2021/05/25 by Tianqi Zheng, Zheng, Tianqi, James Guthrie +3
Computer Science · Engineering · Mathematics · #Advanced Optimization Algorithms Research #FOS: Electrical engineering #FOS: Mathematics #Matrix Theory and Algorithms #Optimization and Control (math.OC) #Systems and Control (eess.SY) #Topology Optimization in Engineering #electronic engineering #information engineering
paper · pdf · doi:10.48550/arxiv.2105.12021
openalex publication_date 2021/05/25 · openalex created_date 2022/07/25 · openalex updated_date 2026/07/28
We investigate the problem of finding inner ap-proximations of positive semidefinite (PSD) cones. We developa novel decomposition framework of the PSD cone by meansof conical combinations of smaller dimensional sub-cones. Weshow that many inner approximation techniques could besummarized within this framework, including the set of (scaled)diagonally dominant matrices, Factor-widthkmatrices, andChordal Sparse matrices. Furthermore, we provide a moreflexible family of inner approximations of the PSD cone, wherewe aim to arrange the sub-cones so that they are maximallyseparated from each other. In doing so, these approximationstend to occupy large fractions of the volume of the PSD cone.The proposed approach is connected to a classical packingproblem in Riemannian Geometry. Precisely, we show thatthe problem of finding maximally distant sub-cones in anambient PSD cone is equivalent to the problem of packingsub-spaces in a Grassmannian Manifold. We further leverageexisting computational method for constructing packings inGrassmannian manifolds to build tighter approximations ofthe PSD cone. Numerical experiments show how the proposedframework can balance between accuracy and computationalcomplexity, to efficiently solve positive-semidefinite programs.