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The technique of semidefinite programming (SDP) relaxation can be used to obtain a nontrivial bound on the optimal value of a nonconvex quadratically constrained quadratic program (QCQP). We explore concave quadratic inequalities that hold…

Optimization and Control · Mathematics 2016-09-30 Jaehyun Park , Stephen Boyd

This paper considers an optimization problem for a dynamical system whose evolution depends on a collection of binary decision variables. We develop scalable approximation algorithms with provable suboptimality bounds to provide…

Optimization and Control · Mathematics 2016-10-31 Insoon Yang , Samuel A. Burden , Ram Rajagopal , S. Shankar Sastry , Claire J. Tomlin

Krentel [J. Comput. System. Sci., 36, pp.490--509] presented a framework for an NP optimization problem that searches an optimal value among exponentially-many outcomes of polynomial-time computations. This paper expands his framework to a…

Quantum Physics · Physics 2007-05-23 Tomoyuki Yamakami

This work studies the problem of maximizing a higher degree real homogeneous multivariate polynomial over the unit sphere. This problem is equivalent to finding the leading eigenvalue of the associated symmetric tensor of higher order,…

Optimization and Control · Mathematics 2019-10-02 Yuning Yang , Guoyin Li

Binary optimization is a central problem in mathematical optimization and its applications are abundant. To solve this problem, we propose a new class of continuous optimization techniques which is based on Mathematical Programming with…

Optimization and Control · Mathematics 2017-12-07 Ganzhao Yuan , Bernard Ghanem

This paper is concerned with polynomial optimization problems. We show how to exploit term (or monomial) sparsity of the input polynomials to obtain a new converging hierarchy of semidefinite programming relaxations. The novelty (and…

Optimization and Control · Mathematics 2020-05-14 Jie Wang , Victor Magron , Jean-Bernard Lasserre

We leverage the connections between nonexpansive maps, monotone Lipschitz operators, and proximal mappings to obtain near-optimal (i.e., optimal up to poly-log factors in terms of iteration complexity) and parameter-free methods for solving…

Optimization and Control · Mathematics 2020-04-14 Jelena Diakonikolas

The problem of finding roots or solutions of a nonlinear partial differential equation may be formulated as the problem of minimizing a sum of squared residuals. One then defines an evolution equation so that in the asymptotic limit a…

Analysis of PDEs · Mathematics 2011-12-15 Parimah Kazemi , Robert Renka

We study the conditions under which the convex relaxation of a mixed-integer linear programming formulation for ordered optimization problems, where sorting is part of the decision process, yields integral optimal solutions. Thereby solving…

Optimization and Control · Mathematics 2025-10-13 Víctor Blanco , Diego Laborda , Miguel Martínez-Antón

This paper proposes novel algorithm for non-convex multimodal constrained optimisation problems. It is based on sequential solving restrictions of problem to sections of feasible set by random subspaces (in general, manifolds) of low…

Optimization and Control · Mathematics 2023-03-28 Dmitry A. Pasechnyuk , Alexander Gornov

We describe a factor-revealing convex optimization problem for the integrality gap of the maximum-cut semidefinite programming relaxation: for each $n \geq 2$ we present a convex optimization problem whose optimal value is the largest…

Optimization and Control · Mathematics 2021-03-24 Fernando Mário de Oliveira Filho , Frank Vallentin

This paper studies an optimization problem on the sum of traces of matrix quadratic forms in $m$ semi-orthogonal matrices, which can be considered as a generalization of the synchronization of rotations. While the problem is nonconvex, the…

Optimization and Control · Mathematics 2021-10-13 Joong-Ho Won , Teng Zhang , Hua Zhou

We study the ideal generated by polynomials vanishing on a semialgebraic set and propose an algorithm to calculate the generators, which is based on some techniques of the cylindrical algebraic decomposition. By applying these, polynomial…

Optimization and Control · Mathematics 2009-02-14 Yoshiyuki Sekiguchi , Tomoyuki Takenawa , Hayato Waki

We propose a general method for optimization with semi-infinite constraints that involve a linear combination of functions, focusing on the case of the exponential function. Each function is lower and upper bounded on sub-intervals by…

Optimization and Control · Mathematics 2014-01-13 Bogdan Dumitrescu , Bogdan C. Sicleru , Florin Avram

Consider a convex function that is invariant under an group of transformations. If it has a minimizer, does it also have an invariant minimizer? Variants of this problem appear in nonparametric statistics and in a number of adjacent fields.…

Statistics Theory · Mathematics 2024-07-22 Peter Orbanz

The min-knapsack problem with compactness constraints extends the classical knapsack problem, in the case of ordered items, by introducing a restriction ensuring that they cannot be too far apart. This problem has applications in…

Optimization and Control · Mathematics 2025-04-28 Hubert Villuendas , Mathieu Besançon , Jérôme Malick

We show how to bound the accuracy of a family of semi-definite programming relaxations for the problem of polynomial optimization on the hypersphere. Our method is inspired by a set of results from quantum information known as quantum de…

Optimization and Control · Mathematics 2013-06-25 Andrew C. Doherty , Stephanie Wehner

In this paper we investigate how standard nonlinear programming algorithms can be used to solve constrained optimization problems in a distributed manner. The optimization setup consists of a set of agents interacting through a…

Optimization and Control · Mathematics 2017-07-18 Ion Matei , John S. Baras

Recovering nonlinearly degraded signal in the presence of noise is a challenging problem. In this work, this problem is tackled by minimizing the sum of a non convex least-squares fit criterion and a penalty term. We assume that the…

Signal Processing · Electrical Eng. & Systems 2019-02-27 Marc Castella , Jean-Christophe Pesquet , Arthur Marmin

We show that the recent hierarchy of semidefinite programming relaxations based on non-commutative polynomial optimization and reduced density matrix variational methods exhibits an interesting paradox when applied to the bosonic case: even…

Quantum Physics · Physics 2013-02-19 M. Navascues , A. Garcia-Saez , A. Acin , S. Pironio , M. B. Plenio