English

Tractable semidefinite bounds of positive maximal singular values

Optimization and Control 2022-02-18 v1

Abstract

We focus on computing certified upper bounds for the positive maximal singular value (PMSV) of a given matrix. The PMSV problem boils down to maximizing a quadratic polynomial on the intersection of the unit sphere and the nonnegative orthant. We provide a hierarchy of tractable semidefinite relaxations to approximate the value of the latter polynomial optimization problem as closely as desired. This hierarchy is based on an extension of P\'olya's representation theorem. Doing so, positive polynomials can be decomposed as weighted sums of squares of ss-nomials, where ss can be a priori fixed (s=1s=1 corresponds to monomials, s=2s=2 corresponds to binomials, etc.). This in turn allows us to control the size of the resulting semidefinite relaxations.

Keywords

Cite

@article{arxiv.2202.08731,
  title  = {Tractable semidefinite bounds of positive maximal singular values},
  author = {Victor Magron and Ngoc Hoang Anh Mai and Yoshio Ebihara and Hayato Waki},
  journal= {arXiv preprint arXiv:2202.08731},
  year   = {2022}
}

Comments

4 pages, 1 table, submitted to MTNS as extended abstract

R2 v1 2026-06-24T09:42:54.779Z