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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

We model the cardinality-constrained portfolio problem using semidefinite matrices and investigate a relaxation using semidefinite programming. Experimental results show that this relaxation generates tight lower bounds and even achieves…

Optimization and Control · Mathematics 2024-02-08 Angelika Wiegele , Shudian Zhao

Semidefinite relaxations are widely used to compute upper bounds on the objective of optimization problems involving noncommutative polynomials. Such optimization problems are prevalent in quantum information. We present an algorithm able…

Quantum Physics · Physics 2018-08-30 Denis Rosset

Combining recent moment and sparse semidefinite programming (SDP) relaxation techniques, we propose an approach to find smooth approximations for solutions of problems involving nonlinear differential equations. Given a system of nonlinear…

Optimization and Control · Mathematics 2010-08-13 Martin Mevissen , Jean-Bernard Lasserre , Didier Henrion

We consider the solution of nonlinear programs with nonlinear semidefiniteness constraints. The need for an efficient exploitation of the cone of positive semidefinite matrices makes the solution of such nonlinear semidefinite programs more…

Optimization and Control · Mathematics 2007-05-23 Roland W. Freund , Florian Jarre , Christoph Vogelbusch

In computer vision, many problems such as image segmentation, pixel labelling, and scene parsing can be formulated as binary quadratic programs (BQPs). For submodular problems, cuts based methods can be employed to efficiently solve…

Computer Vision and Pattern Recognition · Computer Science 2016-11-17 Peng Wang , Chunhua Shen , Anton van den Hengel , Philip H. S. Torr

This work presents a hybrid approach to solve the maximum stable set problem, using constraint and semidefinite programming. The approach consists of two steps: subproblem generation and subproblem solution. First we rank the variable…

Combinatorics · Mathematics 2007-05-23 W. J. van Hoeve

Semidefinite programming (SDP) is widely acknowledged as one of the most effective methods for deriving the tightest lower bounds of the optimal power flow (OPF) problems. In this paper, an enhanced semidefinite relaxation model that…

Systems and Control · Electrical Eng. & Systems 2024-10-01 Zhaojun Ruan , Libao Shi

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

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

We introduce fast randomized algorithms for solving semidefinite programming (SDP) relaxations of the partial permutation synchronization (PPS) problem, a core task in multi-image matching with significant relevance to 3D reconstruction.…

Optimization and Control · Mathematics 2025-06-26 Michael Lindsey , Yunpeng Shi

In this paper, we propose some new semidefinite relaxations for a class of nonconvex complex quadratic programming problems, which widely appear in the areas of signal processing and power system. By deriving new valid constraints to the…

Optimization and Control · Mathematics 2023-05-18 Yingzhe Xu , Cheng Lu , Zhibin Deng , Ya-Feng Liu

In this paper, we propose two algorithms for nonlinear semi-infinite semi-definite programs with infinitely many convex inequality constraints, called SISDP for short. A straightforward approach to the SISDP is to use classical methods for…

Optimization and Control · Mathematics 2018-10-02 Takayuki Okuno , Masao Fukushima

In this paper, by improving the variable-splitting approach, we propose a new semidefinite programming (SDP) relaxation for the nonconvex quadratic optimization problem over the $\ell_1$ unit ball (QPL1). It dominates the state-of-the-art…

Optimization and Control · Mathematics 2014-01-03 Yong Xia , Yu-Jun Gong , Sheng-Nan Han

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

The semidefinite programming (SDP) relaxation has proven to be extremely strong for many hard discrete optimization problems. This is in particular true for the quadratic assignment problem (QAP), arguably one of the hardest NP-hard…

Optimization and Control · Mathematics 2015-12-18 Danilo Elias Oliveira , Henry Wolkowicz , Yangyang Xu

Many problems of systems control theory boil down to solving polynomial equations, polynomial inequalities or polyomial differential equations. Recent advances in convex optimization and real algebraic geometry can be combined to generate…

Optimization and Control · Mathematics 2013-09-13 Didier Henrion

In this paper we study the relationship between the optimal value of a homogeneous quadratic optimization problem and that of its Semidefinite Programming (SDP) relaxation. We consider two quadratic optimization models: (1) $\min \{x^* C x…

Optimization and Control · Mathematics 2007-05-23 Simai He , Zhi-Quan Luo , Jiawang Nie , Shuzhong Zhang

We investigate exact semidefinite programming (SDP) relaxations for the problem of minimizing a nonconvex quadratic objective function over a feasible region defined by both finitely and infinitely many nonconvex quadratic inequality…

Optimization and Control · Mathematics 2025-09-04 Naohiko Arima , Sunyoung Kim , Masakazu Kojima

Given polynomials f(x), g_i(x), h_j(x), we study how to minimize f on the semialgebraic set S = { x \in R^n: h_1(x)=...=h_{m_1}(x) =0, g_1(x) >= 0, ..., g_{m_2}(x) >= 0}. Let f_{min} be the minimum of f on S. Suppose S is nonsingular and…

Optimization and Control · Mathematics 2010-06-15 Jiawang Nie