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In this paper, we consider a bilevel polynomial optimization problem where the objective and the constraint functions of both the upper and the lower level problems are polynomials. We present methods for finding its global minimizers and…

Optimization and Control · Mathematics 2016-01-14 V. Jeyakumar , J. B. Lasserre , G. Li , T. S. Pham

The software package BBCPOP is a MATLAB implementation of a hierarchy of sparse doubly nonnegative (DNN) relaxations of a class of polynomial optimization (minimization) problems (POPs) with binary, box and complementarity (BBC)…

Optimization and Control · Mathematics 2018-04-04 Naoki Ito , Sunyoung Kim , Masakazu Kojima , Akiko Takeda , Kim-Chuan Toh

We introduce a conic embedding condition that gives a hierarchy of cones and cone programs. This condition is satisfied by a large number of convex cones including the cone of copositive matrices, the cone of completely positive matrices,…

Optimization and Control · Mathematics 2018-11-14 Lijun Ding , Lek-Heng Lim

In recent years, optimization theory has been greatly impacted by the advent of sum of squares (SOS) optimization. The reliance of this technique on large-scale semidefinite programs however, has limited the scale of problems to which it…

Optimization and Control · Mathematics 2018-08-31 Amir Ali Ahmadi , Anirudha Majumdar

SOSOPT is a Matlab toolbox for formulating and solving Sum-of-Squares (SOS) polynomial optimizations. This document briefly describes the use and functionality of this toolbox. Section 1 introduces the problem formulations for SOS tests,…

Optimization and Control · Mathematics 2016-11-26 Peter Seiler

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

We develop a practical semidefinite programming (SDP) facial reduction procedure that utilizes computationally efficient approximations of the positive semidefinite cone. The proposed method simplifies SDPs with no strictly feasible…

Optimization and Control · Mathematics 2017-11-30 Frank Permenter , Pablo Parrilo

Recently, there has been significant interest in convex relaxations of the optimal power flow (OPF) problem. A semidefinite programming (SDP) relaxation globally solves many OPF problems. However, there exist practical problems for which…

Optimization and Control · Mathematics 2016-11-17 Daniel K. Molzahn , Ian A. Hiskens

We propose a novel methodology for solving a two-stage adjustable robust convex optimisation problem with a general (proximable) convex objective function and constraints defined by sum-of-squares (SOS) convex polynomials. These problems…

Optimization and Control · Mathematics 2026-02-17 Neil D. Dizon , Bethany I. Caldwell , Vaithilingam Jeyakumar , Guoyin Li

In this paper, we examine linear programming (LP) relaxations based on Bernstein polynomials for polynomial optimization problems (POPs). We present a progression of increasingly more precise LP relaxations based on expressing the given…

Optimization and Control · Mathematics 2015-09-04 Mohamed Amin Ben Sassi , Sriram Sankaranarayanan

A common computational approach for polynomial optimization problems (POPs) is to use (hierarchies of) semidefinite programming (SDP) relaxations. When the variables in the POP are required to be nonnegative, these SDP problems typically…

Optimization and Control · Mathematics 2023-08-02 Daniel Brosch , Etienne de Klerk

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

This paper studies the polynomial optimization problem whose feasible set is a union of several basic closed semialgebraic sets. We propose a unified hierarchy of Moment-SOS relaxations to solve it globally. Under some assumptions, we prove…

Optimization and Control · Mathematics 2024-05-21 Jiawang Nie , Linghao Zhang

Semidefinite programs (SDPs) are a framework for exact or approximate optimization that have widespread application in quantum information theory. We introduce a new method for using reductions to construct integrality gaps for SDPs. These…

Quantum Physics · Physics 2019-03-18 Aram W. Harrow , Anand Natarajan , Xiaodi Wu

While semidefinite programming (SDP) problems are polynomially solvable in theory, it is often difficult to solve large SDP instances in practice. One technique to address this issue is to relax the global positive-semidefiniteness (PSD)…

Optimization and Control · Mathematics 2020-02-11 Grigoriy Blekherman , Santanu S. Dey , Marco Molinaro , Shengding Sun

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

A polynomial optimization problem (POP) asks for minimizing a polynomial function given a finite set of polynomial constraints (equations and inequalities). This problem is well-known to be hard in general, as it encodes many hard…

Optimization and Control · Mathematics 2024-01-24 Luis Felipe Vargas

This paper develops new semidefinite programming (SDP) relaxation techniques for two classes of mixed binary quadratically constrained quadratic programs (MBQCQP) and analyzes their approximation performance. The first class of problem…

Optimization and Control · Mathematics 2014-03-18 Zi Xu , Mingyi Hong

We consider the problem of finding exact sums of squares (SOS) decompositions for certain classes of non-negative multivariate polynomials, relying on semidefinite programming (SDP) solvers. We start by providing a hybrid numeric-symbolic…

Symbolic Computation · Computer Science 2018-03-01 Victor Magron , Mohab Safey El Din

This paper proposes three strong second order cone programming (SOCP) relaxations for the AC optimal power flow (OPF) problem. These three relaxations are incomparable to each other and two of them are incomparable to the standard SDP…

Optimization and Control · Mathematics 2017-06-14 Burak Kocuk , Santanu S. Dey , X. Andy Sun