English
Related papers

Related papers: Tractable hierarchies of convex relaxations for po…

200 papers

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

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

Effective Positivstellens\"atze provide convergence rates for the moment-sum-of-squares (SoS) hierarchy for polynomial optimization (POP). In this paper, we add a qualitative property to the recent advances in those effective…

Optimization and Control · Mathematics 2025-02-26 Corbinian Schlosser

In theory, hierarchies of semidefinite programming (SDP) relaxations based on sum of squares (SOS) polynomials have been shown to provide arbitrarily close approximations for a general polynomial optimization problem (POP). However, due to…

Optimization and Control · Mathematics 2018-12-31 Xiaolong Kuang , Bissan Ghaddar , Joe Naoum-Sawaya , Luis F. Zuluaga

We consider a property of positive polynomials on a compact set with a small perturbation. When applied to a Polynomial Optimization Problem (POP), the property implies that the optimal value of the corresponding SemiDefinite Programming…

Optimization and Control · Mathematics 2016-05-17 Masakazu Muramatsu , Hayato Waki , Levent Tuncel

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 consider the Moment-SOS hierarchy in polynomial optimization. We first provide a sufficient condition to solve the truncated K-moment problem associated with a given degree-$2n$ pseudo-moment sequence $\phi$ n and a semi-algebraic set $K…

Optimization and Control · Mathematics 2025-01-13 Jean B Lasserre

This paper studies the polynomial optimization problem whose feasible set is a union of several basic closed semialgebraic sets. We propose a unified hierarchy of Moment-SOS relaxations to solve it globally. Under some assumptions, we prove…

Optimization and Control · Mathematics 2024-05-21 Jiawang Nie , Linghao Zhang

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

The moment-SOS (sum of squares) hierarchy is a powerful approach for solving globally non-convex polynomial optimization problems (POPs) at the price of solving a family of convex semidefinite optimization problems (called moment-SOS…

Optimization and Control · Mathematics 2025-07-08 Didier Henrion

We study a class of polynomial optimization problems with a robust polynomial matrix inequality (PMI) constraint where the uncertainty set itself is defined also by a PMI. These can be viewed as matrix generalizations of semi-infinite…

Optimization and Control · Mathematics 2024-10-10 Feng Guo , Jie Wang

Polynomial optimization problems (POPs) can be reformulated as geometric convex conic programs, as shown by Kim, Kojima, and Toh (SIOPT 30:1251-1273, 2020), though such formulations remain NP-hard. In this work, we prove that several…

Optimization and Control · Mathematics 2025-12-09 Di Hou , Tianyun Tang , Kim-Chuan Toh

We focus on computing certified upper bounds for the positive maximal singular value (PMSV) of a given matrix. The PMSV problem boils down to maximizing a quadratic polynomial on the intersection of the unit sphere and the nonnegative…

Optimization and Control · Mathematics 2022-02-18 Victor Magron , Ngoc Hoang Anh Mai , Yoshio Ebihara , Hayato Waki

We study T-semidefinite programming (SDP) relaxation for constrained polynomial optimization problems (POPs). T-SDP relaxation for unconstrained POPs was introduced by Zheng, Huang and Hu in 2022. In this work, we propose a T-SDP relaxation…

Optimization and Control · Mathematics 2024-05-15 Hiroki Marumo , Sunyoung Kim , Makoto Yamashita

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.…

Optimization and Control · Mathematics 2025-04-15 Xiaomeng Hu , Jiawang Nie

A polynomial optimization problem (POP) asks for minimizing a polynomial function given a finite set of polynomial constraints (equations and inequalities). This problem is well-known to be hard in general, as it encodes many hard…

Optimization and Control · Mathematics 2024-01-24 Luis Felipe Vargas

We prove that every semidefinite moment relaxation of a polynomial optimization problem (POP) with a ball constraint can be reformulated as a semidefinite program involving a matrix with constant trace property (CTP). As a result such…

Optimization and Control · Mathematics 2020-12-17 Ngoc Hoang Anh Mai , Jean-Bernard Lasserre , Victor Magron , Jie Wang

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…

Optimization and Control · Mathematics 2024-02-22 Jie Wang , Victor Magron , Jean-Bernard Lasserre

Completely positive (CP) tensors, which correspond to a generalization of CP matrices, allow to reformulate or approximate a general polynomial optimization problem (POP) with a conic optimization problem over the cone of CP tensors.…

Optimization and Control · Mathematics 2018-08-22 Xiaolong Kuang , Luis F. Zuluaga

Polynomial optimization encompasses a broad class of problems in which both the objective function and constraints are polynomial functions of the decision variables. In recent years, a substantial body of research has focused on…

Optimization and Control · Mathematics 2026-01-05 Haibin Chen , Hong Yan , Guanglu Zhou
‹ Prev 1 2 3 10 Next ›