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We consider semidefinite programs (SDPs) of size n with equality constraints. In order to overcome scalability issues, Burer and Monteiro proposed a factorized approach based on optimizing over a matrix Y of size $n$ by $k$ such that $X =…

Machine Learning · Statistics 2018-11-29 Thomas Pumir , Samy Jelassi , Nicolas Boumal

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

Constraint-solving-based program invariant synthesis takes a parametric invariant template and encodes the (inductive) invariant conditions into constraints. The problem of characterizing the set of all valid parameter assignments is…

Programming Languages · Computer Science 2024-09-20 Hao Wu , Qiuye Wang , Bai Xue , Naijun Zhan , Lihong Zhi , Zhihong Yang

We interpret some wrong results (due to numerical inaccuracies) already observed when solving SDP-relaxations for polynomial optimization on a double precision floating point SDP solver. It turns out that this behavior can be explained and…

Optimization and Control · Mathematics 2019-06-11 Jean-Bernard Lasserre , Victor Magron

This paper studies a class of so-called linear semi-infinite polynomial programming (LSIPP) problems. It is a subclass of linear semi-infinite programming problems whose constraint functions are polynomials in parameters and index sets are…

Optimization and Control · Mathematics 2019-10-25 Feng Guo , Xiaoxia Sun

A quadratically constrained quadratic programming problem is considered in a Hilbert space setting, where neither the objective nor the constraint are convex functions. Necessary and sufficient conditions are provided to guarantee that the…

Optimization and Control · Mathematics 2023-03-10 Santiago Gonzalez Zerbo , Alejandra Maestripieri , Francisco Martínez Pería

This paper studies binary quadratic programs in which the objective is defined by a Euclidean distance matrix, subject to a general polyhedral constraint set. This class of nonconcave maximisation problems includes the capacitated,…

Optimization and Control · Mathematics 2023-09-19 Hoa T. Bui , Sandy Spiers , Ryan Loxton

Shor's factorisation algorithm is a combination of classical pre- and post-processing and a quantum period finding (QPF) subroutine which allows an exponential speed up over classical factoring algorithms. We consider the stability of this…

Quantum Physics · Physics 2009-09-29 Simon J. Devitt , Austin G. Fowler , Lloyd C. L. Hollenberg

Solving large-scale optimization on-the-fly is often a difficult task for real-time computer graphics applications. To tackle this challenge, model reduction is a well-adopted technique. Despite its usefulness, model reduction often…

Graphics · Computer Science 2015-06-30 Jianbo Ye , Zhixin Yan

We completely describe a new domain for abstract interpretation of numerical programs. Fixpoint iteration in this domain is proved to converge to finite precise invariants for (at least) the class of stable linear recursive filters of any…

Logic in Computer Science · Computer Science 2008-07-21 Eric Goubault , Sylvie Putot

The decomposition of the polynomials on the quaternionic unit sphere in $\Hd$ into irreducible modules under the action of the quaternionic unitary (symplectic) group and quaternionic scalar multiplication has been studied by several…

Representation Theory · Mathematics 2024-05-22 Mozhgan Mohammadpour , Shayne Waldron

We introduce a relaxed-projection splitting algorithm for solving variational inequalities in Hilbert spaces for the sum of nonsmooth maximal monotone operators, where the feasible set is defined by a nonlinear and nonsmooth continuous…

Optimization and Control · Mathematics 2015-12-31 J. Y. Bello Cruz , R. Diaz Millan

We study sum of squares (SOS) relaxations to optimize polynomial functions over a set $V\cap R^n$, where $V$ is a complex algebraic variety. We propose a new methodology that, rather than relying on some algebraic description, represents…

Optimization and Control · Mathematics 2017-11-21 Diego Cifuentes , Pablo A. Parrilo

In this work, we investigate a particular class of shape optimization problems under uncertainties on the input parameters. More precisely, we are interested in the minimization of the expectation of a quadratic objective in a situation…

Optimization and Control · Mathematics 2015-06-01 M. Dambrine , C. Dapogny , H. Harbrecht

We derive computationally tractable formulations of the robust counterparts of convex quadratic and conic quadratic constraints that are concave in matrix-valued uncertain parameters. We do this for a broad range of uncertainty sets. In…

Optimization and Control · Mathematics 2022-04-07 Ahmadreza Marandi , Aharon Ben-Tal , Dick den Hertog , Bertrand Melenberg

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 clustering problems where the goal is to determine an optimal partition of a given point set in Euclidean space in terms of a collection of affine subspaces. While there is vast literature on heuristics for this kind of problem,…

Optimization and Control · Mathematics 2016-07-26 Francesco Silvestri , Gerhard Reinelt , Christoph Schnörr

In this paper, we study the problem of computing by relaxation hierarchies the infimum of a real polynomial function f on a closed basic semialgebraic set and the points where this infimum is reached, if they exist. We show that when the…

Algebraic Geometry · Mathematics 2014-07-02 Marta Abril Bucero , Bernard Mourrain

In this paper, "chance optimization" problems are introduced, where one aims at maximizing the probability of a set defined by polynomial inequalities. These problems are, in general, nonconvex and computationally hard. With the objective…

Optimization and Control · Mathematics 2015-05-12 Ashkan Jasour , Necdet Serhat Aybat , Constantino Lagoa

Many problems of systems control theory boil down to solving polynomial equations, polynomial inequalities or polyomial differential equations. Recent advances in convex optimization and real algebraic geometry can be combined to generate…

Optimization and Control · Mathematics 2013-09-13 Didier Henrion