**Complex Semidefinite Programming**¶

Since the version 1.0.1, it is possible to do complex semidefinite programming with Picos. This extension of semidefinite programming to the complex domain was introduced by Goemans and Williamson [1] as relaxtions of combinatorial optimization problems, and has applications e.g. in Quantum Information Theory [2], or for the phase recovery problem in signal processing [3].

To handle complex SDPs in Picos, we have introduced two new variable types: `'complex'`

and `'hermitian'`

. A complex variable can be created as follows:

```
>>> import picos as pic
>>> import cvxopt as cvx
>>> P = pic.Problem()
>>> Z = P.add_variable('Z',(3,2),'complex')
```

it automatically creates two variables called `Z_RE`

and `Z_IM`

which contains the
real and imaginary part of `Z`

, and that be accessed by using the `real`

and `imag`

properties:

```
>>> Z.real
# variable Z_RE:(3 x 2),continuous #
>>> Z.imag
# variable Z_IM:(3 x 2),continuous #
>>> Z.vtype
'complex'
```

The python variable `Z`

contains an affine expression equal to `Z_RE + 1j * Z_IM`

,
and that can be used to easily define a complex SDP.

The variable type `'hermitian'`

can be used to create a complex variable that is forced to be Hermitian.
The following properties can now be used with every affine expression: `conj`

(complex conjugate),
`real`

(real part, i.e. `exp.real`

returns `0.5 * (exp+exp.conj)`

),
`imag`

(imaginary part, i.e. `exp.imag`

returns `-0.5 * 1j * (exp-exp.conj)`

),
anf `H`

(Hermitian transposition, i.e. `exp.H`

returns `exp.conj.T`

).

```
>>> X = P.add_variable('X',(3,3),'hermitian')
>>> X >> 0
# (3x3)-LMI constraint X ≽ |0| #
```

*Fidelity in Quantum Information Theory*¶

The material of this section is inspired from a lecture of John Watrous [4].

The Fidelity between two (Hermitian) positive semidefinite operators and is defined as:

where the trace norm is the sum of the singular values, and the maximization goes over the set of all unitary matrices . This quantity can be expressed as the optimal value of the following complex-valued SDP:

This Problem can be solved as follows in PICOS

```
#generate two (arbitrary) positive hermitian operators
P = cvx.matrix([ [1-1j , 2+2j , 1 ],
[3j , -2j , -1-1j],
[1+2j, -0.5+1j, 1.5 ]
])
P = P * P.H
Q = cvx.matrix([ [-1-2j , 2j , 1.5 ],
[1+2j ,-2j , 2.-3j ],
[1+2j ,-1+1j , 1+4j ]
])
Q = Q * Q.H
n=P.size[0]
P = pic.new_param('P',P)
Q = pic.new_param('Q',Q)
#create the problem in picos
F = pic.Problem()
Z = F.add_variable('Z',(n,n),'complex')
F.set_objective('max','I'|0.5*(Z+Z.H)) #('I' | Z.real) works as well
F.add_constraint(((P & Z) // (Z.H & Q))>>0 )
print F
F.solve(verbose = 0)
print 'fidelity: F(P,Q) = {0:.4f}'.format(F.obj_value())
print 'optimal matrix Z:'
print Z
#verify that we get the same value with numpy
import numpy as np
PP = np.matrix(P.value)
QQ = np.matrix(Q.value)
S,U = np.linalg.eig(PP)
sqP = U * np.diag([s**0.5 for s in S]) * U.H #square root of P
S,U = np.linalg.eig(QQ)
sqQ = U * np.diag([s**0.5 for s in S]) * U.H #square root of P
fidelity = sum(np.linalg.svd(sqP * sqQ)[1]) #trace-norm of P**0.5 * Q**0.5
print 'fidelity computed by trace-norm: F(P,Q) = {0:.4f}'.format(fidelity)
```

```
---------------------
optimization problem (SDP):
18 variables, 0 affine constraints, 21 vars in 1 SD cones
Z_RE : (3, 3), continuous
Z_IM : (3, 3), continuous
maximize trace( 0.5*( Z + Z.H ) )
such that
[P,Z;Z.H,Q] ≽ |0|
---------------------
fidelity: F(P,Q) = 37.4742
optimal matrix Z:
[ 1.51e+01+j2.21e+00 -7.17e+00-j1.22e+00 2.52e+00+j6.87e-01]
[-4.88e+00+j4.06e+00 1.00e+01-j1.57e-01 8.33e+00+j1.13e+01]
[-4.32e-01+j2.98e-01 3.84e+00-j3.28e+00 1.24e+01-j2.05e+00]
fidelity computed by trace-norm: F(P,Q) = 37.4742
```

*Phase Recovery in Signal Processing*¶

The material from this section is inspired from [3].

The goal of the phase recovery problem is to reconstruct the complex phase of a vector,
when we are only given the magnitude of some linear measurements.
This problem can be formulated as a nonconvex optimization problem,
and the authors of [3] have proposed a complex SDP relaxation
similar to the well known *Max-Cut* SDP:
Given a linear operator and a vector of measured amplitudes,
define the positive semidefinite hermitian matrix ,
the *Phase-cut* Problem is:

Here the variable must be hermitian ( ), and we have a solution to the phase recovery problem if has rank one. Otherwise, the leading singular vector of is used as an approximation.

This problem can be implemented as follows using Picos:

```
# We generate an arbitrary matrix M
import cvxopt as cvx
import picos as pic
n = 5
rank = 4 #we take a singular M for the sake of generality
M = cvx.normal (n,rank) +1j*cvx.normal (n,rank)
M = M * M.H
M = pic.new_param('M',M)
P = pic.Problem()
U = P.add_variable('U',(n,n),'hermitian')
P.add_list_of_constraints([U[i,i]==1 for i in range(n)],'i')
P.add_constraint(U >> 0)
P.set_objective('min', U | M)
print P
#solve the problem
P.solve(verbose=0)
#optimal complex variable
print
print 'optimal variable: U='
print U
print
#Do we have a matrix of rank one ?
S, V = np.linalg.eig(U.value)
print 'rank of U = ', len([s for s in S if abs(s)>1e-6])
```

```
---------------------
optimization problem (SDP):
36 variables, 8 affine constraints, 36 vars in 1 SD cones
U : (8, 8), hermitian
minimize 〈 U | M 〉
such that
U[i,i] = 1.0 for all i
U ≽ |0|
---------------------
optimal variable: U=
[ 1.00e+00+j8.97e-10 9.11e-01-j1.27e-01 1.46e-01+j9.38e-01 -7.30e-01+j6.32e-01 -5.52e-01-j8.09e-01]
[ 9.11e-01+j1.27e-01 1.00e+00+j1.32e-09 1.05e-01+j9.56e-01 -8.04e-01+j5.66e-01 -4.73e-01-j8.40e-01]
[ 1.46e-01-j9.38e-01 1.05e-01-j9.56e-01 1.00e+00+j1.19e-09 4.96e-01+j8.58e-01 -9.00e-01+j4.19e-01]
[-7.30e-01-j6.32e-01 -8.04e-01-j5.66e-01 4.96e-01-j8.58e-01 1.00e+00+j9.45e-10 -9.85e-02+j9.91e-01]
[-5.52e-01+j8.09e-01 -4.73e-01+j8.40e-01 -9.00e-01-j4.19e-01 -9.85e-02-j9.91e-01 1.00e+00+j9.16e-10]
rank of U = 2
```

*References*¶

- “Approximation algorithms for MAX-3-CUT and other problems via complex semidefinite programming”, M.X. Goemans and D. Williamson. In Proceedings of the thirty-third annual
ACM symposium on Theory of computing, pp. 443-452. ACM, 2001.- “Semidefinite programs for completely bounded norms”, J. Watrous, arXiv preprint 0901.4709, 2009.
- “Phase recovery, maxcut and complex semidefinite programming”, I. Waldspurger, A. d’Aspremont, and S. Mallat.
Mathematical Programming, pp. 1-35, 2012.- “Semidefinite Programs for fidelity and optimal measurements”, J. Watrous, in the script of a course on Theory of Quantum Information