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Let $A$ be a square matrix with a given structure (e.g. real matrix, sparsity pattern, Toeplitz structure, etc.) and assume that it is unstable, i.e. at least one of its eigenvalues lies in the complex right half-plane. The problem of…

Numerical Analysis · Mathematics 2024-02-23 Nicola Guglielmi , Stefano Sicilia

This paper studies how to solve semi-infinite polynomial programming (SIPP) problems by semidefinite relaxation method. We first introduce two SDP relaxation methods for solving polynomial optimization problems with finitely many…

Optimization and Control · Mathematics 2013-06-11 Li Wang , Feng Guo

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 is concerned with polynomial optimization problems. We show how to exploit term (or monomial) sparsity of the input polynomials to obtain a new converging hierarchy of semidefinite programming relaxations. The novelty (and…

Optimization and Control · Mathematics 2020-05-14 Jie Wang , Victor Magron , Jean-Bernard Lasserre

The Nystr\"om method is a popular choice for finding a low-rank approximation to a symmetric positive semi-definite matrix. The method can fail when applied to symmetric indefinite matrices, for which the error can be unboundedly large. In…

Numerical Analysis · Mathematics 2023-10-10 Taejun Park , Yuji Nakatsukasa

We study several variants of decomposing a symmetric matrix into a sum of a low-rank positive semidefinite matrix and a diagonal matrix. Such decompositions have applications in factor analysis and they have been studied for many decades.…

Optimization and Control · Mathematics 2023-10-02 Levent Tunçel , Stephen A. Vavasis , Jingye Xu

This paper studies a class of so-called linear semi-infinite polynomial programming (LSIPP) problems. It is a subclass of linear semi-infinite programming problems whose constraint functions are polynomials in parameters and index sets are…

Optimization and Control · Mathematics 2019-10-25 Feng Guo , Xiaoxia Sun

We consider the problem of estimation of a low-rank matrix from a limited number of noisy rank-one projections. In particular, we propose two fast, non-convex \emph{proper} algorithms for matrix recovery and support them with rigorous…

Machine Learning · Statistics 2017-05-23 Mohammadreza Soltani , Chinmay Hegde

We consider convex relaxations for recovering low-rank tensors based on constrained minimization over a ball induced by the tensor nuclear norm, recently introduced in \cite{tensor_tSVD}. We build on a recent line of results that considered…

Optimization and Control · Mathematics 2023-08-04 Dan Garber , Atara Kaplan

In this paper, we study a class of fractional semi-infinite polynomial programming problems involving s.o.s-convex polynomial functions. For such a problem, by a conic reformulation proposed in our previous work and the quadratic modules…

Optimization and Control · Mathematics 2022-12-29 Feng Guo , Meijun Zhang

In this paper we consider the decomposition of positive semidefinite matrices as a sum of rank one matrices. We introduce and investigate the properties of various measures of optimality of such decompositions. For some classes of positive…

Functional Analysis · Mathematics 2022-02-03 Radu Balan , Kasso A. Okoudjou , Michael Rawson , Yang Wang , Rui Zhang

In this paper we show that simple semidefinite programs inspired by degree $4$ SOS can exactly solve the tensor nuclear norm, tensor decomposition, and tensor completion problems on tensors with random asymmetric components. More precisely,…

Data Structures and Algorithms · Computer Science 2021-10-29 Bohdan Kivva , Aaron Potechin

We consider the problem of noisy 1-bit matrix completion under an exact rank constraint on the true underlying matrix $M^*$. Instead of observing a subset of the noisy continuous-valued entries of a matrix $M^*$, we observe a subset of…

Machine Learning · Statistics 2015-02-25 Sonia Bhaskar , Adel Javanmard

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

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

This paper studies the hierarchy of sparse matrix Moment-SOS relaxations for solving sparse polynomial optimization problems with matrix constraints. First, we prove a sufficient and necessary condition for the sparse hierarchy to be tight.…

Optimization and Control · Mathematics 2025-10-06 Jiawang Nie , Zheng Qu , Xindong Tang , Linghao Zhang

We propose a new algorithm to solve optimization problems of the form $\min f(X)$ for a smooth function $f$ under the constraints that $X$ is positive semidefinite and the diagonal blocks of $X$ are small identity matrices. Such problems…

Optimization and Control · Mathematics 2016-01-07 Nicolas Boumal

In this paper, we theoretically investigate the low-rank matrix recovery problem in the context of the unconstrained regularized nuclear norm minimization (RNNM) framework. Our theoretical findings show that, the RNNM method is able to…

Numerical Analysis · Mathematics 2021-03-09 Wendong Wang , Feng Zhang , Jianjun Wang

We introduce fast randomized algorithms for solving semidefinite programming (SDP) relaxations of the partial permutation synchronization (PPS) problem, a core task in multi-image matching with significant relevance to 3D reconstruction.…

Optimization and Control · Mathematics 2025-06-26 Michael Lindsey , Yunpeng Shi

This paper considers the problem of recovering either a low rank matrix or a sparse vector from observations of linear combinations of the vector or matrix elements. Recent methods replace the non-convex regularization with $\ell_1$ or…

Optimization and Control · Mathematics 2017-03-22 Carl Olsson , Marcus Carlsson , Fredrik Andersson , Viktor Larsson