Part of Advances in Neural Information Processing Systems 16 (NIPS 2003)
Thore Graepel, Ralf Herbrich, Andriy Kharechko, John Shawe-taylor
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 prob- abilistic algorithm for solving SDPs that runs in polynomial time. We present preliminary results which demonstrate that the algo- rithm works, but is not competitive with state-of-the-art interior point methods.