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This paper studies distributionally robust optimization (DRO) when the ambiguity set is given by moments for the distributions. The objective and constraints are given by polynomials in decision variables. We reformulate the DRO with…

Optimization and Control · Mathematics 2022-12-02 Jiawang Nie , Liu Yang , Suhan Zhong , Guangming Zhou

Many natural combinatorial problems can be expressed as constraint satisfaction problems. This class of problems is known to be NP-complete in general, but certain restrictions on the form of the constraints can ensure tractability. The…

Computational Complexity · Computer Science 2020-10-05 Dmitriy Zhuk

In classic robust optimization, it is assumed that a set of possible parameter realizations, the uncertainty set, is modeled in a previous step and part of the input. As recent work has shown, finding the most suitable uncertainty set is in…

Optimization and Control · Mathematics 2016-10-18 André Chassein , Marc Goerigk

A linear constraint loop is specified by a system of linear inequalities that define the relation between the values of the program variables before and after a single execution of the loop body. In this paper we consider the problem of…

Logic in Computer Science · Computer Science 2024-05-24 Quentin Guilmant , Engel Lefaucheux , Joël Ouaknine , James Worrell

We consider a class of infinite-dimensional optimization problems in which a distributed vector-valued variable should pointwise almost everywhere take values from a given finite set $\mathcal{M}\subset\mathbb{R}^m$. Such hybrid…

Optimization and Control · Mathematics 2021-11-09 Christian Clason , Carla Tameling , Benedikt Wirth

In the present paper we consider the problem of estimating the multidimensional power spectral density which describes a second-order stationary random field from a finite number of covariance and generalized cepstral coefficients. The…

Optimization and Control · Mathematics 2023-01-10 Bin Zhu , Mattia Zorzi

The standard moment-sum-of-squares (SOS) hierarchy is a powerful method for solving global polynomial optimization problems. However, its convergence relies on Putinar's Positivstellensatz, which requires the feasible set to satisfy the…

Optimization and Control · Mathematics 2025-12-08 Didier Henrion

We present new approaches for solving constrained multicomponent nonlinear Schr\"odinger equations in arbitrary dimensions. The idea is to introduce an artificial time and solve an extended damped second order dynamic system whose…

Computational Physics · Physics 2021-06-16 M Gulliksson , M Ogren

We consider scalar equilibrium problems governed by a bifunction in a finite-dimensional framework. By using classical arguments in Convex Analysis, we show that under suitable generalized convexity assumptions imposed on the bifunction,…

Optimization and Control · Mathematics 2024-01-02 Valerian-Alin Fodor , Nicolae Popovici

The constraint satisfaction problem, parameterized by a relational structure, provides a general framework for expressing computational decision problems. Already the restriction to the class of all finite structures forms an interesting…

Logic in Computer Science · Computer Science 2024-02-15 Jakub Rydval , Žaneta Semanišinová , Michał Wrona

The multidimensional moment problem is studied in terms of the Steiltjes transform. The diagonal step-by-step algorithm is constructed for the multidimensional moment problem. The set of solutions of the full multidimensional moment problem…

Functional Analysis · Mathematics 2025-01-13 Ivan Kovalyov

In this paper, we propose a new Fully Composite Formulation of convex optimization problems. It includes, as a particular case, the problems with functional constraints, max-type minimization problems, and problems of Composite…

Optimization and Control · Mathematics 2021-03-24 Nikita Doikov , Yurii Nesterov

When the algebraic variety associated with a truncated moment sequence is finite, solving the moment problem follows a well-defined procedure. However, moment problems involving infinite algebraic varieties are more complex and less…

Functional Analysis · Mathematics 2024-12-31 Seonguk Yoo , Aljaz Zalar

This paper proposes a new algorithm for solving constrained global optimization problems where both the objective function and constraints are one-dimensional non-differentiable multiextremal Lipschitz functions. Multiextremal constraints…

Optimization and Control · Mathematics 2011-07-27 Yaroslav D. Sergeyev

In applications throughout science and engineering one is often faced with the challenge of solving an ill-posed inverse problem, where the number of available measurements is smaller than the dimension of the model to be estimated. However…

Optimization and Control · Mathematics 2012-10-30 Venkat Chandrasekaran , Benjamin Recht , Pablo A. Parrilo , Alan S. Willsky

Using standard tools of harmonic analysis, we state and solve the problem of moments for non-negative measures supported on the unit ball of a Sobolev space of multivariate periodic trigonometric functions. We describe outer and inner…

Optimization and Control · Mathematics 2025-07-08 Didier Henrion , Alessandro Rudi

The realizability problem is a well-known problem in the analysis of complex systems, which can be modeled as an infinite-dimensional moment problem. More precisely, as a truncated $K-$moment problem where $K$ is the space of all possible…

Probability · Mathematics 2023-05-18 Raúl E. Curto , Maria Infusino

In this paper, we propose to study the following maximum ordinal consensus problem: Suppose we are given a metric system (M, X), which contains k metrics M = {\rho_1,..., \rho_k} defined on the same point set X. We aim to find a maximum…

Computational Complexity · Computer Science 2021-03-03 Dingkang Wang , Yusu Wang

We introduce the completeness problem for Modal Logic and examine its complexity. For a definition of completeness for formulas, given a formula of a modal logic, the completeness problem asks whether the formula is complete for that logic.…

Logic in Computer Science · Computer Science 2017-09-20 Antonis Achilleos

We consider a generic basic semi-algebraic subset $\mathcal{S}$ of the space of generalized functions, that is a set given by (not necessarily countably many) polynomial constraints. We derive necessary and sufficient conditions for an…

Probability · Mathematics 2017-01-10 Maria Infusino , Tobias Kuna , Aldo Rota