Related papers: Spectrahedral relaxations of hyperbolicity cones
A combinatorial optimization problem (COP) has a finite groundset $E(\left|E\right|=N$), a weight vector $c=\left(c^e:e\in E\right)$ and a family $T\in E$ of feasible subsets with objective to find $t\in T$ with maximal weight:…
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…
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…
A subset of Q^n is called semilinear (or piecewise linear) if it is Boolean combination of linear half-spaces. We study the computational complexity of the constraint satisfaction problem (CSP) over the rationals when all the constraints…
Consider a finite collection of affine hyperplanes in $\mathbb R^d$. The hyperplanes dissect $\mathbb R^d$ into finitely many polyhedral chambers. For a point $x\in \mathbb R^d$ and a chamber $P$ the metric projection of $x$ onto $P$ is the…
Polynomial optimization encompasses a broad class of problems in which both the objective function and constraints are polynomial functions of the decision variables. In recent years, a substantial body of research has focused on…
In this paper, we show that the standard semidefinite programming (SDP) relaxation of altering current optimal power flow (AC OPF) can be equivalently reformulated as second-order cone programming (SOCP) relaxation with maximal clique- and…
We present a hierarchy of semidefinite programs (SDPs) for the problem of fitting a shape-constrained (multivariate) polynomial to noisy evaluations of an unknown shape-constrained function. These shape constraints include convexity or…
We consider the LP in standard form min {c T x\,: Ax = b; x $\ge$ 0} and inspired by $\epsilon$-regularization in Optimal Transport, we introduce its $\epsilon$-regularization ''min {c T x + $\epsilon$ f (x)\,: Ax = b; x $\ge$ 0}'' via the…
In solving hard computational problems, semidefinite program (SDP) relaxations often play an important role because they come with a guarantee of optimality. Here, we focus on a popular semidefinite relaxation of K-means clustering which…
The (matricial) solution set of a Linear Matrix Inequality (LMI) is a convex basic non-commutative semi-algebraic set. The main theorem of this paper is a converse, a result which has implications for both semidefinite programming and…
Let $C$ be a proper convex cone generated by a compact set which supports a measure $\mu$. A construction due to A.Barvinok, E.Veomett and J.B. Lasserre produces, using $\mu$, a sequence $(P_k)_{k\in \mathbb{N}}$ of nested spectrahedral…
A quadratically constrained quadratic program (QCQP) is an optimization problem in which the objective function is a quadratic function and the feasible region is defined by quadratic constraints. Solving non-convex QCQP to global…
Let ${\cal S}_+^n \subset {\cal S}^n$ be the cone of positive semi-definite matrices as a subset of the vector space of real symmetric $n \times n$ matrices. The intersection of ${\cal S}_+^n$ with a linear subspace of ${\cal S}^n$ is…
This paper studies exact semidefinite programming relaxations (SDPRs) for separable quadratically constrained quadratic programs (QCQPs). We consider the construction of a larger separable QCQP from multiple QCQPs with exact SDPRs. We show…
For every hyperplane $H$ supporting a convex body $C$ in the hyperbolic space $\mathbb{H}^d$ we define the width of $C$ determined by $H$ as the distance between $H$ and a most distant ultraparallel hyperplane supporting $C$. We prove that…
We propose a new homotopy-based conditional gradient method for solving convex optimization problems with a large number of simple conic constraints. Instances of this template naturally appear in semidefinite programming problems arising…
We consider polynomial optimization problems (POP) on a semialgebraic set contained in the nonnegative orthant (every POP on a compact set can be put in this format by a simple translation of the origin). Such a POP can be converted to an…
Quadratically constrained quadratic programs (QCQPs) are a fundamental class of optimization problems. In a QCQP, we are asked to minimize a (possibly nonconvex) quadratic function subject to a number of (possibly nonconvex) quadratic…
Consider a homogeneous polynomial $p(z_1,...,z_n)$ of degree $n$ in $n$ complex variables . Assume that this polynomial satisfies the property : \\ $|p(z_1,...,z_n)| \geq \prod_{1 \leq i \leq n} Re(z_i)$ on the domain $\{(z_1,...,z_n) :…