paper-with-me

홈 › Papers

How Well Do Local Algorithms Solve Semidefinite Programs?

2016-10-17 · Zhou Fan, Andrea Montanari

Several probabilistic models from high-dimensional statistics and machine learning reveal an intriguing --and yet poorly understood-- dichotomy. Either simple local algorithms succeed in estimating the object of interest, or even sophisticated semi-definite programming (SDP) relaxations fail. In order to explore this phenomenon, we study a classical SDP relaxation of the minimum graph bisection problem, when applied to Erd\H{o}s-Renyi random graphs with bounded average degree $d>1$, and obtain several types of results. First, we use a dual witness construction (using the so-called non-backtracking matrix of the graph) to upper bound the SDP value. Second, we prove that a simple local algorithm approximately solves the SDP to within a factor $2d^2/(2d^2+d-1)$ of the upper bound. In particular, the local algorithm is at most $8/9$ suboptimal, and $1+O(1/d)$ suboptimal for large degree. We then analyze a more sophisticated local algorithm, which aggregates information according to the harmonic measure on the limiting Galton-Watson (GW) tree. The resulting lower bound is expressed in terms of the conductance of the GW tree and matches surprisingly well the empirically determined SDP values on large-scale Erd\H{o}s-Renyi graphs. We finally consider the planted partition model. In this case, purely local algorithms are known to fail, but they do succeed if a small amount of side information is available. Our results imply quantitative bounds on the threshold for partial recovery using SDP in this model.

📄 PDF Abstract BibTeX arXiv:1610.05350

Code (0)

등록된 구현이 없습니다.

Similar Papers 제목 키워드 기반

Semidefinite programs simulate approximate message passing robustly

2023-11-15 · Misha Ivkov, Tselil Schramm

Approximate message passing (AMP) is a family of iterative algorithms that generalize matrix power iteration. AMP algorithms are known to optimally solve many average-case optimization problems. In this paper, we show th…

Noisy intermediate-scale quantum algorithm for semidefinite programming

2021-06-07 · Kishor Bharti, Tobias Haug, Vlatko Vedral, Leong-Chuan Kwek

Semidefinite programs (SDPs) are convex optimization programs with vast applications in control theory, quantum information, combinatorial optimization and operational research. Noisy intermediate-scale quantum (NISQ) al…

Combinatorial Optimization

Smoothed analysis for low-rank solutions to semidefinite programs in quadratic penalty form

2018-03-01 · Srinadh Bhojanapalli, Nicolas Boumal, Prateek Jain, Praneeth Netrapalli

Semidefinite programs (SDP) are important in learning and combinatorial optimization with numerous applications. In pursuit of low-rank solutions and low complexity algorithms, we consider the Burer--Monteiro factorizati…

Combinatorial OptimizationFormMatrix Completion

Biconvex Relaxation for Semidefinite Programming in Computer Vision

2016-05-31 · Sohil Shah, Abhay Kumar, Carlos Castillo, David Jacobs 외

Semidefinite programming is an indispensable tool in computer vision, but general-purpose solvers for semidefinite programs are often too slow and memory intensive for large-scale problems. We propose a general framework…

Metric Learning

Approximating Semidefinite Programs in Sublinear Time

2011-12-01 · NeurIPS 2011 12 · Dan Garber, Elad Hazan

In recent years semidefinite optimization has become a tool of major importance in various optimization and machine learning problems. In many of these problems the amount of data in practice is so large that there is a …