Related papers: The Effective Countable Generalized Moment Problem
This paper considers polynomial optimization with unbounded sets. We give a homogenization formulation and propose a hierarchy of Moment-SOS relaxations to solve it. Under the assumptions that the feasible set is closed at infinity and the…
We study the Subnormal Completion Problem (SCP) for 2-variable weighted shifts. We use tools and techniques from the theory of truncated moment problems to give a general strategy to solve SCP. We then show that when all quadratic moments…
This paper aims to find efficient solutions to a multi-objective optimization problem (MP) with convex polynomial data. To this end, a hybrid method, which allows us to transform problem (MP) into a scalar convex polynomial optimization…
This paper studies convex Generalized Nash Equilibrium Problems (GNEPs) that are given by polynomials. We use rational and parametric expressions for Lagrange multipliers to formulate efficient polynomial optimization for computing…
We investigate a class of moment problems, namely recovering a measure supported on the graph of a function from partial knowledge of its moments, as for instance in some problems of optimal transport or density estimation. We show that the…
We study the convergence rate of Bregman gradient methods for convex optimization in the space of measures on a $d$-dimensional manifold. Under basic regularity assumptions, we show that the suboptimality gap at iteration $k$ is in…
We present a polynomial time algorithm to approximately scale tensors of any format to arbitrary prescribed marginals (whenever possible). This unifies and generalizes a sequence of past works on matrix, operator and tensor scaling. Our…
In this paper, we propose a new convergent conic programming hierarchy of relaxations involving both semi-definite cone and second-order cone constraints for solving nonconvex polynomial optimization problems to global optimality. The…
We study the phase synchronization problem with noisy measurements $Y=z^*z^{*H}+\sigma W\in\mathbb{C}^{n\times n}$, where $z^*$ is an $n$-dimensional complex unit-modulus vector and $W$ is a complex-valued Gaussian random matrix. It is…
We investigated the asymptotics of high-rate constrained quantization errors for a compactly supported probability measure P on Euclidean spaces whose quantizers are confined to a closed set S. The key tool is the metric projection of K…
Using standard tools of harmonic analysis, we state and solve the problem of moments for non-negative measures supported on the unit ball of a Sobolev space of multivariate periodic trigonometric functions. We describe outer and inner…
Mixture models, such as Gaussian mixture models, are widely used in machine learning to represent complex data distributions. A key challenge, especially in high-dimensional settings, is to determine the mixture order and estimate the…
We study continuous quadratic submodular minimization with bounds and propose a polynomially sized semidefinite relaxation, which is provably tight for dimension $n \le 3$ and empirically tight for larger $n$. We apply the relaxation to two…
Spectral properties of Gram matrices are central to high dimensional asymptotic analyses of statistical estimators in regression and covariance estimation. These properties, in turn, depend critically on the extreme singular values and…
This paper is concerned with polynomial optimization problems. We show how to exploit term (or monomial) sparsity of the input polynomials to obtain a new converging hierarchy of semidefinite programming relaxations. The novelty (and…
Optimal power flow (OPF) is one of the key electric power system optimization problems. "Moment" relaxations from the Lasserre hierarchy for polynomial optimization globally solve many OPF problems. Previous work illustrates the ability of…
This paper presents algorithms that upper-bound the peak value of a state function along trajectories of a continuous-time system with rational dynamics. The finite-dimensional but nonconvex peak estimation problem is cast as a convex…
Composite optimization problems involve minimizing the composition of a smooth map with a convex function. Such objectives arise in numerous data science and signal processing applications, including phase retrieval, blind deconvolution,…
We present a novel, practical, and provable approach for solving diagonally constrained semi-definite programming (SDP) problems at scale using accelerated non-convex programming. Our algorithm non-trivially combines acceleration motions…
A central challenge in quantum metrology is identifying optimal measurements that saturate the quantum Cramer-Rao bound under realistic constraints, e.g., local measurements. We show that symmetries of the probe state provide a general…