Related papers: Exploiting Sparsity in Complex Polynomial Optimiza…

This work is a follow-up and a complement to arXiv:1912.08899 [math.OC] for solving polynomial optimization problems (POPs). The chordal-TSSOS hierarchy that we propose is a new sparse moment-SOS framework based on term-sparsity and chordal…

The moment sum of squares (moment-SOS) hierarchy produces sequences of upper and lower bounds on functionals of the exit time solution of a polynomial stochastic differential equation with polynomial constraints, at the price of solving…

We introduce a convergent hierarchy of lower bounds on the minimum value of a real form over the unit sphere. The main practical advantage of our hierarchy over the real sum-of-squares (RSOS) hierarchy is that the lower bound at each level…

Optimization over non-negative polynomials is fundamental for nonlinear systems analysis and control. We investigate the relation between three tractable relaxations for optimizing over sparse non-negative polynomials: sparse sum-of-squares…

We introduce a sublevel Moment-SOS hierarchy where each SDP relaxation can be viewed as an intermediate (or interpolation) between the d-th and (d+1)-th order SDP relaxations of the Moment-SOS hierarchy (dense or sparse version). With the…

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 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…

AC-OPF (Alternative Current Optimal Power Flow)aims at minimizing the operating costs of a power gridunder physical constraints on voltages and power injections.Its mathematical formulation results in a nonconvex polynomial…

Motivated by stability analysis of large scale power systems, we describe how the Lasserre (moment-sums of squares, SOS) hierarchy can be used to generate outer approximations of the region of attraction (ROA) of sparse polynomial…

The Gromov-Wasserstein (GW) problem is an extension of the classical optimal transport problem to settings where the source and target distributions reside in incomparable spaces, and for which a cost function that attributes the price of…

The behaviour of the moment-sums-of-squares (moment-SOS) hierarchy for polynomial optimal control problems on compact sets has been explored to a large extent. Our contribution focuses on the case of non-compact control sets. We describe a…

The Moment/Sum-of-squares hierarchy provides a way to compute the global minimizers of polynomial optimization problems (POP), at the cost of solving a sequence of increasingly large semidefinite programs (SDPs). We consider large-scale…

The standard moment-sum-of-squares (SOS) hierarchy is a powerful method for solving global polynomial optimization problems. However, its convergence relies on Putinar's Positivstellensatz, which requires the feasible set to satisfy the…

We describe a parametric univariate quadratic optimization problem for which the moment-SOS hierarchy has finite but increasingly slow convergence when the parameter tends to its limit value. We estimate the order of finite convergence as a…

This paper studies generalized semi-infinite programs (GSIPs) given by polynomials. We propose a hierarchy of polynomial optimization relaxations to solve them. They are based on Lagrange multiplier expressions and polynomial extensions.…

A polynomial matrix inequality is a formula asserting that a polynomial matrix is positive semidefinite. Polynomial matrix optimization concerns minimizing the smallest eigenvalue of a symmetric polynomial matrix subject to a tuple of…

It is well-known that any sum of squares (SOS) program can be cast as a semidefinite program (SDP) of a particular structure and that therein lies the computational bottleneck for SOS programs, as the SDPs generated by this procedure are…

In this paper, we present a branch and bound algorithm for extracting approximate solutions to Global Polynomial Optimization (GPO) problems with bounded feasible sets. The algorithm is based on a combination of SOS/Moment relaxations and…

The Moment-SOS hierarchy initially introduced in optimization in 2000, is based on the theory of the K-moment problem and its dual counterpart, polynomials that are positive on K. It turns out that this methodology can be also applied to…

We propose HAMSI (Hessian Approximated Multiple Subsets Iteration), which is a provably convergent, second order incremental algorithm for solving large-scale partially separable optimization problems. The algorithm is based on a local…