Related papers: Moment-SOS hierarchy and exit time of stochastic p…
This paper establishes a statistical versus computational trade-off for solving a basic high-dimensional machine learning problem via a basic convex relaxation method. Specifically, we consider the {\em Sparse Principal Component Analysis}…
The first part of this paper is devoted to an analysis of moment problems in R^n with supports contained in a closed set defined by finitely many polynomial inequalities. The second part of the paper uses the representation results of…
A widely used method for solving SOS (Sum Of Squares) decomposition problem is to reduce it to the problem of semi-definite programs (SDPs) which can be efficiently solved in theory. In practice, although many SDP solvers can work out some…
We introduce two families of sum-of-squares (SOS) decompositions for the Bell operators associated with the tilted CHSH expressions introduced in Phys. Rev. Lett. 108, 100402 (2012). These SOS decompositions provide tight upper bounds on…
We address the problem of symmetry reduction of optimal control problems under the action of a finite group from a measure relaxation viewpoint. We propose a method based on the moment-SOS aka Lasserre hierarchy which allows one to…
In the first part of the paper, we consider a discrete-time stochastic control system. We show that, under certain conditions, the set of random occupational measures generated by the state-control trajectories of the system as well as the…
We present and analyze a central cutting surface algorithm for general semi-infinite convex optimization problems, and use it to develop a novel algorithm for distributionally robust optimization problems in which the uncertainty set…
Many previous Sum-of-Squares (SOS) lower bounds for CSPs had two deficiencies related to global constraints. First, they were not able to support a "cardinality constraint", as in, say, the Min-Bisection problem. Second, while the…
We consider the problem of approximating numerically the moments and the supports of measures which are invariant with respect to the dynamics of continuous- and discrete-time polynomial systems, under semialgebraic set constraints. First,…
In this paper, we develop new optional stopping theorems for scenarios where the stopping rules are defined by bounded continuity regions. Moreover, we establish a wide variety of inequalities on the supremums and infimums of functions of…
Under what circumstances does the ``closeness" of two functions imply the ``closeness" of their respective sublevel sets? In this paper, we answer this question by showing that if a sequence of functions converges strictly from above/below…
Moment dynamics in stochastic chemical kinetics often involve an infinite chain of coupled equations, where lower-order moments depend on higher-order ones, making them analytically intractable. Moment bounding via semidefinite programming…
We consider the Stokes phenomenon for the solutions of some partial differential equations with variable coefficients in two complex variables, where initial data are holomorphic. We use the theory of (moment) summability and the theory of…
Standard approaches to probabilistic reasoning require that one possesses an explicit model of the distribution in question. But, the empirical learning of models of probability distributions from partial observations is a problem for which…
In this paper, we address the problem of reconstruction of support of a measure from its moments. More precisely, given a finite subset of the moments of a measure, we develop a semidefinite program for approximating the support of measure…
In this paper we propose a convex Sum-of-Squares optimization problem for finding outer approximations of forward reachable sets for nonlinear uncertain Ordinary Differential Equations (ODE's) with either (or both) L2 or point-wise bounded…
In this paper, we study variational inequality problems (VIPs) with involved mappings and feasible sets characterized by polynomial functions (namely, polynomial VIPs). We propose a numerical algorithm for computing solutions to polynomial…
We study the optimization problem over the weakly Pareto set of a convex multiobjective optimization problem given by polynomial functions. Using Lagrange multiplier expressions and the weight vector, we give three types of representations…
We propose a general method for optimization with semi-infinite constraints that involve a linear combination of functions, focusing on the case of the exponential function. Each function is lower and upper bounded on sub-intervals by…
In the stochastic formulation of chemical kinetics, the stationary moments of the population count of species can be described via a set of linear equations. However, except for some specific cases such as systems with linear reaction…