In semidefinite programming (SDP), a number of pre-processing techniques have been developed including chordal-completion procedures, which reduce the dimension of individual constraints by exploiting sparsity therein, and facial reduction, which reduces the dimension of the problem by removing redundant rows and columns. This paper suggest that these work in a complementary manner and that facial reduction should be used after chordal-completion procedures. In computational experiments on SDP instances from the SDPLib, a benchmark, and structured instances from polynomial and binary quadratic optimisation, we show that such two-step pre-processing with a standard interior-point method outperforms the interior point method, with or without the traditional pre-processing.
Within the use of chordal decompositions in semidefinite programming, there is a history of research going back to 1984 [with over 500 citations] Grone , with a considerable revival @cite_43 @cite_47 @cite_56 @cite_50 in the past two decades. There are important applications in statistics @cite_8 , power systems @cite_0 , and automatic control @cite_16 . Within machine learning, one related techniques have been used in graphical models @cite_9 @cite_51 @cite_48 . For an excellent survey, see @cite_47 .
@cite_8 @cite_48 @cite_9 @cite_56 @cite_0 @cite_43 @cite_50 @cite_47 @cite_16 @cite_51
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Mulmuley [Mul12a] recently gave an explicit version of Noether’s Normalization lemma for ring of invariants of matrices under simultaneous conjugation, under the conjecture that there are deterministic black-box algorithms for polynomial identity testing (PIT). He argued that this gives evidence that constructing such algorithms for PIT is beyond current techniques. In this work, we show this is not the case. That is, we improve Mulmuley’s reduction and correspondingly weaken the conjecture regarding PIT needed to give explicit Noether Normalization. We then observe that the weaker conjecture has recently been nearly settled by the authors ([FS12]), who gave quasipolynomial size hitting sets for the class of read-once oblivious algebraic branching programs (ROABPs). This gives the desired explicit Noether Normalization unconditionally, up to quasipolynomial factors. As a consequence of our proof we give a deterministic parallel polynomial-time algorithm for deciding if two matrix tuples have intersecting orbit closures, under simultaneous conjugation. We also study the strength of conjectures that Mulmuley requires to obtain similar results as ours. We prove that his conjectures are stronger, in the sense that the computational model he needs PIT algorithms for is equivalent to the well-known algebraic branching program (ABP) model, which is provably stronger than the ROABP model. Finally, we consider the depth-3 diagonal circuit model as defined by Saxena [Sax08], as PIT algorithms for this model also have implications in Mulmuley’s work. Previous work (such as [ASS12] and [FS12]) have given quasipolynomial size hitting sets for this model. In this work, we give a much simpler construction of such hitting sets, using techniques of Shpilka and Volkovich [SV09]. Many problems in control theory can be formulated as semidefinite programs (SDPs). For large-scale SDPs, it is important to exploit the inherent sparsity to improve scalability. This paper develops efficient first-order methods to solve SDPs with chordal sparsity based on the alternating direction method of multipliers (ADMM). We show that chordal decomposition can be applied to either the primal or the dual standard form of a sparse SDP, resulting in scaled versions of ADMM algorithms with the same computational cost. Each iteration of our algorithms consists of a projection on the product of small positive semidefinite cones, followed by a projection on an affine set, both of which can be carried out efficiently. Our techniques are implemented in CDCS, an open source add-on to MATLAB. Numerical experiments on large-scale sparse problems in SDPLIB and random SDPs with block-arrow sparse patterns show speedups compared to some common state-of-the-art software packages. where (an)n ENo is some sequence of nonnegative numbers, (Sn),nENo is the sequence of partial sums, S0 = 0, Sn = XflXk, of another sequence (Xk)kEN of i.i.d. random variables, and A c R is a fixed Borel set such as [0,1] or [0, oo). Examples of such convolution series are subordinated distributions (f=0Oan = 1) which arise as distributions of random sums, and harmonic and ordinary renewal measures (a0 = 0, an = 1 n for all n C N in the first, an = 1 for all n C NO in the second case). These examples are in turn essential for the analysis of the large time behaviour of diverse applied models such as branching and queueing processes, they are also of interest in connection with representation theorems such as the Levy representation of infinitely divisible distributions. A traditional approach to such problems is via regular variation: If the underlying random variables are nonnegative we can use Laplace transforms and the related Abelian and Tauberian theorems [see, e.g., Stam (1973) in the context of subordination and Feller (1971, XIV.3) in connection with renewal theory; Embrechts, Maejima, and Omey (1984) is a recent treatment of generalized renewal measures along these lines]. The approach of the present paper is based on the Wiener-Levy-Gel'fand theorem and has occasionally been called the Banach algebra method. In Gruibel (1983) we gave a new variant of this method for the special case of lattice distributions, showing that by using the appropriate Banach algebras of sequences, arbitrarily fine expansions are possible under certain assumptions on the higher-order differences of (P(X1 = n))fnEN. Here we give a corresponding treatment of nonlattice distributions. We restrict ourselves to an analogue of first-order differences and obtain a number of theorems which perhaps are described best as next-term results. To explain this let us consider a special case in more detail. A prominent tool in many problems involving metric spaces is a notion of randomized low-diameter decomposition. Loosely speaking, ( )-decomposition refers to a probability distribution over partitions of the metric into sets of low diameter, such that nearby points (parameterized by ( >0 )) are likely to be “clustered” together. Applying this notion to the shortest-path metric in edge-weighted graphs, it is known that n-vertex graphs admit an (O( n) )-padded decomposition (Bartal, 37th annual symposium on foundations of computer science. IEEE, pp 184–193, 1996), and that excluded-minor graphs admit O(1)-padded decomposition (, 25th annual ACM symposium on theory of computing, pp 682–690, 1993; Fakcharoenphol and Talwar, J Comput Syst Sci 69(3), 485–497, 2004; , Proceedings of the 46th annual ACM symposium on theory of computing. STOC ’14, pp 79–88. ACM, New York, NY, USA, 2014). We design decompositions to the family of p-path-separable graphs, which was defined by Abraham and Gavoille (Proceedings of the twenty-fifth annual acm symposium on principles of distributed computing, PODC ’06, pp 188–197, 2006) and refers to graphs that admit vertex-separators consisting of at most p shortest paths in the graph. Our main result is that every p-path-separable n-vertex graph admits an (O( (p n)) )-decomposition, which refines the (O( n) ) bound for general graphs, and provides new bounds for families like bounded-treewidth graphs. Technically, our clustering process differs from previous ones by working in (the shortest-path metric of) carefully chosen subgraphs.