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math.OC2022
A Strengthened SDP Relaxation for Quadratic Optimization Over the Stiefel Manifold
Samuel Burer, Kyungchan Park
We study semidefinite programming (SDP) relaxations for the NP-hard problem of globally optimizing a quadratic function over the Stiefel manifold. We introduce a strengthened relax…
math.OC2022
A Semidefinite Relaxation for Sums of Heterogeneous Quadratic Forms on the Stiefel Manifold
Kyle Gilman, Sam Burer, Laura Balzano
We study the maximization of sums of heterogeneous quadratic forms over the Stiefel manifold, a nonconvex problem that arises in several modern signal processing and machine learni…