Related papers: On representing the positive semidefinite cone usi…
We show that there cannot exist a straightforward generalization of the famous positive partial transpose criterion to three-by-three systems. We call straightforward generalizations that use a finite set of positive maps and arbitrary…
In this paper it is shown that higher order quasiconvex functions suitable in the variational treatment of problems involving second derivatives may be extended to the space of all matrices as classical quasiconvex functions. Precisely, it…
Conic optimization has recently emerged as a powerful tool for designing tractable and guaranteed algorithms for non-convex polynomial optimization problems. On the one hand, tractability is crucial for efficiently solving large-scale…
We characterize the existence of a nonnegative, sublinear and continuous order-preserving function for a not necessarily complete preorder on a real convex cone in an arbitrary topological real vector space. As a corollary of the main…
It is well known that finite-dimensional polyhedral convex sets can be generated by finitely many points and finitely many directions. Representation formulas in this spirit are obtained for convex polyhedra and generalized convex polyhedra…
A central topic in mathematical logic is the classification of theorems from mathematics in hierarchies according to their logical strength. Ideally, the place of a theorem in a hierarchy does not depend on the representation (aka coding)…
The well known constant rank constraint qualification [Math. Program. Study 21:110--126, 1984] introduced by Janin for nonlinear programming has been recently extended to a conic context by exploiting the eigenvector structure of the…
Copositive and completely positive matrices play an increasingly important role in Applied Mathematics, namely as a key concept for approximating NP-hard optimization problems. The cone of copositive matrices of a given order and the cone…
An optimal control problem on finite-dimensional positive cones is stated. Under a critical assumption on the cone, the corresponding Bellman equation is satisfied by a linear function, which can be computed by convex optimization. A…
In [4] we developed the theory of positive cones on finite-dimensional simple algebras with involution, inspired by the classical Artin-Schreier theory of orderings on fields, and based on the notion of signatures of hermitian forms [1]. In…
We prove lower bounds for higher-order methods in smooth non-convex finite-sum optimization. Our contribution is threefold: We first show that a deterministic algorithm cannot profit from the finite-sum structure of the objective, and that…
Semidefinite programming is a fundamental problem class in convex optimization, but despite recent advances in solvers, solving large-scale semidefinite programs remains challenging. Generally the matrix functions involved are spectral or…
We study a cutting-plane method for semidefinite optimization problems (SDOs), and supply a proof of the method's convergence, under a boundedness assumption. By relating the method's rate of convergence to an initial outer approximation's…
We classify the faces of copositive and completely positive cones over a second-order cone and investigate their dimension and exposedness properties. Then we compute two parameters related to chains of faces of both cones. At the end, we…
In the paper we consider convex cones in infinite-dimensional real vector spaces which are endowed with no topology. The main purpose is to study an internal geometric structure of convex cones and to obtain an analytical description of…
We discuss the application of random projections to conic programming: notably linear, second-order and semidefinite programs. We prove general approximation results on feasibility and optimality using the framework of formally real Jordan…
A convex cone is homogeneous if its automorphism group acts transitively on the interior of the cone, i.e., for every pair of points in the interior of the cone, there exists a cone automorphism that maps one point to the other. Cones that…
In polynomial optimization problems, nonnegativity constraints are typically handled using the sum of squares condition. This can be efficiently enforced using semidefinite programming formulations, or as more recently proposed by Papp and…
This article investigates the approximation quality achievable for biobjective minimization problems with respect to the Pareto cone by solutions that are (approximately) optimal with respect to larger ordering cones. When simultaneously…
We consider the second-order cone function (SOCF) $f: {\mathbb R}^n \to \mathbb R$ defined by $f(x)= c^T x + d -\|A x + b \|$. Every SOCF is concave. We give necessary and sufficient conditions for strict concavity of $f$. The parameters $A…