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A new approach to solving a class of rankconstrained semi-definite programming (SDP) problems, which appear in many signal processing applications such as transmit beamspace design in multiple-input multiple-output (MIMO) radar, downlink…

Information Theory · Computer Science 2016-10-10 Matthew W. Morency , Sergiy A. Vorobyov

Seeking tighter relaxations of combinatorial optimization problems, semidefinite programming is a generalization of linear programming that offers better bounds and is still polynomially solvable. Yet, in practice, a semidefinite program is…

Optimization and Control · Mathematics 2023-11-17 Daniel Porumbel

The real radical ideal of a system of polynomials with finitely many complex roots is generated by a system of real polynomials having only real roots and free of multiplicities. It is a central object in computational real algebraic…

Optimization and Control · Mathematics 2015-04-07 Greg Reid , Fei Wang , Henry Wolkowicz , Wenyuan Wu

We show that a class of semidefinite programs (SDP) admits a solution that is a positive semidefinite matrix of rank at most $r$, where $r$ is the rank of the matrix involved in the objective function of the SDP. The optimization problems…

Optimization and Control · Mathematics 2010-11-29 Guillaume Sagnol

We consider the semi-infinite system of polynomial inequalities of the form \[ \mathbf{K}:=\{x\in\mathbb{R}^m\mid p(x,y)\ge 0,\ \ \forall y\in S\subseteq\mathbb{R}^n\}, \] where $p(x,y)$ is a real polynomial in the variables $x$ and the…

Optimization and Control · Mathematics 2019-08-06 Feng Guo , Xiaoxia Sun

A matrix optimization problem over an uncertain linear system on finite horizon (abbreviated as MOPUL) is studied, in which the uncertain transition matrix is regarded as a decision variable. This problem is in general NP-hard. By using the…

Optimization and Control · Mathematics 2023-10-31 Jintao Xu , Shu-Cherng Fang , Wenxun Xing

This note focuses on the problem of representing convex sets as projections of the cone of positive semidefinite matrices, in the particular case of sets generated by bivariate polynomials of degree four. Conditions are given for the convex…

Optimization and Control · Mathematics 2008-09-22 Didier Henrion

We give the first approximation algorithm for mixed packing and covering semidefinite programs (SDPs) with polylogarithmic dependence on width. Mixed packing and covering SDPs constitute a fundamental algorithmic primitive with recent…

Data Structures and Algorithms · Computer Science 2021-07-13 Arun Jambulapati , Yin Tat Lee , Jerry Li , Swati Padmanabhan , Kevin Tian

We give explicit polynomial-sized (in $n$ and $k$) semidefinite representations of the hyperbolicity cones associated with the elementary symmetric polynomials of degree $k$ in $n$ variables. These convex cones form a family of…

Optimization and Control · Mathematics 2016-11-17 James Saunderson , Pablo A. Parrilo

In this paper, we study a class of fractional semi-infinite polynomial programming (FSIPP) problems, in which the objective is a fraction of a convex polynomial and a concave polynomial, and the constraints consist of infinitely many convex…

Optimization and Control · Mathematics 2021-05-18 Feng Guo , Liguo Jiao

Consider the matrix power function X^p defined over the cone of positive definite matrices S^{n}_{++}. It is known that X^p is convex over S^{n}_{++} if p is in [-1,0] or [1,2] and X^p is concave over S^{n}_{++} if p is in [0,1]. We show…

Optimization and Control · Mathematics 2014-10-13 J. William Helton , Jiawang Nie , Jeremy S. Semko

Using techniques developed in [Lasserre02], we show that some minimum cardinality problems subject to linear inequalities can be represented as finite sequences of semidefinite programs. In particular, we provide a semidefinite…

Optimization and Control · Mathematics 2007-05-23 Alexandre d'Aspremont

The numerical range of a matrix is studied geometrically via the cone of positive semidefinite matrices (or semidefinite cone for short). In particular it is shown that the feasible set of a two-dimensional linear matrix inequality (LMI),…

Optimization and Control · Mathematics 2010-04-08 Didier Henrion

The numerical range of a matrix is studied geometrically via the cone of positive semidefinite matrices (or semidefinite cone for short). In particular it is shown that the feasible set of a two-dimensional linear matrix inequality (LMI),…

Optimization and Control · Mathematics 2008-12-10 Didier Henrion

There has recently been ample interest in the question of which sets can be represented by linear matrix inequalities (LMIs). A necessary condition is that the set is rigidly convex, and it has been conjectured that rigid convexity is also…

Rings and Algebras · Mathematics 2012-04-18 Petter Brändén

Given a compact semialgebraic set S of R^n and a polynomial map f from R^n to R^m, we consider the problem of approximating the image set F = f(S) in R^m. This includes in particular the projection of S on R^m for n greater than m. Assuming…

Optimization and Control · Mathematics 2015-07-23 Victor Magron , Didier Henrion , Jean-Bernard Lasserre

In the last years many results in the area of semidefinite programming were obtained for invariant (finite dimensional, or infinite dimensional) semidefinite programs - SDPs which have symmetry. This was done for a variety of problems and…

Optimization and Control · Mathematics 2019-11-07 Christine Bachoc , Dion C. Gijswijt , Alexander Schrijver , Frank Vallentin

We develop a practical semidefinite programming (SDP) facial reduction procedure that utilizes computationally efficient approximations of the positive semidefinite cone. The proposed method simplifies SDPs with no strictly feasible…

Optimization and Control · Mathematics 2017-11-30 Frank Permenter , Pablo Parrilo

The compact set of homogeneous quadratic polynomials in $n$ real variables with modulus bounded by 1 on the unit sphere $S^{n-1}$ is trivially semi-definite representable. The compact set of homogeneous ternary quartics with modulus bounded…

Optimization and Control · Mathematics 2021-03-25 Roland Hildebrand

Semidefinite programming is a fundamental problem class in convex optimization, but despite recent advances in solvers, solving large-scale semidefinite programs remains challenging. Generally the matrix functions involved are spectral or…

Optimization and Control · Mathematics 2025-11-04 Daniel Cederberg , Stephen Boyd