arXiv subjects

Mrinalkanti Ghosh

Publications and source records attributed to Mrinalkanti Ghosh.

8 recordsLinked to original sources

arXiv2025

Some Applications and Limitations of Convex Optimization Hierarchies for Discrete and Continuous Optimization Problems

This thesis explores algorithmic applications and limitations of convex relaxation hierarchies for approximating some discrete and continuous optimization problems. - We show a dichotomy of approximability of constraint satisfaction problems (CSPs) by linear programming (LP) relaxations: for every CSP, the approximation obtained by a basic LP relaxation, is no weaker than the approximation obtained using relaxations given by super-constant levels of the Sherali-Adams hierarchy on instances of size $n$. - For the problem of approximating the absolute maximum of an n-variate degree-d homogeneous polynomial f with real coefficients over the unit sphere, we analyze the optimum value of the level-t sum-of-squares (SoS) SDP relaxation of the problem. Our results offer a trade-off between the approximation ratio and running time, which can take advantage of additional structure in the polynomial, such as non-negativity or sparsity of the coefficients. - We study the problem of approximating the $p \to q$-norm of a matrix $A$, and prove the first NP-hardness result for approximating norms in the hypercontractive case $1< p < q < \infty$. We also prove almost tight algorithmic results for the case when $p \geq q$ (with $2 \in [q,p]$) where constant factor approximations for the matrix norms are possible. A common theme for these results is their connection to geometry. For the discrete optimization problem of CSP, geometry appears as a crucial tool for our lower bound proof. For the problem of polynomial optimization, we show that SDPs capture and extend earlier algorithms based on diameter estimation for convex bodies. For the matrix (operator) norm problem, the definition itself is geometric in nature and embedding theorems play a crucial role in our proofs.

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arXiv2020

Sum-of-Squares Lower Bounds for Sherrington-Kirkpatrick via Planted Affine Planes

The Sum-of-Squares (SoS) hierarchy is a semi-definite programming meta-algorithm that captures state-of-the-art polynomial time guarantees for many optimization problems such as Max-$k$-CSPs and Tensor PCA. On the flip side, a SoS lower bound provides evidence of hardness, which is particularly relevant to average-case problems for which NP-hardness may not be available. In this paper, we consider the following average case problem, which we call the \emph{Planted Affine Planes} (PAP) problem: Given $m$ random vectors $d_1,\ldots,d_m$ in $\mathbb{R}^n$, can we prove that there is no vector $v \in \mathbb{R}^n$ such that for all $u \in [m]$, $\langle v, d_u\rangle^2 = 1$? In other words, can we prove that $m$ random vectors are not all contained in two parallel hyperplanes at equal distance from the origin? We prove that for $m \leq n^{3/2-ε}$, with high probability, degree-$n^{Ω(ε)}$ SoS fails to refute the existence of such a vector $v$. When the vectors $d_1,\ldots,d_m$ are chosen from the multivariate normal distribution, the PAP problem is equivalent to the problem of proving that a random $n$-dimensional subspace of $\mathbb{R}^m$ does not contain a boolean vector. As shown by Mohanty--Raghavendra--Xu [STOC 2020], a lower bound for this problem implies a lower bound for the problem of certifying energy upper bounds on the Sherrington-Kirkpatrick Hamiltonian, and so our lower bound implies a degree-$n^{Ω(ε)}$ SoS lower bound for the certification version of the Sherrington-Kirkpatrick problem.

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arXiv2019

Approximating Operator Norms via Generalized Krivine Rounding

We consider the $(\ell_p,\ell_r)$-Grothendieck problem, which seeks to maximize the bilinear form $y^T A x$ for an input matrix $A$ over vectors $x,y$ with $\|x\|_p=\|y\|_r=1$. The problem is equivalent to computing the $p \to r^*$ operator norm of $A$. The case $p=r=\infty$ corresponds to the classical Grothendieck problem. Our main result is an algorithm for arbitrary $p,r \ge 2$ with approximation ratio $(1+ε_0)/(\sinh^{-1}(1)\cdot γ_{p^*} \,γ_{r^*})$ for some fixed $ε_0 \le 0.00863$. Comparing this with Krivine's approximation ratio of $(π/2)/\sinh^{-1}(1)$ for the original Grothendieck problem, our guarantee is off from the best known hardness factor of $(γ_{p^*} γ_{r^*})^{-1}$ for the problem by a factor similar to Krivine's defect. Our approximation follows by bounding the value of the natural vector relaxation for the problem which is convex when $p,r \ge 2$. We give a generalization of random hyperplane rounding and relate the performance of this rounding to certain hypergeometric functions, which prescribe necessary transformations to the vector solution before the rounding is applied. Unlike Krivine's Rounding where the relevant hypergeometric function was $\arcsin$, we have to study a family of hypergeometric functions. The bulk of our technical work then involves methods from complex analysis to gain detailed information about the Taylor series coefficients of the inverses of these hypergeometric functions, which then dictate our approximation factor. Our result also implies improved bounds for "factorization through $\ell_{2}^{\,n}$" of operators from $\ell_{p}^{\,n}$ to $\ell_{q}^{\,m}$ (when $p\geq 2 \geq q$)--- such bounds are of significant interest in functional analysis and our work provides modest supplementary evidence for an intriguing parallel between factorizability, and constant-factor approximability.

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arXiv2018

Inapproximability of Matrix $p\rightarrow q$ Norms

We study the problem of computing the $p\rightarrow q$ norm of a matrix $A \in R^{m \times n}$, defined as \[ \|A\|_{p\rightarrow q} ~:=~ \max_{x \,\in\, R^n \setminus \{0\}} \frac{\|Ax\|_q}{\|x\|_p} \] This problem generalizes the spectral norm of a matrix ($p=q=2$) and the Grothendieck problem ($p=\infty$, $q=1$), and has been widely studied in various regimes. When $p \geq q$, the problem exhibits a dichotomy: constant factor approximation algorithms are known if $2 \in [q,p]$, and the problem is hard to approximate within almost polynomial factors when $2 \notin [q,p]$. The regime when $p < q$, known as \emph{hypercontractive norms}, is particularly significant for various applications but much less well understood. The case with $p = 2$ and $q > 2$ was studied by [Barak et al, STOC'12] who gave sub-exponential algorithms for a promise version of the problem (which captures small-set expansion) and also proved hardness of approximation results based on the Exponential Time Hypothesis. However, no NP-hardness of approximation is known for these problems for any $p < q$. We study the hardness of approximating matrix norms in both the above cases and prove the following results: - We show that for any $1< p < q < \infty$ with $2 \notin [p,q]$, $\|A\|_{p\rightarrow q}$ is hard to approximate within $2^{O(\log^{1-ε}\!n)}$ assuming $NP \not\subseteq BPTIME(2^{\log^{O(1)}\!n})$. This suggests that, similar to the case of $p \geq q$, the hypercontractive setting may be qualitatively different when $2$ does not lie between $p$ and $q$. - For all $p \geq q$ with $2 \in [q,p]$, we show $\|A\|_{p\rightarrow q}$ is hard to approximate within any factor than $1/(γ_{p^*} \cdot γ_q)$, where for any $r$, $γ_r$ denotes the $r^{th}$ norm of a gaussian, and $p^*$ is the dual norm of $p$.

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arXiv2017

Weak Decoupling, Polynomial Folds, and Approximate Optimization over the Sphere

We consider the following basic problem: given an $n$-variate degree-$d$ homogeneous polynomial $f$ with real coefficients, compute a unit vector $x \in \mathbb{R}^n$ that maximizes $|f(x)|$. Besides its fundamental nature, this problem arises in diverse contexts ranging from tensor and operator norms to graph expansion to quantum information theory. The homogeneous degree $2$ case is efficiently solvable as it corresponds to computing the spectral norm of an associated matrix, but the higher degree case is NP-hard. We give approximation algorithms for this problem that offer a trade-off between the approximation ratio and running time: in $n^{O(q)}$ time, we get an approximation within factor $O_d((n/q)^{d/2-1})$ for arbitrary polynomials, $O_d((n/q)^{d/4-1/2})$ for polynomials with non-negative coefficients, and $O_d(\sqrt{m/q})$ for sparse polynomials with $m$ monomials. The approximation guarantees are with respect to the optimum of the level-$q$ sum-of-squares (SoS) SDP relaxation of the problem. Known polynomial time algorithms for this problem rely on "decoupling lemmas." Such tools are not capable of offering a trade-off like our results as they blow up the number of variables by a factor equal to the degree. We develop new decoupling tools that are more efficient in the number of variables at the expense of less structure in the output polynomials. This enables us to harness the benefits of higher level SoS relaxations. We complement our algorithmic results with some polynomially large integrality gaps, albeit for a slightly weaker (but still very natural) relaxation. Toward this, we give a method to lift a level-$4$ solution matrix $M$ to a higher level solution, under a mild technical condition on $M$.

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arXiv2016

From Weak to Strong LP Gaps for all CSPs

We study the approximability of constraint satisfaction problems (CSPs) by linear programming (LP) relaxations. We show that for every CSP, the approximation obtained by a basic LP relaxation, is no weaker than the approximation obtained using relaxations given by $Ω\left(\frac{\log n}{\log \log n}\right)$ levels of the Sherali-Adams hierarchy on instances of size $n$. It was proved by Chan et al. [FOCS 2013] that any polynomial size LP extended formulation is no stronger than relaxations obtained by a super-constant levels of the Sherali-Adams hierarchy.. Combining this with our result also implies that any polynomial size LP extended formulation is no stronger than the basic LP. Using our techniques, we also simplify and strengthen the result by Khot et al. [STOC 2014] on (strong) approximation resistance for LPs. They provided a necessary and sufficient condition under which $Ω(\log \log n)$ levels of the Sherali-Adams hierarchy cannot achieve an approximation better than a random assignment. We simplify their proof and strengthen the bound to $Ω\left(\frac{\log n}{\log \log n}\right)$ levels.

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arXiv2016

Ornstein Isomorphism and Algorithmic Randomness

In 1970, Donald Ornstein proved a landmark result in dynamical systems, viz., two Bernoulli systems with the same entropy are isomorphic except for a measure 0 set. Keane and Smorodinsky gave a finitary proof of this result. They also indicated how one can generalize the result to mixing Markov Shifts. We adapt their construction to show that if two computable mixing Markov systems have the same entropy, then there is a layerwise computable isomorphism defined on all Martin-Lof random points in the system. Since the set of Martin-Lof random points forms a measure 1 set, it implies the classical result for such systems. This result uses several recent developments in computable analysis and algorithmic randomness. Following the work by Braverman, Nandakumar, and Hoyrup and Rojas introduced discontinuous functions into the study of algorithmic randomness. We utilize Hoyrup and Rojas' elegant notion of layerwise computable functions to produce the test of randomness in our result. Further, we use the recent result of the effective Shannon-McMillan-Breiman theorem, independently established by Hochman and Hoyrup to prove the properties of our construction. We show that the result cannot be improved to include all points in the systems - only trivial computable isomorphisms exist between systems with the same entropy.

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arXiv2016

Predictive Complexity and Generalized Entropy Rate of Stationary Ergodic Processes

In the online prediction framework, we use generalized entropy of to study the loss rate of predictors when outcomes are drawn according to stationary ergodic distributions over the binary alphabet. We show that the notion of generalized entropy of a regular game \cite{KVV04} is well-defined for stationary ergodic distributions. In proving this, we obtain new game-theoretic proofs of some classical information theoretic inequalities. Using Birkhoff's ergodic theorem and convergence properties of conditional distributions, we prove that a classical Shannon-McMillan-Breiman theorem holds for a restricted class of regular games, when no computational constraints are imposed on the prediction strategies. If a game is mixable, then there is an optimal aggregating strategy which loses at most an additive constant when compared to any other lower semicomputable strategy. The loss incurred by this algorithm on an infinite sequence of outcomes is called its predictive complexity. We use our version of Shannon-McMillan-Breiman theorem to prove that when a restriced regular game has a predictive complexity, the predictive complexity converges to the generalized entropy of the game almost everywhere with respect to the stationary ergodic distribution.

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