eng
Schloss Dagstuhl – Leibniz-Zentrum für Informatik
Leibniz International Proceedings in Informatics
1868-8969
2023-07-05
78:1
78:20
10.4230/LIPIcs.ICALP.2023.78
article
Ellipsoid Fitting up to a Constant
Hsieh, Jun-Ting
1
Kothari, Pravesh K.
1
Potechin, Aaron
2
Xu, Jeff
1
Carnegie Mellon University, Pittsburgh, PA, USA
University of Chicago, IL, USA
In [Saunderson, 2011; Saunderson et al., 2013], Saunderson, Parrilo, and Willsky asked the following elegant geometric question: what is the largest m = m(d) such that there is an ellipsoid in ℝ^d that passes through v_1, v_2, …, v_m with high probability when the v_is are chosen independently from the standard Gaussian distribution N(0,I_d)? The existence of such an ellipsoid is equivalent to the existence of a positive semidefinite matrix X such that v_i^⊤ X v_i = 1 for every 1 ⩽ i ⩽ m - a natural example of a random semidefinite program. SPW conjectured that m = (1-o(1)) d²/4 with high probability. Very recently, Potechin, Turner, Venkat and Wein [Potechin et al., 2022] and Kane and Diakonikolas [Kane and Diakonikolas, 2022] proved that m ≳ d²/log^O(1) d via a certain natural, explicit construction.
In this work, we give a substantially tighter analysis of their construction to prove that m ≳ d²/C for an absolute constant C > 0. This resolves one direction of the SPW conjecture up to a constant. Our analysis proceeds via the method of Graphical Matrix Decomposition that has recently been used to analyze correlated random matrices arising in various areas [Barak et al., 2019; Bafna et al., 2022]. Our key new technical tool is a refined method to prove singular value upper bounds on certain correlated random matrices that are tight up to absolute dimension-independent constants. In contrast, all previous methods that analyze such matrices lose logarithmic factors in the dimension.
https://drops.dagstuhl.de/storage/00lipics/lipics-vol261-icalp2023/LIPIcs.ICALP.2023.78/LIPIcs.ICALP.2023.78.pdf
Semidefinite programming
random matrices
average-case complexity