Related papers: Convexity in semi-algebraic geometry and polynomia…

Polynomial optimization problems represent a wide class of optimization problems, with a large number of real-world applications. Current approaches for polynomial optimization, such as the sum of squares (SOS) method, rely on large-scale…

A basic closed semialgebraic subset of $\mathbb{R}^{n}$ is defined by simultaneous polynomial inequalities $p_{1}\geq 0,\ldots,p_{m}\geq 0$. We consider Lasserre's relaxation hierarchy to solve the problem of minimizing a polynomial over…

We construct a convergent family of outer approximations for the problem of optimizing polynomial functions over convex bodies subject to polynomial constraints. This is achieved by generalizing the polarization hierarchy, which has…

Convex algebraic geometry concerns the interplay between optimization theory and real algebraic geometry. Its objects of study include convex semialgebraic sets that arise in semidefinite programming and from sums of squares. This article…

This paper investigates the minimization of the expectation of piecewise polynomial loss functions over Wasserstein balls. This optimization problem often appears as a key sub-problem of distributionally robust optimization problems. We…

This paper improves the algorithms based on supporting halfspaces and quadratic programming for convex set intersection problems in our earlier paper in several directions. First, we give conditions so that much smaller quadratic programs…

Polyhedral convex set optimization problems are the simplest optimization problems with set-valued objective function. Their role in set optimization is comparable to the role of linear programs in scalar optimization. Vector linear…

We study the maximization of sums of heterogeneous quadratic forms over the Stiefel manifold, a nonconvex problem that arises in several modern signal processing and machine learning applications such as heteroscedastic probabilistic…

A convex optimization problem in conic form involves minimizing a linear functional over the intersection of a convex cone and an affine subspace. In some cases, it is possible to replace a conic formulation using a certain cone, with a…

This paper establishes new Positivstellens\"atze for polynomials that are positive on sets defined by polynomial matrix inequalities (PMIs). We extend the classical Handelman and Krivine-Stengle theorems from the scalar inequality setting…

We compare algorithms for global optimization of polynomial functions in many variables. It is demonstrated that existing algebraic methods (Gr\"obner bases, resultants, homotopy methods) are dramatically outperformed by a relaxation…

Let $K$ be a full-dimensional convex subset of $\mathbb{R}^n$. We describe a new polynomial-time Turing reduction from the weak separation problem for $K$ to the weak optimization problem for $K$ that is based on a geometric heuristic. We…

Optimization models with non-convex constraints arise in many tasks in machine learning, e.g., learning with fairness constraints or Neyman-Pearson classification with non-convex loss. Although many efficient methods have been developed…

We present a generalization of the notion of neighborliness to non-polyhedral convex cones. Although a definition of neighborliness is available in the non-polyhedral case in the literature, it is fairly restrictive as it requires all the…

We consider the general polynomial optimization problem $P: f^*=\min \{f(x)\,:\,x\in K\}$ where $K$ is a compact basic semi-algebraic set. We first show that the standard Lagrangian relaxation yields a lower bound as close as desired to the…

Consider a finite system of non-strict polynomial inequalities with solution set $S\subseteq\mathbb R^n$. Its Lasserre relaxation of degree $d$ is a certain natural linear matrix inequality in the original variables and one additional…

In this paper, we propose new sequential randomized algorithms for convex optimization problems in the presence of uncertainty. A rigorous analysis of the theoretical properties of the solutions obtained by these algorithms, for full…

Motivated by applications in robotics and computer vision, we study problems related to spatial reasoning of a 3D environment using sublevel sets of polynomials. These include: tightly containing a cloud of points (e.g., representing an…

The study of convex functions - in particular, of their optimization (really minimization) is one of the most important fields of applied mathematics. Convexity seems to be one of those incredibly well-chosen hypotheses which is just…

Fox, Gromov, Lafforgue, Naor, and Pach proved a regularity lemma for semi-algebraic $k$-uniform hypergraphs of bounded complexity, showing that for each $\epsilon>0$ the vertex set can be equitably partitioned into a bounded number of parts…