Spectral-gauge cuts for semidefinite programming
Abstract
We use symmetric gauge theory to develop a general class of cutting-plane algorithms for semidefinite programming.
We formulate a separation problem based on spectral normalizations induced by gauges and derive a closed-form separation oracle.
This oracle yields an implementable cut-generation procedure that, by varying the gauge, recovers standard cut families and generates new ones with tunable spectral structure.
We embed the oracle within Kelley's method and characterize convergence as a function of the chosen gauge and initial conic relaxation.
Numerical experiments on small and large instances of box-constrained quadratic programming and sparse principal component analysis illustrate the versatility and performance of the proposed framework.
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