### Abstract

We consider semidefinite programs (SDPs) of size n with equality constraints. In order to overcome scalability issues, Burer and Monteiro proposed a factorized approach based on optimizing over a matrix Y of size n × k such that X = Y Y^{∗} is the SDP variable. The advantages of such formulation are twofold: the dimension of the optimization variable is reduced, and positive semidefiniteness is naturally enforced. However, optimization in Y is non-convex. In prior work, it has been shown that, when the constraints on the factorized variable regularly define a smooth manifold, provided k is large enough, for almost all cost matrices, all second-order stationary points (SOSPs) are optimal. Importantly, in practice, one can only compute points which approximately satisfy necessary optimality conditions, leading to the question: are such points also approximately optimal? To answer it, under similar assumptions, we use smoothed analysis to show that approximate SOSPs for a randomly perturbed objective function are approximate global optima, with k scaling like the square root of the number of constraints (up to log factors). Moreover, we bound the optimality gap at the approximate solution of the perturbed problem with respect to the original problem. We particularize our results to an SDP relaxation of phase retrieval.

Original language | English (US) |
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Pages (from-to) | 2281-2290 |

Number of pages | 10 |

Journal | Advances in Neural Information Processing Systems |

Volume | 2018-December |

State | Published - Jan 1 2018 |

Event | 32nd Conference on Neural Information Processing Systems, NeurIPS 2018 - Montreal, Canada Duration: Dec 2 2018 → Dec 8 2018 |

### All Science Journal Classification (ASJC) codes

- Computer Networks and Communications
- Information Systems
- Signal Processing

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## Cite this

*Advances in Neural Information Processing Systems*,

*2018-December*, 2281-2290.