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We show {\it semidefinite programming} (SDP) feasibility problem is equivalent to solving a {\it convex hull relaxation} (CHR) for a finite system of quadratic equations. On the one hand, this offers a simple description of SDP. On the…

Optimization and Control · Mathematics 2020-08-18 Bahman Kalantari

We consider the problem of constructing an approximation of the Pareto curve associated with the multiobjective optimization problem $\min_{\mathbf{x} \in \mathbf{S}}\{ (f_1(\mathbf{x}), f_2(\mathbf{x})) \}$, where $f_1$ and $f_2$ are two…

Optimization and Control · Mathematics 2014-06-17 Victor Magron , Didier Henrion , Jean-Bernard Lasserre

We consider semidefinite programming (SDP) approaches for solving the maximum satisfiability problem (MAX-SAT) and the weighted partial MAX-SAT. It is widely known that SDP is well-suited to approximate the (MAX-)2-SAT. Our work shows the…

Optimization and Control · Mathematics 2023-02-15 Lennart Sinjorgo , Renata Sotirov

Sum of squares (SOS) optimization is a powerful technique for solving problems where the positivity of a polynomials must be enforced. The common approach to solve an SOS problem is by relaxation to a Semidefinite Program (SDP). The main…

Optimization and Control · Mathematics 2024-10-29 Daniel Keren , Margarita Osadchy , Roi Poranne

The problem of minimizing a polynomial over a set of polynomial inequalities is an NP-hard non-convex problem. Thanks to powerful results from real algebraic geometry, one can convert this problem into a nested sequence of…

Optimization and Control · Mathematics 2022-08-26 Victor Magron , Jie Wang

We study T-semidefinite programming (SDP) relaxation for constrained polynomial optimization problems (POPs). T-SDP relaxation for unconstrained POPs was introduced by Zheng, Huang and Hu in 2022. In this work, we propose a T-SDP relaxation…

Optimization and Control · Mathematics 2024-05-15 Hiroki Marumo , Sunyoung Kim , Makoto Yamashita

We investigate the multi-dimensional Super Resolution problem on closed semi-algebraic domains for various sampling schemes such as Fourier or moments. We present a new semidefinite programming (SDP) formulation of the 1 -minimization in…

Information Theory · Computer Science 2015-02-10 Y De Castro , F Gamboa , D Henrion , J. -B Lasserre

This paper concerns a method for finding the minimum of a polynomial on a semialgebraic set, i.e., a set in $\re^m$ defined by finitely many polynomial equations and inequalities, using the Karush-Kuhn-Tucker (KKT) system and sum of squares…

Optimization and Control · Mathematics 2007-05-23 Jiawang Nie , James W. Demmel , Victoria Powers

In this paper, we introduce a new class of nonsmooth convex functions called SOS-convex semialgebraic functions extending the recently proposed notion of SOS-convex polynomials. This class of nonsmooth convex functions covers many common…

Optimization and Control · Mathematics 2017-02-09 N. H. Chieu , J. W. Feng , W. Gao , G. Li , D. Wu

We consider the optimization problem of minimizing a polynomial f(x) subject to polynomial constraints h(x)=0, g(x)>=0. Lasserre's hierarchy is a sequence of sum of squares relaxations for finding the global minimum. Let K be the feasible…

Optimization and Control · Mathematics 2013-06-05 Jiawang Nie

In theory, hierarchies of semidefinite programming (SDP) relaxations based on sum of squares (SOS) polynomials have been shown to provide arbitrarily close approximations for a general polynomial optimization problem (POP). However, due to…

Optimization and Control · Mathematics 2018-12-31 Xiaolong Kuang , Bissan Ghaddar , Joe Naoum-Sawaya , Luis F. Zuluaga

A hierarchy of semidefinite programming (SDP) relaxations approximates the global optimum of polynomial optimization problems of noncommuting variables. Generating the relaxation, however, is a computationally demanding task, and only…

Mathematical Software · Computer Science 2015-06-15 Peter Wittek

This paper studies the problem of finding best rank-1 approximations for both symmetric and nonsymmetric tensors. For symmetric tensors, this is equivalent to optimizing homogeneous polynomials over unit spheres; for nonsymmetric tensors,…

Numerical Analysis · Mathematics 2014-05-30 Jiawang Nie , Li Wang

We study the exactness of the semidefinite programming (SDP) relaxation of quadratically constrained quadratic programs (QCQPs). With the aggregate sparsity matrix from the data matrices of a QCQP with $n$ variables, the rank and positive…

Optimization and Control · Mathematics 2020-09-22 Godai Azuma , Mituhiro Fukuda , Sunyoung Kim , Makoto Yamashita

This paper deals with the algorithmic aspects of solving feasibility problems of semidefinite programming (SDP), aka linear matrix inequalities (LMI). Since in some SDP instances all feasible solutions have irrational entries, numerical…

Optimization and Control · Mathematics 2025-04-28 Vladimir Kolmogorov , Simone Naldi , Jeferson Zapata

It has been recently proven that the semidefinite programming (SDP) relaxation of the optimal power flow problem over radial networks is exact under technical conditions such as not including generation lower bounds or allowing load…

Optimization and Control · Mathematics 2015-10-19 Burak Kocuk , Santanu S. Dey , X. Andy Sun

We introduce a sublevel Moment-SOS hierarchy where each SDP relaxation can be viewed as an intermediate (or interpolation) between the d-th and (d+1)-th order SDP relaxations of the Moment-SOS hierarchy (dense or sparse version). With the…

Optimization and Control · Mathematics 2021-01-14 Tong Chen , Jean-Bernard Lasserre , Victor Magron , Edouard Pauwels

Montanari and Richard (2015) asked whether a natural semidefinite programming (SDP) relaxation can effectively optimize $\mathbf{x}^{\top}\mathbf{W} \mathbf{x}$ over $\|\mathbf{x}\| = 1$ with $x_i \geq 0$ for all coordinates $i$, where…

Data Structures and Algorithms · Computer Science 2020-12-07 Afonso S. Bandeira , Dmitriy Kunisky , Alexander S. Wein

In this paper, "chance optimization" problems are introduced, where one aims at maximizing the probability of a set defined by polynomial inequalities. These problems are, in general, nonconvex and computationally hard. With the objective…

Optimization and Control · Mathematics 2015-05-12 Ashkan Jasour , Necdet Serhat Aybat , Constantino Lagoa

We present a new algorithm for solving a polynomial program P based on the recent "joint + marginal" approach of the first author for, parametric optimization. The idea is to first consider the variable x1 as a parameter and solve the…

Optimization and Control · Mathematics 2010-06-01 Jean B. Lasserre , Thanh Tung Phan