Instance-specific linear relaxations of semidefinite optimization problems

We introduce a generic technique to obtain linear relaxations of semidefi- nite programs with provable guarantees based on the commutativity of the constraint and the objective matrices. We study conditions under which the optimal value of the SDP and the proposed linear relaxation match, which we then relax to provide a flex- ible methodology to derive effective linear relaxations. We specialize these results to provide linear programs that approximate well-known semidefinite programs for the max cut problem proposed by Poljak and Rendl, and the Lovasz theta number; we prove that the linear program proposed for max cut certifies a known eigenvalue bound for the maximum cut value and is in fact stronger. Our ideas can be used to warm-start algorithms that solve semidefinite programs by iterative polyhedral ap- proximation of the feasible region. We verify this capability through multiple exper- iments on the max cut semidefinite program, the Lovasz theta number and on three families of semidefinite programs obtained as convex relaxations of certain quadrati- cally constrained quadratic problems