Related papers: Connecting optimization with spectral analysis of …
This paper studies the problem of selecting a submatrix of a positive definite matrix in order to achieve a desired bound on the smallest eigenvalue of the submatrix. Maximizing this smallest eigenvalue has applications to selecting input…
The maximum (or minimum) generalized eigenvalue of symmetric positive semidefinite matrices that depend on optimization variables often appears as objective or constraint functions in structural topology optimization when we consider…
We formulate the issue of minimality of self-adjoint operators on a Hilbert space as a semi-definite problem, linking the work by Overton in [1] to the characterization of minimal hermitian matrices. This motivates us to investigate the…
We present a hierarchy of tractable relaxations to obtain lower bounds on the minimum value of a polynomial over a constraint set defined by polynomial equations. In contrast to previous convex relaxation techniques for this problem, our…
We show a connection between sampling and optimization on discrete domains. For a family of distributions $\mu$ defined on size $k$ subsets of a ground set of elements that is closed under external fields, we show that rapid mixing of…
We consider the minimization or maximization of the $J$th largest eigenvalue of an analytic and Hermitian matrix-valued function, and build on Mengi et al. (2014, SIAM J. Matrix Anal. Appl., 35, 699-724). This work addresses the setting…
We investigate how to solve smooth matrix optimization problems with general linear inequality constraints on the eigenvalues of a symmetric matrix. We present solution methods to obtain exact global minima for linear objective functions,…
We consider the global minimization of smooth functions based solely on function evaluations. Algorithms that achieve the optimal number of function evaluations for a given precision level typically rely on explicitly constructing an…
The joint spectral radius of a set of matrices is a measure of the maximal asymptotic growth rate that can be obtained by forming long products of matrices taken from the set. This quantity appears in a number of application contexts but is…
We consider a hierarchy of upper approximations for the minimization of a polynomial $f$ over a compact set $K \subseteq \mathbb{R}^n$ proposed recently by Lasserre (arXiv:1907.097784, 2019). This hierarchy relies on using the push-forward…
The simplex algorithm for linear programming is based on the fact that any local optimum with respect to the polyhedral neighborhood is also a global optimum. We show that a similar result carries over to submodular maximization. In…
Given a symmetric matrix $A$, we show from the simple sketch $GAG^T$, where $G$ is a Gaussian matrix with $k = O(1/\epsilon^2)$ rows, that there is a procedure for approximating all eigenvalues of $A$ simultaneously to within $\epsilon…
This work concerns the global minimization of a prescribed eigenvalue or a weighted sum of prescribed eigenvalues of a Hermitian matrix-valued function depending on its parameters analytically in a box. We describe how the analytical…
We are concerned with the dependence of the lowest positive eigenvalue of the Dirac operator on the geometry of rectangles, subject to infinite-mass boundary conditions. We conjecture that the square is a global minimiser both under the…
Motivated by relativistic materials, we develop a numerical scheme to support existing or state new conjectures in the spectral optimisation of eigenvalues of the Dirac operator, subject to infinite-mass boundary conditions. We study the…
The main result of the paper is motivated by the following two, apparently unrelated graph optimization problems: (A) as an extension of Edmonds' disjoint branchings theorem, characterize digraphs comprising $k$ disjoint branchings $B_i$…
Given a compact parameter set $Y\subset R^p$, we consider polynomial optimization problems $(P_y$) on $R^n$ whose description depends on the parameter $y\inY$. We assume that one can compute all moments of some probability measure $\phi$ on…
We relate the problem of best low-rank approximation in the spectral norm for a matrix $A$ to Kolmogorov $n$-widths and corresponding optimal spaces. We characterize all the optimal spaces for the image of the Euclidean unit ball under $A$…
This paper is concerned with minimizing a sum of rational functions over a compact set of high-dimension. Our approach relies on the second Lasserre's hierarchy (also known as the upper bounds hierarchy) formulated on the pushforward…
A new approach to solving eigenvalue optimization problems for large structured matrices is proposed and studied. The class of optimization problems considered is related to computing structured pseudospectra and their extremal points, and…