Rounding Sum-of-Squares Relaxations

We present a general approach to rounding semidefinite programming relaxations obtained by the Sum-of-Squares method (Lasserre hierarchy). Our approach is based on using the connection between these relaxations and the Sum-of-Squares proof system to transform a *combining algorithm* -- an algorithm that maps a distribution over solutions into a (possibly weaker) solution -- into a *rounding algorithm* that maps a solution of the relaxation to a solution of the original problem. Using this approach, we obtain algorithms that yield improved results for natural variants of three well-known problems: 1) We give a quasipolynomial-time algorithm that approximates the maximum of a low degree multivariate polynomial with non-negative coefficients over the Euclidean unit sphere. Beyond being of interest in its own right, this is related to an open question in quantum information theory, and our techniques have already led to improved results in this area (Brand~{a}o and Harrow, STOC 13). 2) We give a polynomial-time algorithm that, given a d dimensional subspace of R^n that (almost) contains the characteristic function of a set of size n/k, finds a vector $v$ in the subspace satisfying $|v|_4^4 > c(k/d^{1/3}) |v|_2^2$, where $|v|_p = (E_i v_i^p)^{1/p}$. Aside from being a natural relaxation, this is also motivated by a connection to the Small Set Expansion problem shown by Barak et al. (STOC 2012) and our results yield a certain improvement for that problem. 3) We use this notion of L_4 vs. L_2 sparsity to obtain a polynomial-time algorithm with substantially improved guarantees for recovering a planted $mu$-sparse vector v in a random d-dimensional subspace of R^n. If v has mu n nonzero coordinates, we can recover it with high probability whenever $mu < O(min(1,n/d^2))$, improving for $d < n^{2/3}$ prior methods which intrinsically required $mu < O(1/sqrt(d))$.