Related papers: Linear Optimization with Cones of Moments and Nonn…
This paper proposes an efficient algorithm for testing copositivity of homogeneous polynomials over the positive semidefinite cone. The algorithm is based on a novel matrix optimization reformulation and requires solving a hierarchy of…
The low-rank matrix optimization with affine set (rank-MOA) is to minimize a continuously differentiable function over a low-rank set intersecting with an affine set. Under some suitable assumptions, the intersection rule of the Fr\'{e}chet…
Suppose that $\sA$ is a finitely generated commutative unital real algebra and $K$ is a closed subset of the set $\hat{A}$ of characters of $\sA$. We study the following problem: When is {\it each} linear functional $L:{\sA} \to \dR$ an…
In this paper, we address the problem of reconstruction of support of a measure from its moments. More precisely, given a finite subset of the moments of a measure, we develop a semidefinite program for approximating the support of measure…
We prove a quantitative Roth-type theorem for polynomial corners in $\mathbb{R}^2$. Let $P_1$ and $P_2$ be two linearly independent polynomials with zero constant term. We show that any measurable subset of $[0,1]^2$ with positive measure…
We study optimization programs given by a bilinear form over non-commutative variables subject to linear inequalities. Problems of this form include the entangled value of two-prover games, entanglement-assisted coding for classical…
We solve the truncated K-moment problem when $K\subseteq R^n$ is the closure of a, not necessarily bounded, open set (which includes the important cases $K=R^n$ and $K=R^n_+$). That is, we completely characterize the interior of the convex…
The cone of nonnegative polynomials is of fundamental importance in real algebraic geometry, but its facial structure is understood in very few cases. We initiate a systematic study of the facial structure of the cone of nonnegative…
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…
Let $A$ be a commutative and unital $\mathbb{R}$-algebra, and $M$ be an Archimedean quadratic module of $A$. We define a submultiplicative seminorm $\|\cdot\|_M$ on $A$, associated with $M$. We show that the closure of $M$ with respect to…
A symmetric matrix $A$ is completely positive (CP) if there exists an entrywise nonnegative matrix $V$ such that $A = V V ^T$. In this paper, we study the CP-matrix approximation problem of projecting a matrix onto the intersection of a set…
We deal with the following general version of the classical moment problem: when can a linear functional on a unital commutative real algebra $A$ be represented as an integral with respect to a Radon measure on the character space $X(A)$ of…
We study a class of projective transformations of spectraplexes associated with self-dual cones and, on this basis, propose a polynomial-time algorithm for convex feasibility problems with positive definite constraints. At each iteration of…
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.…
We provide a specific representation of convex polynomials nonnegative on a convex (not necessarily compact) basic closed semi-algebraic subset K of Rn. Namely, they belong to a specific subset of the quadratic module generated by the…
We consider the nonlinear integer programming problem of minimizing a quadratic function over the integer points in variable dimension satisfying a system of linear inequalities. We show that when the Graver basis of the matrix defining the…
We analyze self-dual polyhedral cones and prove several properties about their slack matrices. In particular, we show that self-duality is equivalent to the existence of a positive semidefinite (PSD) slack. Beyond that, we show that if the…
The generalized problem of moments is a conic linear optimization problem over the convex cone of positive Borel measures with given support. It has a large variety of applications, including global optimization of polynomials and rational…
In a first contribution, we revisit two certificates of positivity on (possibly non-compact) basic semialgebraic sets due to Putinar and Vasilescu [Comptes Rendus de l'Acad\'emie des Sciences-Series I-Mathematics, 328(6) (1999) pp.…
An optimal control problem on finite-dimensional positive cones is stated. Under a critical assumption on the cone, the corresponding Bellman equation is satisfied by a linear function, which can be computed by convex optimization. A…