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.

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In  Advances in Neural Information Processing Systems 16

Publisher  MIT Press
All copyrights reserved by MIT Press 2004.

Details

TypeInproceedings
Pages457–464
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