Related papers: Worst-case examples for Lasserre's measure--based …

The Lasserre hierarchy is a systematic procedure for constructing a sequence of increasingly tight relaxations that capture the convex formulations used in the best available approximation algorithms for a wide variety of optimization…

We study the polynomial optimization problem of minimizing a multihomogeneous polynomial over the product of spheres. This polynomial optimization problem models the tensor optimization problem of finding the best rank one approximation of…

The problem of characterizing a real polynomial $f$ as a sum of squares of polynomials on a real algebraic variety $V$ dates back to the pioneering work of Hilbert in [Mathematische Annalen 32.3 (1888): 342-350]. In this paper, we…

In high-stakes engineering applications, optimization algorithms must come with provable worst-case guarantees over a mathematically defined class of problems. Designing for the worst case, however, inevitably sacrifices performance on the…

Exploiting higher-order derivatives in convex optimization is known at least since 1970's. In each iteration higher-order (also called tensor) methods minimize a regularized Taylor expansion of the objective function, which leads to faster…

We classify, according to their computational complexity, integer optimization problems whose constraints and objective functions are polynomials with integer coefficients and the number of variables is fixed. For the optimization of an…

The problem of minimizing a polynomial over a set of polynomial inequalities is an NP-hard non-convex problem. Thanks to powerful results from real algebraic geometry, one can convert this problem into a nested sequence of…

This paper is devoted to the theoretical and numerical investigation of an augmented Lagrangian method for the solution of optimization problems with geometric constraints. Specifically, we study situations where parts of the constraints…

This paper studies matrix constrained polynomial optimization. We investigate how to get explicit expressions for Lagrange multiplier matrices from the first order optimality conditions. The existence of these expressions can be shown under…

In this paper, we study linearly constrained optimization problems (LCP). After applying Hadamard parametrization, the feasible set of the parametrized problem (LCPH) becomes an algebraic variety, with conducive geometric properties which…

Optimization problems with convex quadratic cost and polyhedral constraints are ubiquitous in signal processing, automatic control and decision-making. We consider here an enlarged problem class that allows to encode logical conditions and…

Multivariate polynomial optimization is a prevalent model for a number of engineering problems. From a mathematical viewpoint, polynomial optimization is challenging because it is non-convex. The Lasserre's theory, based on semidefinite…

Semidefinite programming (SDP) is a fundamental class of convex optimization problems with diverse applications in mathematics, engineering, machine learning, and related disciplines. This paper investigates the application of the…

This paper focuses on investigating an inexact stochastic model-based optimization algorithm that integrates preconditioning techniques for solving stochastic composite optimization problems. The proposed framework unifies and extends the…

There has been much recent interest in hierarchies of progressively stronger convexifications of polynomial optimisation problems (POP). These often converge to the global optimum of the POP, asymptotically, but prove challenging to solve…

In this paper, we prove optimal convergence rates results for regularisation methods for solving linear ill-posed operator equations in Hilbert spaces. The result generalises existing convergence rates results on optimality to general…

This paper investigates the minimization of the expectation of piecewise polynomial loss functions over Wasserstein balls. This optimization problem often appears as a key sub-problem of distributionally robust optimization problems. We…

The moment-sum of squares hierarchy by Lasserre has become an established technique for solving polynomial optimization problems. It provides a monotonically increasing series of tight bounds, but has well-known scalability limitations. For…

We develop a new family of linear programs, that yield upper bounds on the rate of binary linear codes of a given distance. Our bounds apply {\em only to linear codes.} Delsarte's LP is the weakest member of this family and our LP yields…

Transmission system operators need to adapt their decision-making tools to the technological evolutions of the twenty first century. A computation inherent to most tools seeks to find alternating-current power flows that minimize power loss…