Semidefinite Programming by Perceptron Learning

We present a modified version of the perceptron learning algorithm (PLA) which solves semidefinite programs (SDPs) in polynomial time. The algorithm is based on the following three observations: (i) Semidefinite programs are linear programs with infinitely many (linear) constraints; (ii) every linear program can be solved by a sequence of constraint satisfaction problems with linear constraints; (iii) in general, the perceptron learning algorithm solves a constraint satisfaction problem with linear constraints in finitely many updates. Combining the PLA with a probabilistic rescaling algorithm (which, on average, increases the size of the feasable region) results in a probabilistic algorithm for solving SDPs that runs in polynomial time. We present preliminary results which demonstrate that the algorithm works, but is not competitive with state-of-the-art interior point methods.

graeherkhasha03.ps
PostScript file

In  Advances in Neural Information Processing Systems 16

Publisher  MIT Press
All copyrights reserved by MIT Press 2004.

Details

TypeInproceedings
Pages457–464
Share
Share this page on Facebook
Share this page on Twitter
Share this page on LinkedIn
E-mail this page
RSS feeds
> Publications > Semidefinite Programming by Perceptron Learning