Georgina Hall — Page 2

arXiv2016

Sum of Squares Basis Pursuit with Linear and Second Order Cone Programming

We devise a scheme for solving an iterative sequence of linear programs (LPs) or second order cone programs (SOCPs) to approximate the optimal value of any semidefinite program (SDP) or sum of squares (SOS) program. The first LP and SOCP-based bounds in the sequence come from the recent work of Ahmadi and Majumdar on diagonally dominant sum of squares (DSOS) and scaled diagonally dominant sum of squares (SDSOS) polynomials. We then iteratively improve on these bounds by pursuing better bases in which more relevant SOS polynomials admit a DSOS or SDSOS representation. Different interpretations of the procedure from primal and dual perspectives are given. While the approach is applicable to SDP relaxations of general polynomial programs, we apply it to two problems of discrete optimization: the maximum independent set problem and the partition problem. We further show that some completely trivial instances of the partition problem lead to strictly positive polynomials on the boundary of the sum of squares cone and hence make the SOS relaxation fail.

math.OC↗

arXiv2014

Exact Recovery in the Stochastic Block Model

The stochastic block model (SBM) with two communities, or equivalently the planted bisection model, is a popular model of random graph exhibiting a cluster behaviour. In the symmetric case, the graph has two equally sized clusters and vertices connect with probability $p$ within clusters and $q$ across clusters. In the past two decades, a large body of literature in statistics and computer science has focused on providing lower-bounds on the scaling of $|p-q|$ to ensure exact recovery. In this paper, we identify a sharp threshold phenomenon for exact recovery: if $α=pn/\log(n)$ and $β=qn/\log(n)$ are constant (with $α>β$), recovering the communities with high probability is possible if $\frac{α+β}{2} - \sqrt{αβ}>1$ and impossible if $\frac{α+β}{2} - \sqrt{αβ}<1$. In particular, this improves the existing bounds. This also sets a new line of sight for efficient clustering algorithms. While maximum likelihood (ML) achieves the optimal threshold (by definition), it is in the worst-case NP-hard. This paper proposes an efficient algorithm based on a semidefinite programming relaxation of ML, which is proved to succeed in recovering the communities close to the threshold, while numerical experiments suggest it may achieve the threshold. An efficient algorithm which succeeds all the way down to the threshold is also obtained using a partial recovery algorithm combined with a local improvement procedure.

cs.SI↗