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Let $A(x)=A\_0+x\_1A\_1+...+x\_nA\_n$ be a linear matrix, or pencil, generated by given symmetric matrices $A\_0,A\_1,...,A\_n$ of size $m$ with rational entries. The set of real vectors x such that the pencil is positive semidefinite is a…

Optimization and Control · Mathematics 2016-09-20 Didier Henrion , Simone Naldi , Mohab Safey El Din

We consider the problem of minimizing a linear function over an affine section of the cone of positive semidefinite matrices, with the additional constraint that the feasible matrix has prescribed rank. When the rank constraint is active,…

Systems and Control · Computer Science 2016-11-22 Simone Naldi

This paper deals with the algorithmic aspects of solving feasibility problems of semidefinite programming (SDP), aka linear matrix inequalities (LMI). Since in some SDP instances all feasible solutions have irrational entries, numerical…

Optimization and Control · Mathematics 2025-04-28 Vladimir Kolmogorov , Simone Naldi , Jeferson Zapata

Semidefinite programming is based on optimization of linear functionals over convex sets defined by linear matrix inequalities, namely, inequalities of the form $$L_A(X)=I-A_1X_1-\dots-A_g X_g\succeq0.$$ Here the $X_j$ are real numbers and…

Functional Analysis · Mathematics 2022-02-24 Eric Evert , Yi Fu , J. William Helton , John Yin

Spectrahedra are sets defined by linear matrix inequalities. Projections of spectrahedra are called semidefinitely representable sets. Both kinds of sets are of practical use in polynomial optimization, since they occur as feasible sets in…

Optimization and Control · Mathematics 2009-12-17 Tim Netzer

Polyhedra and spectrahedra over the real numbers, or more generally their images under linear maps, are respectively the feasible sets of linear and semidefinite programming, and form the family of semidefinite-representable sets. This…

Algebraic Geometry · Mathematics 2026-05-13 Corentin Cornou , Simone Naldi , Tristan Vaccon

Given a generic semidefinite program, specified by matrices with rational entries, each coordinate of its optimal solution is an algebraic number. We study the degree of the minimal polynomials of these algebraic numbers. Geometrically,…

Optimization and Control · Mathematics 2008-09-09 Jiawang Nie , Kristian Ranestad , Bernd Sturmfels

A general issue in computational optimization is to develop combinatorial algorithms for semidefinite programming. We address this issue when the base field is nonarchimedean. We provide a solution for a class of semidefinite feasibility…

Optimization and Control · Mathematics 2018-01-09 Xavier Allamigeon , Stéphane Gaubert , Mateusz Skomra

This paper studies the problem of finding an $(1+\epsilon)$-approximate solution to positive semidefinite programs. These are semidefinite programs in which all matrices in the constraints and objective are positive semidefinite and all…

Data Structures and Algorithms · Computer Science 2016-02-23 Richard Peng , Kanat Tangwongsan , Peng Zhang

Seeking tighter relaxations of combinatorial optimization problems, semidefinite programming is a generalization of linear programming that offers better bounds and is still polynomially solvable. Yet, in practice, a semidefinite program is…

Optimization and Control · Mathematics 2023-11-17 Daniel Porumbel

Semidefinite programming (SDP) is a powerful framework from convex optimization that has striking potential for data science applications. This paper develops a provably correct randomized algorithm for solving large, weakly constrained SDP…

Optimization and Control · Mathematics 2021-03-26 Alp Yurtsever , Joel A. Tropp , Olivier Fercoq , Madeleine Udell , Volkan Cevher

Integer linear programs $\min\{c^T x : A x = b, x \in \mathbb{Z}^n_{\ge 0}\}$, where $A \in \mathbb{Z}^{m \times n}$, $b \in \mathbb{Z}^m$, and $c \in \mathbb{Z}^n$, can be solved in pseudopolynomial time for any fixed number of constraints…

Data Structures and Algorithms · Computer Science 2024-09-06 Lars Rohwedder , Karol Węgrzycki

Semidefinite programs (SDPs) are a fundamental class of optimization problems with important recent applications in approximation algorithms, quantum complexity, robust learning, algorithmic rounding, and adversarial deep learning. This…

Data Structures and Algorithms · Computer Science 2020-09-23 Haotian Jiang , Tarun Kathuria , Yin Tat Lee , Swati Padmanabhan , Zhao Song

Approximate message passing (AMP) is a family of iterative algorithms that generalize matrix power iteration. AMP algorithms are known to optimally solve many average-case optimization problems. In this paper, we show that a large class of…

Data Structures and Algorithms · Computer Science 2023-11-16 Misha Ivkov , Tselil Schramm

We consider the following problem: Given a rational matrix $A \in \setQ^{m \times n}$ and a rational polyhedron $Q \subseteq\setR^{m+p}$, decide if for all vectors $b \in \setR^m$, for which there exists an integral $z \in \setZ^p$ such…

Optimization and Control · Mathematics 2008-01-29 Friedrich Eisenbrand , Gennady Shmonin

The intention of this note is two-fold. First, we study integer optimization problems in standard form defined by $A \in\mathbb{Z}^{m\times{}n}$ and present an algorithm to solve such problems in polynomial-time provided that both the…

Optimization and Control · Mathematics 2016-04-01 Stephan Artmann , Friedrich Eisenbrand , Christoph Glanzer , Timm Oertel , Santosh Vempala , Robert Weismantel

We consider the NP-hard problem of minimizing a separable concave quadratic function over the integral points in a polyhedron, and we denote by D the largest absolute value of the subdeterminants of the constraint matrix. In this paper we…

Optimization and Control · Mathematics 2019-08-30 Alberto Del Pia

Many problems of systems control theory boil down to solving polynomial equations, polynomial inequalities or polyomial differential equations. Recent advances in convex optimization and real algebraic geometry can be combined to generate…

Optimization and Control · Mathematics 2013-09-13 Didier Henrion

Disjointly constrained multilinear programming concerns the problem of maximizing a multilinear function on the product of finitely many disjoint polyhedra. While maximizing a linear function on a polytope (linear programming) is known to…

Optimization and Control · Mathematics 2016-03-14 Kai Kellner

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…

Numerical Analysis · Mathematics 2009-02-02 David Monniaux
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