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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…

Optimization and Control · Mathematics 2023-09-13 Johannes Aspman , Gilles Bareilles , Vyacheslav Kungurtsev , Jakub Marecek , Martin Takáč

Montanari and Richard (2015) asked whether a natural semidefinite programming (SDP) relaxation can effectively optimize $\mathbf{x}^{\top}\mathbf{W} \mathbf{x}$ over $\|\mathbf{x}\| = 1$ with $x_i \geq 0$ for all coordinates $i$, where…

Data Structures and Algorithms · Computer Science 2020-12-07 Afonso S. Bandeira , Dmitriy Kunisky , Alexander S. Wein

Determining the vanishing points (VPs) in a Manhattan world, as a fundamental task in many 3D vision applications, consists of jointly inferring the line-VP association and locating each VP. Existing methods are, however, either sub-optimal…

Computer Vision and Pattern Recognition · Computer Science 2025-06-06 Bangyan Liao , Zhenjun Zhao , Haoang Li , Yi Zhou , Yingping Zeng , Hao Li , Peidong Liu

We show that (i) any constrained polynomial optimization problem (POP) has an equivalent formulation on a variety contained in an Euclidean sphere and (ii) the resulting semidefinite relaxations in the moment-SOS hierarchy have the constant…

Optimization and Control · Mathematics 2020-07-20 Ngoc Hoang Anh Mai , Victor Magron , Jean-Bernard Lasserre

Sum of squares (SOS) optimization is a powerful technique for solving problems where the positivity of a polynomials must be enforced. The common approach to solve an SOS problem is by relaxation to a Semidefinite Program (SDP). The main…

Optimization and Control · Mathematics 2024-10-29 Daniel Keren , Margarita Osadchy , Roi Poranne

A polynomial optimization problem (POP) consists of minimizing a multivariate real polynomial on a semi-algebraic set $K$ described by polynomial inequalities and equations. In its full generality it is a non-convex, multi-extremal,…

Optimization and Control · Mathematics 2014-05-29 Cédric Josz , Didier Henrion

We propose semidefinite trajectory optimization (STROM), a framework that computes fast and certifiably optimal solutions for nonconvex trajectory optimization problems defined by polynomial objectives and constraints. STROM employs sparse…

Optimization and Control · Mathematics 2024-09-04 Shucheng Kang , Xiaoyang Xu , Jay Sarva , Ling Liang , Heng Yang

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…

Optimization and Control · Mathematics 2025-06-12 Ngoc Hoang Anh Mai , Victor Magron , Jean-Bernard Lasserre , Kim-Chuan Toh

Random projection, a dimensionality reduction technique, has been found useful in recent years for reducing the size of optimization problems. In this paper, we explore the use of sparse sub-gaussian random projections to approximate…

Optimization and Control · Mathematics 2024-06-21 Monse Guedes-Ayala , Pierre-Louis Poirion , Lars Schewe , Akiko Takeda

We give the first approximation algorithm for mixed packing and covering semidefinite programs (SDPs) with polylogarithmic dependence on width. Mixed packing and covering SDPs constitute a fundamental algorithmic primitive with recent…

Data Structures and Algorithms · Computer Science 2021-07-13 Arun Jambulapati , Yin Tat Lee , Jerry Li , Swati Padmanabhan , Kevin Tian

We study the problem of maximizing the geometric mean of $d$ low-degree non-negative forms on the real or complex sphere in $n$ variables. We show that this highly non-convex problem is NP-hard even when the forms are quadratic and is…

Optimization and Control · Mathematics 2021-03-23 Chenyang Yuan , Pablo A. Parrilo

Maximum A posteriori Probability (MAP) inference in graphical models amounts to solving a graph-structured combinatorial optimization problem. Popular inference algorithms such as belief propagation (BP) and generalized belief propagation…

Machine Learning · Statistics 2017-09-20 Murat A. Erdogdu , Yash Deshpande , Andrea Montanari

This paper deals with the problem of finding the globally optimal subset of h elements from a larger set of n elements in d space dimensions so as to minimize a quadratic criterion, with an special emphasis on applications to computing the…

Optimization and Control · Mathematics 2015-06-01 Salvador Flores

In this paper, we propose a new convergent conic programming hierarchy of relaxations involving both semi-definite cone and second-order cone constraints for solving nonconvex polynomial optimization problems to global optimality. The…

Optimization and Control · Mathematics 2018-09-19 T. D Chuong , V. Jeyakumar , G. Li

Motivated by the task of clustering either $d$ variables or $d$ points into $K$ groups, we investigate efficient algorithms to solve the Peng-Wei (P-W) $K$-means semi-definite programming (SDP) relaxation. The P-W SDP has been shown in the…

Machine Learning · Statistics 2018-10-23 Carson Eisenach , Han Liu

Semidefinite programming (SDP) provides a principled framework for convex relaxations of nonconvex geometric constraints in motion planning, yet existing solvers are too computationally expensive for real-time control, particularly on…

Semidefinite programming (SDP) is widely acknowledged as one of the most effective methods for deriving the tightest lower bounds of the optimal power flow (OPF) problems. In this paper, an enhanced semidefinite relaxation model that…

Systems and Control · Electrical Eng. & Systems 2024-10-01 Zhaojun Ruan , Libao Shi

Convex relaxations based on different hierarchies of linear/semi-definite programs have been used recently to devise approximation algorithms for various optimization problems. The approximation guarantee of these algorithms improves with…

Data Structures and Algorithms · Computer Science 2015-03-20 Venkatesan Guruswami , Ali Kemal Sinop

The problems of outliers detection and robust regression in a high-dimensional setting are fundamental in statistics, and have numerous applications. Following a recent set of works providing methods for simultaneous robust regression and…

Machine Learning · Statistics 2017-12-08 Alain Virouleau , Agathe Guilloux , Stéphane Gaïffas , Malgorzata Bogdan

For a constraint satisfaction problem (CSP), a robust satisfaction algorithm is one that outputs an assignment satisfying most of the constraints on instances that are near-satisfiable. It is known that the CSPs that admit efficient robust…

Data Structures and Algorithms · Computer Science 2025-09-09 Joshua Brakensiek , Venkatesan Guruswami , Sai Sandeep