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This paper presents exact Semi-Definite Program (SDP) reformulations for infinite-dimensional moment optimization problems involving a new class of piecewise Sum-of-Squares (SOS)-convex functions and projected spectrahedral support sets.…

Optimization and Control · Mathematics 2024-07-03 Queenie Yingkun Huang , Vaithilingam Jeyakumar , Guoyin Li

This paper studies robust solutions and semidefinite linear programming (SDP) relaxations of a class of convex polynomial programs in the face of data uncertainty. The class of convex programs, called robust SOS-convex programs, includes…

Optimization and Control · Mathematics 2014-03-05 V. Jeyakumar , G. Li , J. Vicente-Perez

For nonconvex quadratically constrained quadratic programs (QCQPs), we first show that, under certain feasibility conditions, the standard semidefinite (SDP) relaxation is exact for QCQPs with bipartite graph structures. The exact optimal…

Optimization and Control · Mathematics 2022-05-03 Godai Azuma , Mituhiro Fukuda , Sunyoung Kim , Makoto Yamashita

In this paper, we propose some new semidefinite relaxations for a class of nonconvex complex quadratic programming problems, which widely appear in the areas of signal processing and power system. By deriving new valid constraints to the…

Optimization and Control · Mathematics 2023-05-18 Yingzhe Xu , Cheng Lu , Zhibin Deng , Ya-Feng Liu

Semidefinite programs (SDPs) are standard convex problems that are frequently found in control and optimization applications. Interior-point methods can solve SDPs in polynomial time up to arbitrary accuracy, but scale poorly as the size of…

Optimization and Control · Mathematics 2022-01-10 Jared Miller , Yang Zheng , Mario Sznaier , Antonis Papachristodoulou

Semidefinite programs are an important class of convex optimization problems. It can be solved efficiently by SDP solvers in Matlab, such as SeDuMi, SDPT3, DSDP. However, since we are running fixed precision SDP solvers in Matlab, for some…

Optimization and Control · Mathematics 2011-12-30 Feng Guo

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

Semidefinite programs (SDPs) -- some of the most useful and versatile optimization problems of the last few decades -- are often pathological: the optimal values of the primal and dual problems may differ and may not be attained. Such SDPs…

Optimization and Control · Mathematics 2019-10-23 Gabor Pataki

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

Various control schemes rely on a solution of a convex optimization problem involving a particular robust quadratic constraint, which can be reformulated as a linear matrix inequality using the well-known $\mathcal{S}$-lemma. However, the…

Optimization and Control · Mathematics 2020-12-10 Goran Banjac , Jianzhe Zhen , Dick den Hertog , John Lygeros

In computer vision, many problems such as image segmentation, pixel labelling, and scene parsing can be formulated as binary quadratic programs (BQPs). For submodular problems, cuts based methods can be employed to efficiently solve…

Computer Vision and Pattern Recognition · Computer Science 2016-11-17 Peng Wang , Chunhua Shen , Anton van den Hengel , Philip H. S. Torr

Semidefinite programs (SDPs) are a fundamental class of optimization problems with important recent applications in approximation algorithms, quantum complexity, robust learning, algorithmic rounding, and adversarial deep learning. This…

Data Structures and Algorithms · Computer Science 2020-09-23 Haotian Jiang , Tarun Kathuria , Yin Tat Lee , Swati Padmanabhan , Zhao Song

We introduce Sieve-SDP, a simple facial reduction algorithm to preprocess semidefinite programs (SDPs). Sieve-SDP inspects the constraints of the problem to detect lack of strict feasibility, deletes redundant rows and columns, and reduces…

Optimization and Control · Mathematics 2021-03-02 Yuzixuan , Zhu , Gabor Pataki , Quoc Tran-Dinh

We give a quantum speedup for solving the canonical semidefinite programming relaxation for binary quadratic optimization. This class of relaxations for combinatorial optimization has so far eluded quantum speedups. Our methods combine…

Data Structures and Algorithms · Computer Science 2022-01-26 Fernando G. S L. Brandão , Richard Kueng , Daniel Stilck França

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

In this paper, by improving the variable-splitting approach, we propose a new semidefinite programming (SDP) relaxation for the nonconvex quadratic optimization problem over the $\ell_1$ unit ball (QPL1). It dominates the state-of-the-art…

Optimization and Control · Mathematics 2014-01-03 Yong Xia , Yu-Jun Gong , Sheng-Nan Han

The efficiency of modern optimization methods, coupled with increasing computational resources, has led to the possibility of real-time optimization algorithms acting in safety critical roles. There is a considerable body of mathematical…

Systems and Control · Computer Science 2014-09-03 Timothy Wang , Romain Jobredeaux , Marc Pantel , Pierre-Loic Garoche , Eric Feron , Didier Henrion

In this paper we study various approaches for exploiting symmetries in polynomial optimization problems within the framework of semi definite programming relaxations. Our special focus is on constrained problems especially when the…

Optimization and Control · Mathematics 2013-03-22 Cordian Riener , Thorsten Theobald , Lina Jansson Andrén , Jean B. Lasserre

This paper focuses on the study of a mathematical program with equilibrium constraints, where the objective and the constraint functions are all polynomials. We present a method for finding its global minimizers and global minimum using a…

Optimization and Control · Mathematics 2019-03-25 Liguo Jiao , Jae Hyoung Lee , Tien-Son Pham

In this paper, we consider the problem of minimizing a general homogeneous quadratic function, subject to three real or four complex homogeneous quadratic inequality or equality constraints. For this problem, we present a sufficient and…

Optimization and Control · Mathematics 2023-04-11 Wenbao Ai , Wei Liang , Jianhua Yuan