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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…

Optimization and Control · Mathematics 2009-05-18 Jean B. Lasserre

We study several variants of decomposing a symmetric matrix into a sum of a low-rank positive semidefinite matrix and a diagonal matrix. Such decompositions have applications in factor analysis and they have been studied for many decades.…

Optimization and Control · Mathematics 2023-10-02 Levent Tunçel , Stephen A. Vavasis , Jingye Xu

This paper presents computationally feasible rank-one relaxation algorithms for the efficient simulation of a time-incremental damage model with nonconvex incremental stress potentials in multiple spatial dimensions. While the standard…

Computational Engineering, Finance, and Science · Computer Science 2023-02-10 Daniel Balzani , Maximilian Köhler , Timo Neumeier , Malte A. Peter , Daniel Peterseim

We consider minimizing a conic quadratic objective over a polyhedron. Such problems arise in parametric value-at-risk minimization, portfolio optimization, and robust optimization with ellipsoidal objective uncertainty; and they can be…

Optimization and Control · Mathematics 2018-11-06 Alper Atamturk , Andres Gomez

A semilinear relation is a finite union of finite intersections of open and closed half-spaces over, for instance, the reals, the rationals, or the integers. Semilinear relations have been studied in connection with algebraic geometry,…

Computational Complexity · Computer Science 2015-06-02 Peter Jonsson , Johan Thapper

The (combinatorial) diameter of a polytope $P \subseteq \mathbb R^d$ is the maximum value of a shortest path between a pair of vertices on the 1-skeleton of $P$, that is the graph where the nodes are given by the $0$-dimensional faces of…

Combinatorics · Mathematics 2018-07-24 Laura Sanità

In many high-dimensional problems, like sparse-PCA, planted clique, or clustering, the best known algorithms with polynomial time complexity fail to reach the statistical performance provably achievable by algorithms free of computational…

Statistics Theory · Mathematics 2025-06-17 Bertrand Even , Christophe Giraud , Nicolas Verzelen

Inverse problems are ubiquitous in science and engineering. Many of these are naturally formulated as a PDE-constrained optimization problem. These non-linear, large-scale, constrained optimization problems know many challenges, of which…

Optimization and Control · Mathematics 2024-12-03 Tristan van Leeuwen , Yunan Yang

Split cuts are cutting planes for mixed integer programs whose validity is derived from maximal lattice point free polyhedra of the form $S:=\{x : \pi_0 \leq \pi^T x \leq \pi_0+1 \}$ called split sets. The set obtained by adding all split…

Optimization and Control · Mathematics 2009-06-30 Kent Andersen , Quentin Louveaux , Robert Weismantel

We study the minimum number of constraints needed to formulate random instances of the maximum stable set problem via linear programs (LPs), in two distinct models. In the uniform model, the constraints of the LP are not allowed to depend…

Computational Complexity · Computer Science 2016-10-26 Gábor Braun , Samuel Fiorini , Sebastian Pokutta

We consider the NP-hard problem of minimizing a convex quadratic function over the integer lattice ${\bf Z}^n$. We present a simple semidefinite programming (SDP) relaxation for obtaining a nontrivial lower bound on the optimal value of the…

Optimization and Control · Mathematics 2017-03-16 Jaehyun Park , Stephen Boyd

General quadratically constrained quadratic programs (QCQPs) are challenging to solve as they are known to be NP-hard. A popular approach to approximating QCQP solutions is to use semidefinite programming (SDP) relaxations. It is well-known…

Optimization and Control · Mathematics 2025-02-24 Masakazu Kojima , Naohiko Arima , Sunyoung Kim

Each non-zero point in $\mathbb{R}^d$ identifies a closest point $x$ on the unit sphere $\mathbb{S}^{d-1}$. We are interested in computing an $\epsilon$-approximation $y \in \mathbb{Q}^d$ for $x$, that is exactly on $\mathbb{S}^{d-1}$ and…

Computational Geometry · Computer Science 2017-07-27 Daniel Bahrdt , Martin P. Seybold

Geometric hitting set problems, in which we seek a smallest set of points that collectively hit a given set of ranges, are ubiquitous in computational geometry. Most often, the set is discrete and is given explicitly. We propose new…

Computational Geometry · Computer Science 2025-04-24 Jean Cardinal , Xavier Goaoc , Sarah Wajsbrot

We consider the problem of computing the maximal invariant set of discrete-time linear systems subject to a class of non-convex constraints that admit quadratic relaxations. These non-convex constraints include semialgebraic sets and other…

Systems and Control · Electrical Eng. & Systems 2020-11-30 Zheming Wang , Raphaël M. Jungers , Chong-Jin Ong

In view of solving problems of geometric realizability of polyhedra with given geometric constraints, we describe the space of geometric realizations of a simply-connected triangulated euclidean polyhedron in $\mathbb{R}^3$ up to similarity…

Metric Geometry · Mathematics 2017-03-10 Maria Hempel

It is folklore particularly in numerical and computer sciences that, instead of solving some general problem f:A->B, additional structural information about the input x in A (that is any kind of promise that x belongs to a certain subset A'…

Computational Complexity · Computer Science 2009-09-02 Martin Ziegler

We introduce the simple extension complexity of a polytope P as the smallest number of facets of any simple (i.e., non-degenerate in the sense of linear programming) polytope which can be projected onto P. We devise a combinatorial method…

Combinatorics · Mathematics 2015-01-23 Volker Kaibel , Matthias Walter

Principal component analysis (PCA) is one of the most widely used dimensionality reduction tools in data analysis. The PCA direction is a linear combination of all features with nonzero loadings -- this impedes interpretability. Sparse PCA…

Optimization and Control · Mathematics 2021-08-18 Santanu S. Dey , Rahul Mazumder , Guanyi Wang

We revisit the minimum-link path problem: Given a polyhedral domain and two points in it, connect the points by a polygonal path with minimum number of edges. We consider settings where the vertices and/or the edges of the path are…

Computational Geometry · Computer Science 2019-03-12 Irina Kostitsyna , Maarten Löffler , Valentin Polishchuk , Frank Staals