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We consider the minimization problem of a sum of a number of functions having Lipshitz $p$-th order derivatives with different Lipschitz constants. In this case, to accelerate optimization, we propose a general framework allowing to obtain…

Optimization and Control · Mathematics 2020-02-05 Dmitry Kamzolov , Alexander Gasnikov , Pavel Dvurechensky

Polynomial optimization problems represent a wide class of optimization problems, with a large number of real-world applications. Current approaches for polynomial optimization, such as the sum of squares (SOS) method, rely on large-scale…

Optimization and Control · Mathematics 2025-07-04 Dimitris Bertsimas , Dick den Hertog , Thodoris Koukouvinos

Planning can often be simpli ed by decomposing the task into smaller tasks arranged hierarchically. Charlin et al. [4] recently showed that the hierarchy discovery problem can be framed as a non-convex optimization problem. However, the…

Artificial Intelligence · Computer Science 2012-06-18 Marc Toussaint , Laurent Charlin , Pascal Poupart

In this paper, we study the polynomial optimization problem of multi-forms over the intersection of the multi-spheres and the nonnegative orthants. This class of problems is NP-hard in general, and includes the problem of finding the best…

Optimization and Control · Mathematics 2018-11-01 Shenglong Hu , Defeng Sun , Kim-Chuan Toh

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.…

Optimization and Control · Mathematics 2019-12-09 Ngoc Hoang Anh Mai , Jean-Bernard Lasserre , Victor Magron

We focus on computing certified upper bounds for the positive maximal singular value (PMSV) of a given matrix. The PMSV problem boils down to maximizing a quadratic polynomial on the intersection of the unit sphere and the nonnegative…

Optimization and Control · Mathematics 2022-02-18 Victor Magron , Ngoc Hoang Anh Mai , Yoshio Ebihara , Hayato Waki

We present a novel efficient theoretical and numerical framework for solving global non-convex polynomial optimization problems. We analytically demonstrate that such problems can be efficiently reformulated using a non-linear objective…

Optimization and Control · Mathematics 2024-05-17 Pierre-David Letourneau , Dalton Jones , Matthew Morse , M. Harper Langston

This paper studies, for the first time, a bilevel polynomial program whose constraints involve uncertain linear constraints and another uncertain linear optimization problem. In the case of box data uncertainty, we present a sum of squares…

Optimization and Control · Mathematics 2016-01-26 T. D. Chuong , V. Jeyakumar

This paper introduces state polynomials, i.e., polynomials in noncommuting variables and formal states of their products. A state analog of Artin's solution to Hilbert's 17th problem is proved showing that state polynomials, positive over…

Functional Analysis · Mathematics 2024-12-04 Igor Klep , Victor Magron , Jurij Volčič , Jie Wang

We provide a new hierarchy of semidefinite programming relaxations, called NCTSSOS, to solve large-scale sparse noncommutative polynomial optimization problems. This hierarchy features the exploitation of term sparsity hidden in the input…

Optimization and Control · Mathematics 2020-10-15 Jie Wang , Victor Magron

We give new algorithms based on the sum-of-squares method for tensor decomposition. Our results improve the best known running times from quasi-polynomial to polynomial for several problems, including decomposing random overcomplete…

Data Structures and Algorithms · Computer Science 2016-10-07 Tengyu Ma , Jonathan Shi , David Steurer

We present a novel, general, and unifying point of view on sparse approaches to polynomial optimization. Solving polynomial optimization problems to global optimality is a ubiquitous challenge in many areas of science and engineering.…

Optimization and Control · Mathematics 2024-03-07 Gennadiy Averkov , Benjamin Peters , Sebastian Sager

Convex relaxation methods are powerful tools for studying the lowest energy of many-body problems. By relaxing the representability conditions for marginals to a set of local constraints, along with a global semidefinite constraint, a…

Optimization and Control · Mathematics 2025-07-15 Yi Wang , Rizheng Huang , Yuehaw Khoo

Signomials are obtained by generalizing polynomials to allow for arbitrary real exponents. This generalization offers great expressive power, but has historically sacrificed the organizing principle of ``degree'' that is central to…

Algebraic Geometry · Mathematics 2021-07-02 Mareike Dressler , Riley Murray

We introduce an approximation method to solve an optimal control problem via the Lagrange dual of its weak formulation. It is based on a sum-of-squares representation of the Hamiltonian, and extends a previous method from polynomial…

Optimization and Control · Mathematics 2021-10-15 Eloïse Berthier , Justin Carpentier , Alessandro Rudi , Francis Bach

Consider a finite system of non-strict polynomial inequalities with solution set $S\subseteq\mathbb R^n$. Its Lasserre relaxation of degree $d$ is a certain natural linear matrix inequality in the original variables and one additional…

Algebraic Geometry · Mathematics 2018-11-30 Tom-Lukas Kriel , Markus Schweighofer

We analyse the representation of positive polynomials in terms of Sums of Squares. We provide a quantitative version of Putinar's Positivstellensatz over a compact basic semialgebraic set S, with a new polynomial bound on the degree of the…

Commutative Algebra · Mathematics 2023-02-07 Lorenzo Baldi , Bernard Mourrain

A relaxation method based on border basis reduction which improves the efficiency of Lasserre's approach is proposed to compute the optimum of a polynomial function on a basic closed semi algebraic set. A new stopping criterion is given to…

Algebraic Geometry · Mathematics 2015-08-25 Marta Abril Bucero , Bernard Mourrain

We consider the general polynomial optimization problem $P: f^*=\min \{f(x)\,:\,x\in K\}$ where $K$ is a compact basic semi-algebraic set. We first show that the standard Lagrangian relaxation yields a lower bound as close as desired to the…

Optimization and Control · Mathematics 2012-10-18 Jean Lasserre

This paper studies how to certify the convergence of Lasserre's hierarchy of semidefinite programming relaxations for solving multivariate polynomial optimization. We propose flat truncation as a general certificate for this purpose. Assume…

Optimization and Control · Mathematics 2012-08-08 Jiawang Nie
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