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We present a general approach to rounding semidefinite programming relaxations obtained by the Sum-of-Squares method (Lasserre hierarchy). Our approach is based on using the connection between these relaxations and the Sum-of-Squares proof…

Data Structures and Algorithms · Computer Science 2013-12-24 Boaz Barak , Jonathan Kelner , David Steurer

We give new algorithms based on the sum-of-squares method for tensor decomposition. Our results improve the best known running times from quasi-polynomial to polynomial for several problems, including decomposing random overcomplete…

Data Structures and Algorithms · Computer Science 2016-10-07 Tengyu Ma , Jonathan Shi , David Steurer

We consider min-max optimization problems for polynomial functions, where a multivariate polynomial is maximized with respect to a subset of variables, and the resulting maximal value is minimized with respect to the remaining variables.…

Optimization and Control · Mathematics 2023-06-27 Francis Bach

Many high dimensional sparse learning problems are formulated as nonconvex optimization. A popular approach to solve these nonconvex optimization problems is through convex relaxations such as linear and semidefinite programming. In this…

Machine Learning · Statistics 2015-03-17 Zhaoran Wang , Quanquan Gu , Han Liu

In modern data analysis, one is frequently faced with statistical inference problems involving massive datasets. Processing such large datasets is usually viewed as a substantial computational challenge. However, if data are a…

Statistics Theory · Mathematics 2015-06-12 Venkat Chandrasekaran , Michael I. Jordan

We propose a computationally tractable method for the identification of stable canonical discrete-time rational transfer function models, using frequency domain data. The problem is formulated as a global non-convex optimization problem…

Systems and Control · Electrical Eng. & Systems 2023-12-27 Mohamed Abdalmoaty , Jared Miller , Mingzhou Yin , Roy S. Smith

Numerous interesting properties in nonlinear systems analysis can be written as polynomial optimization problems with nonconvex sum-of-squares problems. To solve those problems efficiently, we propose a sequential approach of local…

Optimization and Control · Mathematics 2023-10-03 Torbjørn Cunis , Benoît Legat

We present a hierarchy of semidefinite programs (SDPs) for the problem of fitting a shape-constrained (multivariate) polynomial to noisy evaluations of an unknown shape-constrained function. These shape constraints include convexity or…

Optimization and Control · Mathematics 2022-10-31 Mihaela Curmei , Georgina Hall

Optimizing over the cone of nonnegative polynomials, and its dual counterpart, optimizing over the space of moments that admit a representing measure, are fundamental problems that appear in many different applications from engineering and…

Optimization and Control · Mathematics 2019-06-20 Georgina Hall

Motivated by applications in robotics and computer vision, we study problems related to spatial reasoning of a 3D environment using sublevel sets of polynomials. These include: tightly containing a cloud of points (e.g., representing an…

Optimization and Control · Mathematics 2017-03-09 Amir Ali Ahmadi , Georgina Hall , Ameesh Makadia , Vikas Sindhwani

We study a class of combinatorial scheduling problems characterized by a particular type of constraint often associated with electrical power or gas energy. This constraint appears in several practical applications and is expressed as a sum…

Data Structures and Algorithms · Computer Science 2023-12-27 Trung Thanh Nguyen , Khaled Elbassioni , Areg Karapetyan , Majid Khonji

Convex optimization problems arise naturally in quantum information theory, often in terms of minimizing a convex function over a convex subset of the space of hermitian matrices. In most cases, finding exact solutions to these problems is…

Quantum Physics · Physics 2014-11-26 Mark W. Girard , Gilad Gour , Shmuel Friedland

The goal of this paper is to survey the properties of the eigenvalue relaxation for least squares binary problems. This relaxation is a convex program which is obtained as the Lagrangian dual of the original problem with an implicit compact…

Methodology · Statistics 2009-02-10 Stephane Chretien , Franck Corset

This paper develops a correspondence relating convex hulls of fractional functions with those of polynomial functions over the same domain. Using this result, we develop a number of new reformulations and relaxations for fractional…

Optimization and Control · Mathematics 2024-06-18 Taotao He , Siyue Liu , Mohit Tawarmalani

We consider estimation models of the form $Y=X^*+N$, where $X^*$ is some $m$-dimensional signal we wish to recover, and $N$ is symmetrically distributed noise that may be unbounded in all but a small $\alpha$ fraction of the entries. We…

Machine Learning · Computer Science 2022-11-15 Tommaso d'Orsi , Rajai Nasser , Gleb Novikov , David Steurer

In this paper, we propose a framework based on sum-of-squares programming to design iterative first-order optimization algorithms for smooth and strongly convex problems. Our starting point is to develop a polynomial matrix inequality as a…

Optimization and Control · Mathematics 2018-09-25 Mahyar Fazlyab , Manfred Morari , Victor M. Preciado

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…

Optimization and Control · Mathematics 2014-01-13 Bogdan Dumitrescu , Bogdan C. Sicleru , Florin Avram

Estimation is the computational task of recovering a hidden parameter $x$ associated with a distribution $D_x$, given a measurement $y$ sampled from the distribution. High dimensional estimation problems arise naturally in statistics,…

Data Structures and Algorithms · Computer Science 2019-08-07 Prasad Raghavendra , Tselil Schramm , David Steurer

Correspondence problems are often modelled as quadratic optimization problems over permutations. Common scalable methods for approximating solutions of these NP-hard problems are the spectral relaxation for non-convex energies and the…

Graphics · Computer Science 2017-05-18 Nadav Dym , Haggai Maron , Yaron Lipman

Building on the blueprint from Goemans and Williamson (1995) for the Max-Cut problem, we construct a polynomial-time approximation algorithm for orthogonally constrained quadratic optimization problems. First, we derive a semidefinite…

Optimization and Control · Mathematics 2026-03-17 Ryan Cory-Wright , Jean Pauphilet
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