Related papers: An Approach to Constrained Polynomial Optimization…
In this paper, "chance optimization" problems are introduced, where one aims at maximizing the probability of a set defined by polynomial inequalities. These problems are, in general, nonconvex and computationally hard. With the objective…
In a common formulation of semi-infinite programs, the infinite constraint set is a requirement that a function parametrized by the decision variables is nonnegative over an interval. If this function is sufficiently closely approximable by…
In this paper we present a unified framework for solving a general class of problems arising in the context of set-membership estimation/identification theory. More precisely, the paper aims at providing an original approach for the…
Certifying function nonnegativity is a ubiquitous problem in computational mathematics, with especially notable applications in optimization. We study the question of certifying nonnegativity of signomials based on the recently proposed…
In this paper we study various approaches for exploiting symmetries in polynomial optimization problems within the framework of semi definite programming relaxations. Our special focus is on constrained problems especially when the…
In this paper we explore avenues for improving the reliability of dimensionality reduction methods such as Non-Negative Matrix Factorization (NMF) as interpretive exploratory data analysis tools. We first explore the difficulties of the…
In this paper we consider the problem of distributed nonlinear optimisation of a separable convex cost function over a graph subject to cone constraints. We show how to generalise, using convex analysis, monotone operator theory and…
This article focuses on optimization of polynomials in noncommuting variables, while taking into account sparsity in the input data. A converging hierarchy of semidefinite relaxations for eigenvalue and trace optimization is provided. This…
Bayesian optimization works effectively optimizing parameters in black-box problems. However, this method did not work for high-dimensional parameters in limited trials. Parameters can be efficiently explored by nonlinearly embedding them…
We introduce the concept of disjunctive sum of squares for certifying nonnegativity of polynomials. Unlike the popular sum of squares approach where nonnegativity is certified by a single algebraic identity, the disjunctive sum of squares…
We develop algorithms for inner approximating the cone of positive semidefinite matrices via linear programming and second order cone programming. Starting with an initial linear algebraic approximation suggested recently by Ahmadi and…
This paper introduces an efficient algorithm for computing the best approximation of a given matrix onto the intersection of linear equalities, inequalities and the doubly nonnegative cone (the cone of all positive semidefinite matrices…
This paper describes an approximate method for global optimization of polynomial programming problems with bounded variables. The method uses a reformulation and linearization technique to transform the original polynomial optimization…
The multi-objective optimization is to optimize several objective functions over a common feasible set. Since the objectives usually do not share a common optimizer, people often consider (weakly) Pareto points. This paper studies…
We consider the disjoint bilinear programming problem in which one of the disjoint subsets has the structure of an acute-angled polytope. An optimality criterion for such a problem is formulated and proved, and based on this, a polynomial…
We introduce a problem class we call Polynomial Constraint Satisfaction Problems, or PCSP. Where the usual CSPs from computer science and optimization have real-valued score functions, and partition functions from physics have monomials,…
We address composite optimization problems, which consist in minimizing the sum of a smooth and a merely lower semicontinuous function, without any convexity assumptions. Numerical solutions of these problems can be obtained by proximal…
In order to verify programs or hybrid systems, one often needs to prove that certain formulas are unsatisfiable. In this paper, we consider conjunctions of polynomial inequalities over the reals. Classical algorithms for deciding these not…
We consider a generalization of polynomial programs: algebraic programs, which are optimization or feasibility problems with algebraic objectives or constraints. Algebraic functions are defined as zeros of multivariate polynomials. They are…
In this paper we give a unified treatment of two different definitions of complementarity partition of multifold conic programs introduced independently in [J. F. Bonnans and H. Ram\'irez C., Math. Program. 104 (2005), no. 2-3, Ser. B,…