Related papers: SymDPoly: symmetry-adapted moment relaxations for …
We study an optimization problem in which the objective is given as a sum of logarithmic-polynomial functions. This formulation is motivated by statistical estimation principles such as maximum likelihood estimation, and by loss functions…
A matrix optimization problem over an uncertain linear system on finite horizon (abbreviated as MOPUL) is studied, in which the uncertain transition matrix is regarded as a decision variable. This problem is in general NP-hard. By using the…
Many high dimensional sparse learning problems are formulated as nonconvex optimization. A popular approach to solve these nonconvex optimization problems is through convex relaxations such as linear and semidefinite programming. In this…
This paper studies an optimization problem on the sum of traces of matrix quadratic forms in $m$ semi-orthogonal matrices, which can be considered as a generalization of the synchronization of rotations. While the problem is nonconvex, the…
We describe a simple and flexible method for implementing semi-definite programming relaxations for bounding the set of quantum correlations. The method relies on obtaining equality constraints from randomly sampled moment matrices and…
Semidefinite relaxation techniques have shown great promise for nonconvex optimal power flow problems. However, a number of independent numerical experiments have led to concerns about scalability and robustness of existing SDP solvers. To…
We develop two adaptive discretization algorithms for convex semi-infinite optimization, which terminate after finitely many iterations at approximate solutions of arbitrary precision. In particular, they terminate at a feasible point of…
We present a memory-bounded optimization approach for solving infinite-horizon decentralized POMDPs. Policies for each agent are represented by stochastic finite state controllers. We formulate the problem of optimizing these policies as a…
We propose a homogeneous primal-dual interior-point method to solve sum-of-squares optimization problems by combining non-symmetric conic optimization techniques and polynomial interpolation. The approach optimizes directly over the…
In this paper, we investigate optimal control problems governed by semilinear elliptic variational inequalities involving constraints on the state, and more precisely the obstacle problem. Since we adopt a numerical point of view, we first…
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.…
This work presents a convex-optimization-based framework for analysis and control of nonlinear partial differential equations. The approach uses a particular weak embedding of the nonlinear PDE, resulting in a linear equation in the space…
We model the cardinality-constrained portfolio problem using semidefinite matrices and investigate a relaxation using semidefinite programming. Experimental results show that this relaxation generates tight lower bounds and even achieves…
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…
Semidefinite programs (SDPs) are standard convex problems that are frequently found in control and optimization applications. Interior-point methods can solve SDPs in polynomial time up to arbitrary accuracy, but scale poorly as the size of…
We consider the problem of approximating the reachable set of a discrete-time polynomial system from a semialgebraic set of initial conditions under general semialgebraic set constraints. Assuming inclusion in a given simple set like a box…
We give a quantum speedup for solving the canonical semidefinite programming relaxation for binary quadratic optimization. This class of relaxations for combinatorial optimization has so far eluded quantum speedups. Our methods combine…
We introduce a generic technique to obtain linear relaxations of semidefinite programs with provable guarantees based on the commutativity of the constraint and the objective matrices. We study conditions under which the optimal value of…
Recent results in compressed sensing show that, under certain conditions, the sparsest solution to an underdetermined set of linear equations can be recovered by solving a linear program. These results either rely on computing sparse…
We consider the problem of optimal input design for estimating uncertain parameters in a discrete-time linear state space model, subject to simultaneous amplitude and l1/l2-norm constraints on the admissible inputs. We formulate this…