Related papers: Hybrid Methods in Polynomial Optimisation
Moment-based distributionally robust optimization (DRO) provides an optimization framework to integrate statistical information with traditional optimization approaches. Under this framework, one assumes that the underlying joint…
We propose a primal-dual interior-point method (IPM) with convergence to second-order stationary points (SOSPs) of nonlinear semidefinite optimization problems, abbreviated as NSDPs. As far as we know, the current algorithms for NSDPs only…
In this paper, we describe a new method to compute the minimum of a real polynomial function and the ideal defining the points which minimize this polynomial function, assuming that the minimizer ideal is zero-dimensional. Our method is a…
Large-scale optimization problems that seek sparse solutions have become ubiquitous. They are routinely solved with various specialized first-order methods. Although such methods are often fast, they usually struggle with not-so-well…
This paper presents the design and analysis of a Hybrid High-Order (HHO) approximation for a distributed optimal control problem governed by the Poisson equation. We propose three distinct schemes to address unconstrained control problems…
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 =…
In this paper, we propose new linearly convergent second-order methods for minimizing convex quartic polynomials. This framework is applied for designing optimization schemes, which can solve general convex problems satisfying a new…
The problem of minimizing a polynomial over a set of polynomial inequalities is an NP-hard non-convex problem. Thanks to powerful results from real algebraic geometry, one can convert this problem into a nested sequence of…
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…
A central challenge to many fields of science and engineering involves minimizing non-convex error functions over continuous, high dimensional spaces. Gradient descent or quasi-Newton methods are almost ubiquitously used to perform such…
Successive quadratic approximations, or second-order proximal methods, are useful for minimizing functions that are a sum of a smooth part and a convex, possibly nonsmooth part that promotes regularization. Most analyses of iteration…
We give new rounding schemes for SDP relaxations for the problems of maximizing cubic polynomials over the unit sphere and the $n$-dimensional hypercube. In both cases, the resulting algorithms yield a $O(\sqrt{n/k})$ multiplicative…
Load forecasting is a fundamental task in smart grid. Many techniques have been applied to developing load forecasting models. Due to the challenges such as the Curse of Dimensionality, overfitting, and limited computing resources,…
The homogeneous second-order descent method (Zhang et al. 2025, Mathematics of Operations Research) was initially proposed for unconstrained optimisation problems. HSODM shows excellent performance with respect to the global complexity rate…
With the potential to find global solutions, significant research interest has focused on convex relaxations of the non-convex OPF problem. Recently, "moment-based" relaxations from the Lasserre hierarchy for polynomial optimization have…
Topology optimization of frame structures under free-vibration eigenvalue constraints constitutes a challenging nonconvex polynomial optimization problem with disconnected feasible sets. In this article, we first formulate it as a…
This paper discusses how to find the global minimum of functions that are summations of small polynomials (``small'' means involving a small number of variables). Some sparse sum of squares (SOS) techniques are proposed. We compare their…
Non-commutative polynomial optimization is a powerful technique with numerous applications in quantum nonlocality, quantum key distribution, causal inference, many-body physics, amongst others. The standard approach is to reduce such…
Resource allocation problems in many computer systems can be formulated as mathematical optimization problems. However, finding exact solutions to these problems using off-the-shelf solvers is often intractable for large problem sizes with…
We consider the problem of finding exact sums of squares (SOS) decompositions for certain classes of non-negative multivariate polynomials, relying on semidefinite programming (SDP) solvers. We start by providing a hybrid numeric-symbolic…