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We consider a new hierarchy of semidefinite relaxations for the general polynomial optimization problem $(P):\:f^{\ast}=\min \{\,f(x):x\in K\,\}$ on a compact basic semi-algebraic set $K\subset\R^n$. This hierarchy combines some advantages…

Optimization and Control · Mathematics 2015-06-29 Jean-Bernard Lasserre , Toh Kim-Chuan , Yang Shouguang

Sparse Optimal Scoring (SOS) reformulates linear discriminant analysis to enable feature selection through elastic net regularization, making it well-suited for high-dimensional settings where the number of features exceeds observations.…

Machine Learning · Statistics 2026-04-29 Sharmin Afroz , Brendan Ames

This paper deals with the impact of linear approximations for the unknown nonconvex confidence region of chance-constrained AC optimal power flow problems. Such approximations are required for the formulation of tractable chance…

Systems and Control · Computer Science 2018-10-03 Lejla Halilbasic , Pierre Pinson , Spyros Chatzivasileiadis

The AC Optimal Power Flow (AC-OPF) is a key building block in many power system applications. It determines generator setpoints at minimal cost that meet the power demands while satisfying the underlying physical and operational…

Signal Processing · Electrical Eng. & Systems 2020-07-01 Minas Chatzos , Ferdinando Fioretto , Terrence W. K. Mak , Pascal Van Hentenryck

One considers polynomial optimization problems with compact feasible set $\mathbf{\Omega}$ defined by SOS-concave polynomials $g_j$, and with a globally non-convex polynomial objective $f$. We show that if $f$ is strongly convex on…

Optimization and Control · Mathematics 2026-03-03 Srećko Ðurašinović , Jean B. Lasserre

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…

Optimization and Control · Mathematics 2020-01-13 Yang Zheng , Giovanni Fantuzzi , Antonis Papachristodoulou

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

Deep learning approaches for the Alternating Current-Optimal Power Flow (AC-OPF) problem are under active research in recent years. A common shortcoming in this area of research is the lack of a dataset that includes both a realistic power…

Machine Learning · Computer Science 2022-05-20 Tsun Ho Aaron Cheung , Min Zhou , Minghua Chen

This paper considers sparse polynomial optimization with unbounded sets. When the problem possesses correlative sparsity, we propose a sparse homogenized Moment-SOS hierarchy with perturbations to solve it. The new hierarchy introduces one…

Optimization and Control · Mathematics 2024-01-30 Lei Huang , Shucheng Kang , Jie Wang , Heng Yang

In recent years, many estimation problems in robotics have been shown to be solvable to global optimality using their semidefinite relaxations. However, the runtime complexity of off-the-shelf semidefinite programming (SDP) solvers is up to…

Robotics · Computer Science 2025-01-15 Frederike Dümbgen , Connor Holmes , Timothy D. Barfoot

There is an emerging need for efficient solutions to stochastic AC Optimal Power Flow ({AC-}OPF) to ensure optimal and reliable grid operations in the presence of increasing demand and generation uncertainty. This paper presents a highly…

Systems and Control · Electrical Eng. & Systems 2020-06-11 Ilyes Mezghani , Sidhant Misra , Deepjyoti Deka

Fast and accurate optimization and simulation is widely becoming a necessity for large scale transmission resiliency and planning studies such as N-1 SCOPF, batch contingency solvers, and stochastic power flow. Current commercial tools,…

Systems and Control · Electrical Eng. & Systems 2021-03-30 Aayushya Agarwal , Amritanshu Pandey , Larry Pileggi

In this paper, we address the effective degree bound problem for Lasserre's hierarchy of moment-sum-of-squares (SOS) relaxations in polynomial optimization involving $n$ variables. We assume that the first $n$ equality constraint…

Optimization and Control · Mathematics 2025-06-03 Zheng Hua , Zheng Qu

Estimating unknown rotations from noisy measurements is an important step in SfM and other 3D vision tasks. Typically, local optimization methods susceptible to returning suboptimal local minima are used to solve the rotation averaging…

Computer Vision and Pattern Recognition · Computer Science 2019-06-17 Matthew Giamou , Filip Maric , Valentin Peretroukhin , Jonathan Kelly

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…

Optimization and Control · Mathematics 2018-10-09 Lingling Fan , Hossein Ghassempour Aghamolki , Zhixin Miao , Bo Zeng

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…

Optimization and Control · Mathematics 2025-07-08 Karolına Sehnalová , Didier Henrion , Milan Korda , Martin Kružík

Applying machine learning to combinatorial optimization problems has the potential to improve both efficiency and accuracy. However, existing learning-based solvers often struggle with generalization when faced with changes in problem…

Machine Learning · Computer Science 2023-03-02 Chenguang Wang , Zhouliang Yu , Stephen McAleer , Tianshu Yu , Yaodong Yang

We consider the global minimization of a polynomial on a compact set B. We show that each step of the Moment-SOS hierarchy has a nice and simple interpretation that complements the usual one. Namely, it computes coefficients of a polynomial…

Optimization and Control · Mathematics 2020-11-18 Jean-Bernard Lasserre

This work introduces a new method to efficiently solve optimization problems constrained by partial differential equations (PDEs) with uncertain coefficients. The method leverages two sources of inexactness that trade accuracy for speed:…

Optimization and Control · Mathematics 2019-05-20 Matthew J. Zahr , Kevin T. Carlberg , Drew P. Kouri

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