Oracle-Based Primal-Dual Algorithms for Packing and Covering Semidefinite Programs

Packing and covering semidefinite programs (SDPs) appear in natural relaxations of many combinatorial optimization problems as well as a number of other applications. Recently, several techniques have been proposed that utilize the particular structure of this class of problems in order to obtain more efficient algorithms than those offered by general SDP solvers. For certain applications, it may be necessary to deal with SDPs with a very large number of (e.g., exponentially or even infinitely many) constraints. In this chapter, we give an overview of some of the techniques that can be used to solve this class of problems, focusing on multiplicative weight updates and logarithmic-potential methods.

COSMO: A Conic Operator Splitting Method for Convex Conic Problems

This paper describes the conic operator splitting method (COSMO) solver, an operator splitting algorithm and associated software package for convex optimisation problems with quadratic objective function and conic constraints. At each step, the algorithm alternates between solving a quasi-definite linear system with a constant coefficient matrix and a projection onto convex sets. The low per-iteration computational cost makes the method particularly efficient for large problems, e.g. semidefinite programs that arise in portfolio optimisation, graph theory, and robust control. Moreover, the solver uses chordal decomposition techniques and a new clique merging algorithm to effectively exploit sparsity in large, structured semidefinite programs. Numerical comparisons with other state-of-the-art solvers for a variety of benchmark problems show the effectiveness of our approach. Our Julia implementation is open source, designed to be extended and customised by the user, and is integrated into the Julia optimisation ecosystem.

Time-Varying Semidefinite Programs

We study time-varying semidefinite programs (TV-SDPs), which are semidefinite programs whose data (and solutions) are functions of time. Our focus is on the setting where the data vary polynomially with time. We show that under a strict feasibility assumption, restricting the solutions to also be polynomial functions of time does not change the optimal value of the TV-SDP. Moreover, by using a Positivstellensatz (positive locus theorem) on univariate polynomial matrices, we show that the best polynomial solution of a given degree to a TV-SDP can be found by solving a semidefinite program of tractable size. We also provide a sequence of dual problems that can be cast as SDPs and that give upper bounds on the optimal value of a TV-SDP (in maximization form). We prove that under a boundedness assumption, this sequence of upper bounds converges to the optimal value of the TV-SDP. Under the same assumption, we also show that the optimal value of the TV-SDP is attained. We demonstrate the efficacy of our algorithms on a maximum-flow problem with time-varying edge capacities, a wireless coverage problem with time-varying coverage requirements, and on biobjective semidefinite optimization where the goal is to approximate the Pareto curve in one shot.

Jordan products of quantum channels and their compatibility

Given two quantum channels, we examine the task of determining whether they are compatible—meaning that one can perform both channels simultaneously but, in the future, choose exactly one channel whose output is desired (while forfeiting the output of the other channel). Here, we present several results concerning this task. First, we show it is equivalent to the quantum state marginal problem, i.e., every quantum state marginal problem can be recast as the compatibility of two channels, and vice versa. Second, we show that compatible measure-and-prepare channels (i.e., entanglement-breaking channels) do not necessarily have a measure-and-prepare compatibilizing channel. Third, we extend the notion of the Jordan product of matrices to quantum channels and present sufficient conditions for channel compatibility. These Jordan products and their generalizations might be of independent interest. Last, we formulate the different notions of compatibility as semidefinite programs and numerically test when families of partially dephasing-depolarizing channels are compatible.

On Polyhedral Approximations of the Positive Semidefinite Cone

It is well known that state-of-the-art linear programming solvers are more efficient than their semidefinite programming counterparts and can scale to much larger problem sizes. This leads us to consider the question, how well can we approximate semidefinite programs with linear programs? In this paper, we prove lower bounds on the size of linear programs that approximate the positive semidefinite cone. Let D be the set of n × n positive semidefinite matrices of trace equal to one. We prove two results on the hardness of approximating D with polytopes. We show that if 0 < ε < 1and A is an arbitrary matrix of trace equal to one, any polytope P such that (1-ε) (D-A) ⊂ P ⊂ D-A must have linear programming extension complexity at least [Formula: see text], where c > 0 is a constant that depends on ε. Second, we show that any polytope P such that D ⊂ P and such that the Gaussian width of P is at most twice the Gaussian width of D must have extension complexity at least [Formula: see text]. Our bounds are both superpolynomial in n and demonstrate that there is no generic way of approximating semidefinite programs with compact linear programs. The main ingredient of our proofs is hypercontractivity of the noise operator on the hypercube.

A complete hierarchy for the pure state marginal problem in quantum mechanics

Clarifying the relation between the whole and its parts is crucial for many problems in science. In quantum mechanics, this question manifests itself in the quantum marginal problem, which asks whether there is a global pure quantum state for some given marginals. This problem arises in many contexts, ranging from quantum chemistry to entanglement theory and quantum error correcting codes. In this paper, we prove a correspondence of the marginal problem to the separability problem. Based on this, we describe a sequence of semidefinite programs which can decide whether some given marginals are compatible with some pure global quantum state. As an application, we prove that the existence of multiparticle absolutely maximally entangled states for a given dimension is equivalent to the separability of an explicitly given two-party quantum state. Finally, we show that the existence of quantum codes with given parameters can also be interpreted as a marginal problem, hence, our complete hierarchy can also be used.