Convexification of Permutation-Invariant Sets and an Application to Sparse Principal Component Analysis

We develop techniques to convexify a set that is invariant under permutation and/or change of sign of variables and discuss applications of these results. First, we convexify the intersection of the unit ball of a permutation and sign-invariant norm with a cardinality constraint. This gives a nonlinear formulation for the feasible set of sparse principal component analysis (PCA) and an alternative proof of the K-support norm. Second, we characterize the convex hull of sets of matrices defined by constraining their singular values. As a consequence, we generalize an earlier result that characterizes the convex hull of rank-constrained matrices whose spectral norm is below a given threshold. Third, we derive convex and concave envelopes of various permutation-invariant nonlinear functions and their level sets over hypercubes, with congruent bounds on all variables. Finally, we develop new relaxations for the exterior product of sparse vectors. Using these relaxations for sparse PCA, we show that our relaxation closes 98% of the gap left by a classical semidefinite programming relaxation for instances where the covariance matrices are of dimension up to 50 × 50.

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.

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.

MIMO Radar Transmit Beampattern Design for DOA Estimation with Sidelobe Suppression

We address the problem of transmit beamspace design for multiple-input multiple-output (MIMO) radar with colocated antennas in direction-of-arrival (DOA) estimation application. Three transmit beampattern sidelobe suppression strategies for designing the transmit beamspace matrix are introduced. The design of transmit beamspace matrix is based on minimizing the difference between a desired transmit beampattern and the actual one while keeping the sidelobe levels under control. Uniform elemental power distribution across the transmit antenna is guaranteed; at the same time, signal rotational invariance property is considered, which enables search-free based DOA estimation algorithms to be utilized at the receiver. The proposed optimization problems are nonconvex and are solved by using semidefinite programming relaxation technique. Moreover, the DOA estimation Cramer-Rao bound with transmit beamspace matrix is discussed. Simulation results show the superiority of the proposed techniques over the existing methods.