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We present a faster interior-point method for optimizing sum-of-squares (SOS) polynomials, which are a central tool in polynomial optimization and capture convex programming in the Lasserre hierarchy. Let $p = \sum_i q^2_i$ be an…

Optimization and Control · Mathematics 2022-02-18 Shunhua Jiang , Bento Natura , Omri Weinstein

Rational filter functions can be used to improve convergence of contour-based eigensolvers, a popular family of algorithms for the solution of the interior eigenvalue problem. We present a framework for the optimization of rational filters…

Computational Engineering, Finance, and Science · Computer Science 2017-05-01 Jan Winkelmann , Edoardo Di Napoli

Consider the problem of minimizing a polynomial $f$ over a compact semialgebraic set ${\mathbf{X} \subseteq \mathbb{R}^n}$. Lasserre introduces hierarchies of semidefinite programs to approximate this hard optimization problem, based on…

Optimization and Control · Mathematics 2024-04-09 Lucas Slot

We show how to bound the accuracy of a family of semi-definite programming relaxations for the problem of polynomial optimization on the hypersphere. Our method is inspired by a set of results from quantum information known as quantum de…

Optimization and Control · Mathematics 2013-06-25 Andrew C. Doherty , Stephanie Wehner

The Sum of Squares (\sos{}) hierarchy gives an automatized technique to create a family of increasingly tight convex relaxations for binary programs. There are several problems for which a constant number of rounds of this hierarchy give…

Data Structures and Algorithms · Computer Science 2020-05-19 Victor Verdugo , José Verschae , Andreas Wiese

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

We provide a sparse version of the bounded degree SOS hierarchy BSOS [7] for polynomial optimization problems. It permits to treat large scale problems which satisfy a structured sparsity pattern. When the sparsity pattern satisfies the…

Optimization and Control · Mathematics 2017-05-30 Tillmann Weisser , Jean-Bernard Lasserre , Kim-Chuan Toh

Handling an infinite number of inequality constraints in infinite-dimensional spaces occurs in many fields, from global optimization to optimal transport. These problems have been tackled individually in several previous articles through…

Optimization and Control · Mathematics 2024-02-22 Pierre-Cyril Aubin-Frankowski , Alessandro Rudi

We advocate a new approach of addressing hidden structure problems and finding efficient quantum algorithms. We introduce and investigate the Hidden Symmetry Subgroup Problem (HSSP), which is a generalization of the well-studied Hidden…

Quantum Physics · Physics 2014-07-11 Thomas Decker , Gábor Ivanyos , Miklos Santha , Pawel Wocjan

Approximating a function with a finite series, e.g., involving polynomials or trigonometric functions, is a critical tool in computing and data analysis. The construction of such approximations via now-standard approaches like least squares…

Optimization and Control · Mathematics 2021-08-30 Dihan Dai , Yekaterina Epshteyn , Akil Narayan

In this chapter we present the sums of Hermitian squares approach to noncommutative polynomial optimization problems. This is an extension of the sums of squares approach for polynomial optimization arising from real algebraic geometry. We…

Optimization and Control · Mathematics 2021-09-03 Abhishek Bhardwaj , Igor Klep , Victor Magron

We introduce the notion of $t$-sum of squares (sos) submodularity, which is a hierarchy, indexed by $t$, of sufficient algebraic conditions for certifying submodularity of set functions. We show that, for fixed $t$, each level of the…

Optimization and Control · Mathematics 2025-10-29 Anna Deza , Georgina Hall

We present an iteration for the computation of simple eigenvalues using a pseudospectrum approach. The most appealing characteristic of the proposed iteration is that it reduces the computation of a single eigenvalue to a small number of…

Numerical Analysis · Mathematics 2007-05-23 Ioannis Koutis

The matrix spectral and nuclear norms appear in enormous applications. The generalizations of these norms to higher-order tensors is becoming increasingly important but unfortunately they are NP-hard to compute or even approximate. Although…

Optimization and Control · Mathematics 2023-03-01 Simai He , Haodong Hu , Bo Jiang , Zhening Li

For a Hermitian matrix $H \in \mathbb C^{n,n}$ and symmetric matrices $S_0, S_1,\ldots,S_k \in \mathbb C^{n,n}$, we consider the problem of computing the supremum of $\left\{ \frac{v^*Hv}{v^*v}:~v\in \mathbb C^{n}\setminus…

Numerical Analysis · Mathematics 2021-06-28 Anshul Prajapati , Punit Sharma

Polynomial optimization problems are infinite-dimensional, nonconvex, NP-hard, and are often handled in practice with the moment-sums of squares hierarchy of semidefinite programming bounds. We consider problems where the objective function…

Optimization and Control · Mathematics 2025-11-25 Igor Klep , Victor Magron , Tobias Metzlaff , Jie Wang

Polynomial filtering can provide a highly effective means of computing all eigenvalues of a real symmetric (or complex Hermitian) matrix that are located in a given interval, anywhere in the spectrum. This paper describes a technique for…

Numerical Analysis · Mathematics 2015-12-29 Ruipeng Li , Yuanzhe Xi , Eugene Vecharynski , Chao Yang , Yousef Saad

This paper deals with Riemannian optimization on the unit sphere in terms of $p$-norm with general $p > 1$. As a Riemannian submanifold of the Euclidean space, the geometry of the sphere with $p$-norm is investigated, and several geometric…

Optimization and Control · Mathematics 2022-02-24 Hiroyuki Sato

The sum-of-squares (SoS) hierarchy is a powerful technique based on semi-definite programming that can be used for both classical and quantum optimization problems. This hierarchy goes under several names; in particular, in quantum…

Strongly Correlated Electrons · Physics 2024-06-07 Matthew B. Hastings

This chapter investigates how symmetries can be used to reduce the computational complexity in polynomial optimization problems. A focus will be specifically given on the Moment-SOS hierarchy in polynomial optimization, where results from…

Optimization and Control · Mathematics 2023-05-10 Philippe Moustrou , Cordian Riener , Hugues Verdure