# Accelerating Certifiable Estimation with Preconditioned Eigensolvers

arXiv: https://arxiv.org/abs/2207.05257 · HTML: https://mlsanity.com/paper/2207.05257/

## Key facts

- Cited by 3 papers in the map (data through 14 Oct 2026).
- Builds on 10 of its 31 references that are in the map.
- First posted on arXiv 12 Jul 2022.

## Builds on (most cited first, 10 of 10)

- [Convex optimization](https://mlsanity.com/paper/2106.01946/) (2021)
- [SE-Sync: A Certifiably Correct Algorithm for Synchronization over the Special Euclidean Group](https://mlsanity.com/paper/1612.07386/) (2016)
- [The non-convex Burer-Monteiro approach works on smooth semidefinite programs](https://mlsanity.com/paper/1606.04970/) (2016)
- [Shonan Rotation Averaging: Global Optimality by Surfing SO(p)n](https://mlsanity.com/paper/2008.02737/) (2020)
- [Lagrangian Duality in 3D SLAM: Verification Techniques and Optimal Solutions](https://mlsanity.com/paper/1506.00746/) (2015)
- [Distributed Certifiably Correct Pose-Graph Optimization](https://mlsanity.com/paper/1911.03721/) (2019)
- [A Riemannian low-rank method for optimization over semidefinite matrices with block-diagonal constraints](https://mlsanity.com/paper/1506.00575/) (2015)
- [A Survey of Recent Scalability Improvements for Semidefinite Programming with Applications in Machine Learning, Control, and Robotics](https://mlsanity.com/paper/1908.05209/) (2019)
- [Advances in Inference and Representation for Simultaneous Localization and Mapping](https://mlsanity.com/paper/2103.05041/) (2021)
- [Polynomial time guarantees for the Burer-Monteiro method](https://mlsanity.com/paper/1912.01745/) (2019)

## Built on by (most cited first, 3 of 3)

- [DCReg: Decoupled Characterization for Efficient Degenerate LiDAR Registration](https://mlsanity.com/paper/2509.06285/) (2025)
- [Practical and Performant Enhancements for Maximization of Algebraic Connectivity](https://mlsanity.com/paper/2511.08694/) (2025)
- [Certifiable Factor Graph Optimization](https://mlsanity.com/paper/2603.01267/) (2026)

## Abstract (arXiv)

Convex (specifically semidefinite) relaxation provides a powerful approach to constructing robust machine perception systems, enabling the recovery of certifiably globally optimal solutions of challenging estimation problems in many practical settings. However, solving the large-scale semidefinite relaxations underpinning this approach remains a formidable computational challenge. A dominant cost in many state-of-the-art (Burer-Monteiro factorization-based) certifiable estimation methods is solution verification (testing the global optimality of a given candidate solution), which entails computing a minimum eigenpair of a certain symmetric certificate matrix. In this letter, we show how to significantly accelerate this verification step, and thereby the overall speed of certifiable estimation methods. First, we show that the certificate matrices arising in the Burer-Monteiro approach generically possess spectra that make the verification problem expensive to solve using standard iterative eigenvalue methods. We then show how to address this challenge using preconditioned eigensolvers; specifically, we design a specialized solution verification algorithm based upon the locally optimal block preconditioned conjugate gradient (LOBPCG) method together with a simple yet highly effective algebraic preconditioner. Experimental evaluation on a variety of simulated and real-world examples shows that our proposed verification scheme is very effective in practice, accelerating solution verification by up to 280x, and the overall Burer-Monteiro method by up to 16x, versus the standard Lanczos method when applied to relaxations derived from large-scale SLAM benchmarks.
