How Do Exponential Size Solutions Arise in Semidefinite Programming?

Abstract

SIAM Journal on Optimization, Volume 34, Issue 1, Page 977-1005, March 2024.
Abstract. A striking pathology of semidefinite programs (SDPs) is illustrated by a classical example of Khachiyan: feasible solutions in SDPs may need exponential space even to write down. Such exponential size solutions are the main obstacle to solving a long standing, fundamental open problem: can we decide feasibility of SDPs in polynomial time? The consensus seems that SDPs with large size solutions are rare. However, here we prove that they are actually quite common: a linear change of variables transforms every strictly feasible SDP into a Khachiyan type SDP, in which the leading variables are large. As to “how large,” that depends on the singularity degree of a dual problem. Further, we present some SDPs coming from sum-of-squares proofs, in which large solutions appear naturally, without any change of variables. We also partially answer the question how do we represent such large solutions in polynomial space?