change of variables. We also partially answer the question: how do we represent such large solutions in polynomial space?

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arXiv2022

A Simplified Treatment of Ramana's Exact Dual for Semidefinite Programming

In semidefinite programming the dual may fail to attain its optimal value and there could be a duality gap, i.e., the primal and dual optimal values may differ. In a striking paper, Ramana proposed a polynomial size extended dual that does not have these deficiencies and yields a number of fundamental results in complexity theory. In this work we walk the reader through a concise and self-contained derivation of Ramana's dual, relying mostly on elementary linear algebra.

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arXiv2022

An echelon form of weakly infeasible semidefinite programs and bad projections of the psd cone

A weakly infeasible semidefinite program (SDP) has no feasible solution, but it has approximate solutions whose constraint violation is arbitrarily small. These SDPs are ill-posed and numerically often unsolvable. They are also closely related to "bad" linear projections that map the cone of positive semidefinite matrices to a nonclosed set. We describe a simple echelon form of weakly infeasible SDPs with the following properties: (i) it is obtained by elementary row operations and congruence transformations, (ii) it makes weak infeasibility evident, and (iii) it permits us to construct any weakly infeasible SDP or bad linear projection by an elementary combinatorial algorithm. Based on our echelon form we generate a challenging library of weakly infeasible SDPs. Finally, we show that some SDPs in the literature are in our echelon form, for example, the SDP from the sum-of-squares relaxation of minimizing the famous Motzkin polynomial.

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arXiv2012

New Approaches to Principal Component Analysis for Trees

Object Oriented Data Analysis is a new area in statistics that studies populations of general data objects. In this article we consider populations of tree-structured objects as our focus of interest. We develop improved analysis tools for data lying in a binary tree space analogous to classical Principal Component Analysis methods in Euclidean space. Our extensions of PCA are analogs of one dimensional subspaces that best fit the data. Previous work was based on the notion of tree-lines. In this paper, a generalization of the previous tree-line notion is proposed: k-tree-lines. Previously proposed tree-lines are k-tree-lines where k=1. New sub-cases of k-tree-lines studied in this work are the 2-tree-lines and tree-curves, which explain much more variation per principal component than tree-lines. The optimal principal component tree-lines were computable in linear time. Because 2-tree-lines and tree-curves are more complex, they are computationally more expensive, but yield improved data analysis results. We provide a comparative study of all these methods on a motivating data set consisting of brain vessel structures of 98 subjects.

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