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A semidefinite program (SDP) is a particular kind of convex optimization problem with applications in operations research, combinatorial optimization, quantum information science, and beyond. In this work, we propose variational quantum…

Quantum Physics · Physics 2024-06-19 Dhrumil Patel , Patrick J. Coles , Mark M. Wilde

We consider the linear conic optimization problem with the cone of nonnegative polynomials. Its dual optimization problem is the generalized moment problem. Moment-SOS relaxations are powerful for solving them. This paper studies finite…

Optimization and Control · Mathematics 2024-07-08 Lei Huang , Jiawang Nie , Ya-Xiang Yuan

The problem of minimizing a (nonconvex) quadratic form over the unit simplex, referred to as a standard quadratic program, admits an exact convex conic formulation over the computationally intractable cone of completely positive matrices.…

Optimization and Control · Mathematics 2020-03-02 Y. Gorkem Gokmen , E. Alper Yildirim

We consider the problem of minimizing a linear function over an affine section of the cone of positive semidefinite matrices, with the additional constraint that the feasible matrix has prescribed rank. When the rank constraint is active,…

Systems and Control · Computer Science 2016-11-22 Simone Naldi

Conic optimization has recently emerged as a powerful tool for designing tractable and guaranteed algorithms for non-convex polynomial optimization problems. On the one hand, tractability is crucial for efficiently solving large-scale…

Topology optimization of frame structures under free-vibration eigenvalue constraints constitutes a challenging nonconvex polynomial optimization problem with disconnected feasible sets. In this article, we first formulate it as a…

Optimization and Control · Mathematics 2025-09-08 Marek Tyburec , Michal Kočvara , Marouan Handa , Jan Zeman

We study robust convex quadratic programs where the uncertain problem parameters can contain both continuous and integer components. Under the natural boundedness assumption on the uncertainty set, we show that the generic problems are…

Optimization and Control · Mathematics 2018-12-19 Areesh Mittal , Can Gokalp , Grani A. Hanasusanto

We present a new approach to the design of D-optimal experiments with multivariate polynomial regressions on compact semi-algebraic design spaces. We apply the moment-sum-of-squares hierarchy of semidefinite programming problems to solve…

Statistics Theory · Mathematics 2017-03-07 Yohann De Castro , F Gamboa , D Henrion , R Hess , J. -B Lasserre

A new relaxed variant of interior point method for low-rank semidefinite programming problems is proposed in this paper. The method is a step outside of the usual interior point framework. In anticipation to converging to a low-rank primal…

Numerical Analysis · Mathematics 2021-03-26 Stefania Bellavia , Jacek Gondzio , Margherita Porcelli

Various best-choice problems related to the planar homogeneous Poisson process in finite or semi-infinite rectangle are studied. The analysis is largely based on properties of the one-dimensional box-area process associated with the…

Probability · Mathematics 2007-05-23 Alexander Gnedin

A longstanding problem related to floating-point implementation of numerical programs is to provide efficient yet precise analysis of output errors. We present a framework to compute lower bounds on largest absolute roundoff errors, for a…

Numerical Analysis · Computer Science 2018-02-13 Victor Magron

This paper considers polynomial optimization with unbounded sets. We give a homogenization formulation and propose a hierarchy of Moment-SOS relaxations to solve it. Under the assumptions that the feasible set is closed at infinity and the…

Optimization and Control · Mathematics 2026-05-05 Lei Huang , Jiawang Nie , Ya-Xiang Yuan

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

We introduce a generic technique to obtain linear relaxations of semidefinite programs with provable guarantees based on the commutativity of the constraint and the objective matrices. We study conditions under which the optimal value of…

Optimization and Control · Mathematics 2026-05-19 Daniel de Roux , Robert Carr , R. Ravi

A bipartite bilinear program (BBP) is a quadratically constrained quadratic optimization problem where the variables can be partitioned into two sets such that fixing the variables in any one of the sets results in a linear program. We…

Optimization and Control · Mathematics 2018-03-28 Santanu S. Dey , Asteroide Santana , Yang Wang

We study semidefinite programming (SDP) relaxations for the NP-hard problem of globally optimizing a quadratic function over the Stiefel manifold. We introduce a strengthened relaxation based on two recent ideas in the literature: (i) a…

Optimization and Control · Mathematics 2022-08-08 Samuel Burer , Kyungchan Park

We consider a variational convex relaxation of a class of optimal partitioning and multiclass labeling problems, which has recently proven quite successful and can be seen as a continuous analogue of Linear Programming (LP) relaxation…

Computer Vision and Pattern Recognition · Computer Science 2011-12-06 Jan Lellmann , Frank Lenzen , Christoph Schnörr

In the first part of this work [32], we introduce a convex parabolic relaxation for quadratically-constrained quadratic programs, along with a sequential penalized parabolic relaxation algorithm to recover near-optimal feasible solutions.…

Optimization and Control · Mathematics 2022-08-09 Ramtin Madani , Mersedeh Ashraphijuo , Mohsen Kheirandishfard , Alper Atamturk

The choice of relaxation parameter in the projected successive overrelaxation (PSOR) method for nonnegative quadratic programming problems is problem-dependent. We present novel adaptive PSOR algorithms that adaptively control the…

Optimization and Control · Mathematics 2024-09-10 Yuto Miyatake , Tomohiro Sogabe

This paper investigates the optimal ergodic sublinear convergence rate of the relaxed proximal point algorithm for solving monotone variational inequality problems. The exact worst case convergence rate is computed using the performance…

Optimization and Control · Mathematics 2019-07-15 Guoyong Gu , Junfeng Yang
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