Semidefinite Programming Relaxation Research Articles

Distributed optimal voltage control strategy for AC grid with DC connection and offshore wind farms based on ADMM

A distributed optimal voltage control (DOVC) strategy based on the alternating direction method of multipliers (ADMM) is proposed for the AC grid with voltage source converter (VSC) DC connection and offshore wind farms (OWFs). The proposed DOVC strategy achieves global optimal power distribution inside the AC grid with DC connection to minimize the power losses while minimizing the bus voltage deviation from the rated value as well as power losses inside several OWFs. The optimal power flow (OPF) of the AC grid with VSC DC connection combined with model predictive control (MPC) is relaxed by using the semidefinite programming (SDP) relaxation technique. The MPC-based voltage optimization problem for the OWF is formulated by considering the dynamics of WTs. The ADMM is used to decompose the large-scale strongly coupled optimization problem, which is calculated in AC-DC grid and OWF controllers in parallel while guaranteeing global optimality. Compared to conventional control methods, the control performance of the system is enhanced. A modified IEEE-30 bus system with DC connection incorporating three OWFs consisting of 288 wind turbines (WTs) is used to evaluate the proposed DOVC strategy.

A sublevel moment-SOS hierarchy for polynomial optimization

We introduce a sublevel Moment-SOS hierarchy where each SDP relaxation can be viewed as an intermediate (or interpolation) between the d-th and \((d+1)\)-th order SDP relaxations of the Moment-SOS hierarchy (dense or sparse version). With the flexible choice of determining the size (level) and number (depth) of subsets in the SDP relaxation, one is able to obtain different improvements compared to the d-th order relaxation, based on the machine memory capacity. In particular, we provide numerical experiments for \(d=1\) and various types of problems both in combinatorial optimization (Max-Cut, Mixed Integer Programming) and deep learning (robustness certification, Lipschitz constant of neural networks), where the standard Lasserre’s relaxation (or its sparse variant) is computationally intractable. In our numerical results, the lower bounds from the sublevel relaxations improve the bound from Shor’s relaxation (first order Lasserre’s relaxation) and are significantly closer to the optimal value or to the best-known lower/upper bounds.

SDP-Based Bounds for the Quadratic Cycle Cover Problem via Cutting-Plane Augmented Lagrangian Methods and Reinforcement Learning

We study the quadratic cycle cover problem (QCCP), which aims to find a node-disjoint cycle cover in a directed graph with minimum interaction cost between successive arcs. We derive several semidefinite programming (SDP) relaxations and use facial reduction to make these strictly feasible. We investigate a nontrivial relationship between the transformation matrix used in the reduction and the structure of the graph, which is exploited in an efficient algorithm that constructs this matrix for any instance of the problem. To solve our relaxations, we propose an algorithm that incorporates an augmented Lagrangian method into a cutting-plane framework by utilizing Dykstra’s projection algorithm. Our algorithm is suitable for solving SDP relaxations with a large number of cutting-planes. Computational results show that our SDP bounds and efficient cutting-plane algorithm outperform other QCCP bounding approaches from the literature. Finally, we provide several SDP-based upper bounding techniques, among which is a sequential Q-learning method that exploits a solution of our SDP relaxation within a reinforcement learning environment. Summary of Contribution: The quadratic cycle cover problem (QCCP) is the problem of finding a set of node-disjoint cycles covering all the nodes in a graph such that the total interaction cost between successive arcs is minimized. The QCCP has applications in many fields, among which are robotics, transportation, energy distribution networks, and automatic inspection. Besides this, the problem has a high theoretical relevance because of its close connection to the quadratic traveling salesman problem (QTSP). The QTSP has several applications, for example, in bioinformatics, and is considered to be among the most difficult combinatorial optimization problems nowadays. After removing the subtour elimination constraints, the QTSP boils down to the QCCP. Hence, an in-depth study of the QCCP also contributes to the construction of strong bounds for the QTSP. In this paper, we study the application of semidefinite programming (SDP) to obtain strong bounds for the QCCP. Our strongest SDP relaxation is very hard to solve by any SDP solver because of the large number of involved cutting-planes. Because of that, we propose a new approach in which an augmented Lagrangian method is incorporated into a cutting-plane framework by utilizing Dykstra’s projection algorithm. We emphasize an efficient implementation of the method and perform an extensive computational study. This study shows that our method is able to handle a large number of cuts and that the resulting bounds are currently the best QCCP bounds in the literature. We also introduce several upper bounding techniques, among which is a distributed reinforcement learning algorithm that exploits our SDP relaxations.

Denoising modulo samples: k-NN regression and tightness of SDP relaxation

Abstract Many modern applications involve the acquisition of noisy modulo samples of a function $f$, with the goal being to recover estimates of the original samples of $f$. For a Lipschitz function $f:[0,1]^d \to {{\mathbb{R}}}$, suppose we are given the samples $y_i = (f(x_i) + \eta _i)\bmod 1; \quad i=1,\dots ,n$, where $\eta _i$ denotes noise. Assuming $\eta _i$ are zero-mean i.i.d Gaussian’s, and $x_i$’s form a uniform grid, we derive a two-stage algorithm that recovers estimates of the samples $f(x_i)$ with a uniform error rate $O\big(\big(\frac{\log n}{n}\big)^{\frac{1}{d+2}}\big)$ holding with high probability. The first stage involves embedding the points on the unit complex circle, and obtaining denoised estimates of $f(x_i)\bmod 1$ via a $k$NN (nearest neighbor) estimator. The second stage involves a sequential unwrapping procedure which unwraps the denoised mod $1$ estimates from the first stage. The estimates of the samples $f(x_i)$ can be subsequently utilized to construct an estimate of the function $f$, with the aforementioned uniform error rate. Recently, Cucuringu and Tyagi proposed an alternative way of denoising modulo $1$ data, which works with their representation on the unit complex circle. They formulated a smoothness regularized least squares problem on the product manifold of unit circles, where the smoothness is measured with respect to the Laplacian of a proximity graph $G$ involving the $x_i$’s. This is a nonconvex quadratically constrained quadratic program (QCQP) hence they proposed solving its semidefinite program (SDP) based relaxation. We derive sufficient conditions under which the SDP is a tight relaxation of the QCQP. Hence under these conditions, the global solution of QCQP can be obtained in polynomial time.

The Complexity of the Ideal Membership Problem for Constrained Problems Over the Boolean Domain

Given an ideal I and a polynomial f the Ideal Membership Problem (IMP) is to test if f ϵ I . This problem is a fundamental algorithmic problem with important applications and notoriously intractable. We study the complexity of the IMP for combinatorial ideals that arise from constrained problems over the Boolean domain. As our main result, we identify the borderline of tractability. By using Gröbner bases techniques, we extend Schaefer’s dichotomy theorem [STOC, 1978] which classifies all Constraint Satisfaction Problems (CSPs) over the Boolean domain to be either in P or NP-hard. Moreover, our result implies necessary and sufficient conditions for the efficient computation of Theta Body Semi-Definite Programming (SDP) relaxations, identifying therefore the borderline of tractability for constraint language problems. This article is motivated by the pursuit of understanding the recently raised issue of bit complexity of Sum-of-Squares (SoS) proofs [O’Donnell, ITCS, 2017]. Raghavendra and Weitz [ICALP, 2017] show how the IMP tractability for combinatorial ideals implies bounded coefficients in SoS proofs.

On the local stability of semidefinite relaxations

We consider a parametric family of quadratically constrained quadratic programs 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.

Exact SDP relaxations of quadratically constrained quadratic programs with forest structures

We study the exactness of the semidefinite programming (SDP) relaxation of quadratically constrained quadratic programs (QCQPs). With the aggregate sparsity matrix from the data matrices of a QCQP with n variables, the rank and positive semidefiniteness of the matrix are examined. We prove that if the rank of the aggregate sparsity matrix is not less than \(n-1\) and the matrix remains positive semidefinite after replacing some off-diagonal nonzero elements with zeros, then the standard SDP relaxation provides an exact optimal solution for the QCQP under feasibility assumptions. In particular, we demonstrate that QCQPs with forest-structured aggregate sparsity matrix, such as the tridiagonal or arrow-type matrix, satisfy the exactness condition on the rank. The exactness is attained by considering the feasibility of the dual SDP relaxation, the strong duality of SDPs, and a sequence of QCQPs with perturbed objective functions, under the assumption that the feasible region is compact. We generalize our result for a wider class of QCQPs by applying simultaneous tridiagonalization on the data matrices. Moreover, simultaneous tridiagonalization is applied to a matrix pencil so that QCQPs with two constraints can be solved exactly by the SDP relaxation.

On solving a class of fractional semi-infinite polynomial programming problems

In this paper, we study a class of fractional semi-infinite polynomial programming (FSIPP) problems, in which the objective is a fraction of a convex polynomial and a concave polynomial, and the constraints consist of infinitely many convex polynomial inequalities. To solve such a problem, we first reformulate it to a pair of primal and dual conic optimization problems, which reduce to semidefinite programming (SDP) problems if we can bring sum-of-squares structures into the conic constraints. To this end, we provide a characteristic cone constraint qualification for convex semi-infinite programming problems to guarantee strong duality and also the attainment of the solution in the dual problem, which is of its own interest. In this framework, we first present a hierarchy of SDP relaxations with asymptotic convergence for the FSIPP problem whose index set is defined by finitely many polynomial inequalities. Next, we study four cases of the FSIPP problems which can be reduced to either a single SDP problem or a finite sequence of SDP problems, where at least one minimizer can be extracted. Then, we apply this approach to the four corresponding multi-objective cases to find efficient solutions.

The Maximum k-Colorable Subgraph Problem and Related Problems

The maximum k-colorable subgraph (MkCS) problem is to find an induced k-colorable subgraph with maximum cardinality in a given graph. This paper is an in-depth analysis of the MkCS problem that considers various semidefinite programming relaxations, including their theoretical and numerical comparisons. To simplify these relaxations, we exploit the symmetry arising from permuting the colors, as well as the symmetry of the given graphs when applicable. We also show how to exploit invariance under permutations of the subsets for other partition problems and how to use the MkCS problem to derive bounds on the chromatic number of a graph. Our numerical results verify that the proposed relaxations provide strong bounds for the MkCS problem and that those outperform existing bounds for most of the test instances. Summary of Contribution: The maximum k-colorable subgraph (MkCS) problem is to find an induced k-colorable subgraph with maximum cardinality in a given graph. The MkCS problem has a number of applications, such as channel assignment in spectrum sharing networks (e.g., Wi-Fi or cellular), very-large-scale integration design, human genetic research, and so on. The MkCS problem is also related to several other optimization problems, including the graph partition problem and the max-k-cut problem. The two mentioned problems have applications in parallel computing, network partitioning, floor planning, and so on. This paper is an in-depth analysis of the MkCS problem that considers various semidefinite programming relaxations, including their theoretical and numerical comparisons. Further, our analysis relates the MkCS results with the stable set and the chromatic number problems. We provide extended numerical results that verify that the proposed bounding approaches provide strong bounds for the MkCS problem and that those outperform existing bounds for most of the test instances. Moreover, our lower bounds on the chromatic number of a graph are competitive with existing bounds in the literature.

On the Embed and Project Algorithm for the Graph Bandwidth Problem

The graph bandwidth problem, where one looks for a labeling of graph vertices that gives the minimum difference between the labels over all edges, is a classical NP-hard problem that has drawn a lot of attention in recent decades. In this paper, we focus on the so-called Embed and Project Algorithm (EPA) introduced by Blum et al. in 2000, which in the main part has to solve a semidefinite programming relaxation with exponentially many linear constraints. We present several theoretical properties of this special semidefinite programming problem (SDP) and a cutting-plane-like algorithm to solve it, which works very efficiently in combination with interior-point methods or with the bundle method. Extensive numerical results demonstrate that this algorithm, which has only been studied theoretically so far, in practice gives very good labeling for graphs with n≤1000.

Dispatch of virtual inertia and damping: Numerical method with SDP and ADMM

Power grids are evolving toward 100% renewable energy interfaced by inverters. Virtual inertia and damping provided by inverters are essential to synchronism and frequency stability of future power grids. This paper numerically addresses the problem of dispatch of virtual inertia and damping (DID) among inverters in the transmission network. The DID problem is first formulated as a nonlinear program (NLP) by the Radua collocation method which is flexible to handle various types of disturbances and bounds constraints. Since the NLP of DID is highly non-convex, semi-definite programming (SDP) relaxation for the NLP is further derived to tackle the non-convexity, followed by its sparsity being exploited hierarchically based on chordality of graphs to seek enhancement of computational efficiency. Considering high dimension and inexactness of the SDP relaxation, a feasibility-embedded distributed approach is finally proposed under the framework of alternating direction method of multipliers (ADMM), which achieves parallel computing and solution feasibility regarding the original NLP. Numerical simulations carried out for five test power systems demonstrate the proposed method and necessity of DID.

Violation of all two-party facet Bell inequalities by almost-quantum correlations

The characterization of the set of quantum correlations is a problem of fundamental importance in quantum information. The question whether every proper (tight) Bell inequality is violated in quantum theory is an intriguing one in this regard. Here we make significant progress in answering this question, by showing that every tight Bell inequality is violated by ``almost-quantum'' correlations, a semidefinite programming relaxation of the set of quantum correlations. As a consequence, we show that many (classes of) Bell inequalities including two-party correlation Bell inequalities and multioutcome nonlocal computation games, which do not admit quantum violations, are not facets of the classical Bell polytope. To do this, we make use of the intriguing connections between Bell correlations and the graph-theoretic Lov\'asz-theta set, discovered by Cabello-Severini-Winter (CSW). We also exploit connections between the cut polytope of graph theory and the classical correlation Bell polytope, to show that correlation Bell inequalities that define facets of the lower dimensional correlation polytope are violated in quantum theory.

Exploiting term sparsity in noncommutative polynomial optimization

We provide a new hierarchy of semidefinite programming relaxations, called NCTSSOS, to solve large-scale sparse noncommutative polynomial optimization problems. This hierarchy features the exploitation of term sparsity hidden in the input data for eigenvalue and trace optimization problems. NCTSSOS complements the recent work that exploits correlative sparsity for noncommutative optimization problems by Klep et al. (MP, 2021), and is the noncommutative analogue of the TSSOS framework by Wang et al. (SIAMJO 31: 114–141, 2021, SIAMJO 31: 30–58, 2021). We also propose an extension exploiting simultaneously correlative and term sparsity, as done previously in the commutative case (Wang in CS-TSSOS: Correlative and term sparsity for large-scale polynomial optimization, 2020). Under certain conditions, we prove that the optima of the NCTSSOS hierarchy converge to the optimum of the corresponding dense semidefinite programming relaxation. We illustrate the efficiency and scalability of NCTSSOS by solving eigenvalue/trace optimization problems from the literature as well as randomly generated examples involving up to several thousand variables.

The Quest for Strong Inapproximability Results with Perfect Completeness

The Unique Games Conjecture has pinned down the approximability of all constraint satisfaction problems (CSPs), showing that a natural semidefinite programming relaxation offers the optimal worst-case approximation ratio for any CSP. This elegant picture, however, does not apply for CSP instances that are perfectly satisfiable, due to the imperfect completeness inherent in the Unique Games Conjecture. This work is motivated by the pursuit of a better understanding of the approximability of perfectly satisfiable instances of CSPs. We prove that an “almost Unique” version of Label Cover can be approximated within a constant factor on satisfiable instances. Our main conceptual contribution is the formulation of a (hypergraph) version of Label Cover that we call V Label Cover . Assuming a conjecture concerning the inapproximability of V Label Cover on perfectly satisfiable instances, we prove the following implications: • There is an absolute constant c 0 such that for k ≥ 3, given a satisfiable instance of Boolean k -CSP, it is hard to find an assignment satisfying more than c 0 k 2 /2 k fraction of the constraints. • Given a k -uniform hypergraph, k ≥ 2, for all ε > 0, it is hard to tell if it is q -strongly colorable or has no independent set with an ε fraction of vertices, where q =⌈ k +√ k -1/2⌉. • Given a k -uniform hypergraph, k ≥ 3, for all ε > 0, it is hard to tell if it is ( k -1)-rainbow colorable or has no independent set with an ε fraction of vertices.

The sufficient condition to find an exact dual bound in a separable quadratic optimization problem

The paper considers nonconvex separable quadratic optimization problems subject to inequality constraints. A sufficient condition is given for finding the value and the point of the global extremum of a problem of this type by calculating the Lagrange dual bound. The peculiarity of this condition is that it is easily verified and requires from the Hessian matrix of the Lagrange function only that its region of positive definiteness is not empty. The result obtained for the dual bound also holds for the bound obtained using SDP relaxation.

SDP-quality bounds via convex quadratic relaxations for global optimization of mixed-integer quadratic programs

We consider the global optimization of nonconvex mixed-integer quadratic programs with linear equality constraints. In particular, we present a new class of convex quadratic relaxations which are derived via quadratic cuts. To construct these quadratic cuts, we solve a separation problem involving a linear matrix inequality with a special structure that allows the use of specialized solution algorithms. Our quadratic cuts are nonconvex, but define a convex feasible set when intersected with the equality constraints. We show that our relaxations are an outer-approximation of a semi-infinite convex program which under certain conditions is equivalent to a well-known semidefinite program relaxation. The new relaxations are implemented in the global optimization solver BARON, and tested by conducting numerical experiments on a large collection of problems. Results demonstrate that, for our test problems, these relaxations lead to a significant improvement in the performance of BARON.

Assortment Optimization under a Single Transition Choice Model

In this study, we consider a new customer choice model which we call the single transition choice model. In this model, there is a universe of products and customers arrive at each product with a certain probability. If the arrived product is unavailable, then the seller can recommend a subset of available products and the customer will purchase one of the recommended products or choose not to purchase with certain transition probabilities. The distinguishing features of the model are that the seller can control which products to recommend depending on the arrived product, and each customer either purchases a product or leaves the market after one transition. We study the assortment optimization problem under this model. Particularly, we show that it is NP‐Hard even if the customer can transition from each product to at most two products. Despite the computational complexity, we provide polynomial time algorithms or approximation algorithms for several special cases, such as when the customer can only transition from each product to at most a given number of products and the size of each recommended set is bounded. Our approximation algorithms are developed by invoking the submodularity arguments, or connecting the problem with maximum constraint satisfaction problem and applying randomized rounding techniques to its semidefinite programming relaxation. We also provide a tight worst‐case performance bound for revenue‐ordered assortments. In addition, we propose a compact mixed‐integer program formulation, which is efficient for moderate size problems. Finally, we conduct numerical experiments to demonstrate the effectiveness of the proposed algorithms.

Characterising and bounding the set of quantum behaviours in contextuality scenarios

The predictions of quantum theory resist generalised noncontextual explanations. In addition to the foundational relevance of this fact, the particular extent to which quantum theory violates noncontextuality limits available quantum advantage in communication and information processing. In the first part of this work, we formally define contextuality scenarios via prepare-and-measure experiments, along with the polytope of general contextual behaviours containing the set of quantum contextual behaviours. This framework allows us to recover several properties of set of quantum behaviours in these scenarios, including contextuality scenarios and associated noncontextuality inequalities that require for their violation the individual quantum preparation and measurement procedures to be mixed states and unsharp measurements. With the framework in place, we formulate novel semidefinite programming relaxations for bounding these sets of quantum contextual behaviours. Most significantly, to circumvent the inadequacy of pure states and projective measurements in contextuality scenarios, we present a novel unitary operator based semidefinite relaxation technique. We demonstrate the efficacy of these relaxations by obtaining tight upper bounds on the quantum violation of several noncontextuality inequalities and identifying novel maximally contextual quantum strategies. To further illustrate the versatility of these relaxations, we demonstrate monogamy of preparation contextuality in a tripartite setting, and present a secure semi-device independent quantum key distribution scheme powered by quantum advantage in parity oblivious random access codes.

Lower bounds for the bandwidth problem

The bandwidth problem seeks for a simultaneous permutation of the rows and columns of the adjacency matrix of a graph such that all nonzero entries are as close as possible to the main diagonal. This work focuses on investigating novel approaches to obtain lower bounds for the bandwidth problem. In particular, we use vertex partitions to bound the bandwidth of a graph. Our approach contains prior approaches for bounding the bandwidth as special cases. By varying sizes of partitions, we achieve a trade-off between quality of bounds and efficiency of computing them. To compute lower bounds, we derive a Semidefinite Programming relaxation. We evaluate the performance of our approach on several data sets, including real-world instances.

Robust adaptive beamforming under data dependent constraints

In the conventional robust adaptive beamformers (RABs), a common problem is that the estimated manifold vector of the signal of interest (SOI) may converge to the interference subspace. By using the data dependent constraints, such problem can be mitigated. In this paper, we propose to employ the oblique projection to obtain the SOI covariance matrix and compute the interference covariance matrix in an estimate-and-subtract manner. Rather than using the semidefinite programming relaxation, we find that the proposed RAB, which belongs to the well known non-convex quadratically constrained quadratic programming problem, can be solved efficiently by the Lagrange multiplier methodology coupled with the Newton’s method. Our simulation results demonstrate the superiority of the proposed method over other previously developed RAB techniques.