On the local stability of semidefinite relaxations

Abstract We consider a parametric family of quadratically constrained quadratic programs and their associated semidefinite programming (SDP) relaxations. Given a nominal value of the parameter at which the SDP relaxation is exact, we study conditions (and quantitative bounds) under wh...

Full description

Bibliographic Details
Main Authors: Cifuentes, Diego, Agarwal, Sameer, Parrilo, Pablo A., Thomas, Rekha R.
Other Authors: Massachusetts Institute of Technology. Department of Electrical Engineering and Computer Science
Format: Article
Language:English
Published: Springer Berlin Heidelberg 2022
Online Access:https://hdl.handle.net/1721.1/142958
Description
Summary:Abstract We consider a parametric family of quadratically constrained quadratic programs and their associated semidefinite programming (SDP) relaxations. Given a nominal value of the parameter at which the SDP relaxation is exact, we study conditions (and quantitative bounds) under which the relaxation will continue to be exact as the parameter moves in a neighborhood around the nominal value. Our framework captures a wide array of statistical estimation problems including tensor principal component analysis, rotation synchronization, orthogonal Procrustes, camera triangulation and resectioning, essential matrix estimation, system identification, and approximate GCD. Our results can also be used to analyze the stability of SOS relaxations of general polynomial optimization problems.