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A large number of problems in optimization, machine learning, signal processing can be effectively addressed by suitable semidefinite programming (SDP) relaxations.
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Yuri Nesterov, Semidefinite relaxation and nonconvex quadratic optimization , Optimization methods and software 9
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Samuel Burer and Renato D.C. Monteiro, A nonlinear programming algorithm for solving semidefinite programs via low-rank factorization , Mathematical Programming 95
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Michel Journée, Francis Bach, P-A Absil, and Rodolphe Sepulchre, Low-rank optimization on the cone of positive semidefinite matrices , SIAM Journal on Optimization 20
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Po-Ling Loh and Martin J Wainwright, High-dimensional regression with noisy and missing data: Provable guarantees with non-convexity , Advances in Neural Information Processing Systems, 2011, pp. 2726–2734
2011
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Subhash Khot and Assaf Naor, Grothendieck-type inequalities in combinatorial optimization , Communications on Pure and Applied Mathematics 65
2012
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Yuxin Chen and Emmanuel Candes, Solving random quadratic systems of equations is nearly as easy as solving linear systems , Advances in Neural Information Processing Systems, 2015, pp. 739–747
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Olivier Guédon and Roman Vershynin, Community detection in sparse networks via grothendieck’s inequality , Probability Theory and Related Fields (2015), 1–25
2015
Cited alongside, same era.
2016
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Adel Javanmard, Andrea Montanari, and Federico Ricci-Tersenghi, Phase transitions in semidefinite relaxations , Proceedings of the National Academy of Sciences (2016), In press
2016
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Andrea Montanari and Subhabrata Sen, Semidefinite programs on sparse random graphs and their application to community detection , Proceedings of the 48th Annual ACM Symposium on Theory of Computing, ACM, 2016
2016
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Raghunandan H Keshavan, Andrea Montanari, and Sewoong Oh, Matrix completion from noisy entries , Journal of Machine Learning Research 11
2078
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