Abstract
To address difficult optimization problems, convex relaxations based on semidefinite programming are now common place in many fields. Although solvable in polynomial time, large semidefinite programs tend to be computationally challenging. Over a decade ago, exploiting the fact that in many applications of interest the desired solutions are low rank, Burer and Monteiro proposed a heuristic to solve such semidefinite programs by restricting the search space to low-rank matrices. The accompanying theory does not explain the extent of the empirical success. We focus on Synchronization and Community Detection problems and provide theoretical guarantees shedding light on the remarkable efficiency of this heuristic.
Original language | English (US) |
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Pages (from-to) | 361-382 |
Number of pages | 22 |
Journal | Journal of Machine Learning Research |
Volume | 49 |
Issue number | June |
State | Published - Jun 6 2016 |
Event | 29th Conference on Learning Theory, COLT 2016 - New York, United States Duration: Jun 23 2016 → Jun 26 2016 |
All Science Journal Classification (ASJC) codes
- Software
- Control and Systems Engineering
- Statistics and Probability
- Artificial Intelligence
Keywords
- Burer-Monteiro heuristic
- Community Detection
- SDPLR
- Semidefinite Programming
- Synchronization