Inner Approximations of the Positive-Semidefinite Cone via Grassmannian Packings

TL;DR

This paper introduces a novel framework for inner approximations of positive semidefinite cones using Grassmannian packings, enhancing the balance between approximation accuracy and computational efficiency in semidefinite programming.

Contribution

It develops a new decomposition framework for PSD cones based on conical combinations of sub-cones and connects it to Grassmannian packings to improve approximation quality.

Findings

The framework encompasses existing techniques like diagonally dominant matrices and chordal sparse matrices.

Maximally separated sub-cones occupy large volume fractions of the PSD cone.

Numerical results demonstrate improved efficiency and accuracy in solving PSD programs.

Abstract

We investigate the problem of finding inner ap-proximations of positive semidefinite (PSD) cones. We developa novel decomposition framework of the PSD cone by meansof conical combinations of smaller dimensional sub-cones. Weshow that many inner approximation techniques could besummarized within this framework, including the set of (scaled)diagonally dominant matrices, Factor-widthkmatrices, andChordal Sparse matrices. Furthermore, we provide a moreflexible family of inner approximations of the PSD cone, wherewe aim to arrange the sub-cones so that they are maximallyseparated from each other. In doing so, these approximationstend to occupy large fractions of the volume of the PSD cone.The proposed approach is connected to a classical packingproblem in Riemannian Geometry. Precisely, we show thatthe problem of finding maximally distant sub-cones in anambient PSD cone is equivalent to the problem of packingsub-spaces in a Grassmannian Manifold. We further leverageexisting computational method for constructing packings inGrassmannian manifolds to build tighter approximations ofthe PSD cone. Numerical experiments show how the proposedframework can balance between accuracy and computationalcomplexity, to efficiently solve positive-semidefinite programs.