English
Related papers

Related papers: Alternative SDP and SOCP Approximations for Polyno…

200 papers

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

Finding the minimum of a multivariate real polynomial is a well-known hard problem with various applications. We present a polynomial time algorithm to approximate such lower bounds via sums of nonnegative circuit polynomials (SONC). As a…

Optimization and Control · Mathematics 2018-08-28 Henning Seidler , Timo de Wolff

We consider semidefinite programs (SDPs) of size n with equality constraints. In order to overcome scalability issues, Burer and Monteiro proposed a factorized approach based on optimizing over a matrix Y of size $n$ by $k$ such that $X =…

Machine Learning · Statistics 2018-11-29 Thomas Pumir , Samy Jelassi , Nicolas Boumal

This paper presents a method that generates affine inequalities to strengthen the second-order conic programming (SOCP) relaxation of an alternating current optimal power flow (AC OPF) problem. The affine inequalities serve as cuts to get…

Optimization and Control · Mathematics 2018-04-17 Zhixin Miao , Lingling Fan , Hossein Ghassempour , Bo Zeng

This paper focuses on the study of a mathematical program with equilibrium constraints, where the objective and the constraint functions are all polynomials. We present a method for finding its global minimizers and global minimum using a…

Optimization and Control · Mathematics 2019-03-25 Liguo Jiao , Jae Hyoung Lee , Tien-Son Pham

This work considers polynomial optimization problems where the objective admits a low-rank canonical polyadic tensor decomposition. We introduce LRPOP (low-rank polynomial optimization), a new hierarchy of semidefinite programming…

Optimization and Control · Mathematics 2025-12-10 Llorenç Balada Gaggioli , Didier Henrion , Milan Korda

Semidefinite programs (SDPs) are standard convex problems that are frequently found in control and optimization applications. Interior-point methods can solve SDPs in polynomial time up to arbitrary accuracy, but scale poorly as the size of…

Optimization and Control · Mathematics 2022-01-10 Jared Miller , Yang Zheng , Mario Sznaier , Antonis Papachristodoulou

In this paper, we introduce a new class of nonsmooth convex functions called SOS-convex semialgebraic functions extending the recently proposed notion of SOS-convex polynomials. This class of nonsmooth convex functions covers many common…

Optimization and Control · Mathematics 2017-02-09 N. H. Chieu , J. W. Feng , W. Gao , G. Li , D. Wu

This paper proposes low-complexity algorithms for finding approximate second-order stationary points (SOSPs) of problems with smooth non-convex objective and linear constraints. While finding (approximate) SOSPs is computationally…

Optimization and Control · Mathematics 2019-07-11 Songtao Lu , Meisam Razaviyayn , Bo Yang , Kejun Huang , Mingyi Hong

The use of convex relaxations has lately gained considerable interest in Power Systems. These relaxations play a major role in providing global optimality guarantees for non-convex optimization problems. For the Optimal Power Flow (OPF)…

Optimization and Control · Mathematics 2015-10-29 Hassan Hijazi , Carleton Coffrin , Pascal Van Hentenryck

In many submodular optimization applications, datasets are naturally partitioned into disjoint subsets. These scenarios give rise to submodular optimization problems with partition-based constraints, where the desired solution set should be…

Data Structures and Algorithms · Computer Science 2026-01-21 Wenjing Chen , Yixin Chen , Victoria G. Crawford

Semidefinite programs (SDPs) often arise in relaxations of some NP-hard problems, and if the solution of the SDP obeys certain rank constraints, the relaxation will be tight. Decomposition methods based on chordal sparsity have already been…

Optimization and Control · Mathematics 2020-09-17 Jared Miller , Yang Zheng , Biel Roig-Solvas , Mario Sznaier , Antonis Papachristodoulou

We study a class of polynomial optimization problems with a robust polynomial matrix inequality (PMI) constraint where the uncertainty set itself is defined also by a PMI. These can be viewed as matrix generalizations of semi-infinite…

Optimization and Control · Mathematics 2024-10-10 Feng Guo , Jie Wang

A longstanding problem related to floating-point implementation of numerical programs is to provide efficient yet precise analysis of output errors. We present a framework to compute lower bounds on largest absolute roundoff errors, for a…

Numerical Analysis · Computer Science 2018-02-13 Victor Magron

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

We show a new way to round vector solutions of semidefinite programming (SDP) hierarchies into integral solutions, based on a connection between these hierarchies and the spectrum of the input graph. We demonstrate the utility of our method…

Data Structures and Algorithms · Computer Science 2011-04-26 Boaz Barak , Prasad Raghavendra , David Steurer

We study semidefinite programming (SDP) relaxations for the NP-hard problem of globally optimizing a quadratic function over the Stiefel manifold. We introduce a strengthened relaxation based on two recent ideas in the literature: (i) a…

Optimization and Control · Mathematics 2022-08-08 Samuel Burer , Kyungchan Park

Motivated by applications in wireless communications, this paper develops semidefinite programming (SDP) relaxation techniques for some mixed binary quadratically constrained quadratic programs (MBQCQP) and analyzes their approximation…

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

We introduce a sublevel Moment-SOS hierarchy where each SDP relaxation can be viewed as an intermediate (or interpolation) between the d-th and (d+1)-th order SDP relaxations of the Moment-SOS hierarchy (dense or sparse version). With the…

Optimization and Control · Mathematics 2021-01-14 Tong Chen , Jean-Bernard Lasserre , Victor Magron , Edouard Pauwels

Effective Positivstellens\"atze provide convergence rates for the moment-sum-of-squares (SoS) hierarchy for polynomial optimization (POP). In this paper, we add a qualitative property to the recent advances in those effective…

Optimization and Control · Mathematics 2025-02-26 Corbinian Schlosser