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We study exact matrix completion from partially available data with hidden connectivity patterns. Exact matrix completion was shown to be possible recently by Cosse and Demanet in 2021 with Lasserre's relaxation using the trace of the…

Optimization and Control · Mathematics 2023-11-28 Godai Azuma , Sunyoung Kim , Makoto Yamashita

We analyze worst-case complexity of a Proximal augmented Lagrangian (Proximal AL) framework for nonconvex optimization with nonlinear equality constraints. When an approximate first-order (second-order) optimal point is obtained in the…

Optimization and Control · Mathematics 2020-09-03 Yue Xie , Stephen J. Wright

We introduce an S.o.S hierarchy of lower bounds for a polynomial optimization problem whose constraint is expressed as a matrix polynomial semidefinite inequality. Our approach involves utilizing a penalty function framework to directly…

Optimization and Control · Mathematics 2025-10-20 Hoang Anh Tran , Kim-Chuan Toh

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…

Optimization and Control · Mathematics 2018-09-19 T. D Chuong , V. Jeyakumar , G. Li

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…

Quantum Physics · Physics 2024-06-25 Andrew J. P. Garner , Mateus Araújo

We study the convex relaxation of a polynomial optimization problem, maximizing a product of linear forms over the complex sphere. We show that this convex program is also a relaxation of the permanent of Hermitian positive semidefinite…

Optimization and Control · Mathematics 2021-01-21 Chenyang Yuan , Pablo A. Parrilo

This paper studies distributionally robust optimization (DRO) when the ambiguity set is given by moments for the distributions. The objective and constraints are given by polynomials in decision variables. We reformulate the DRO with…

Optimization and Control · Mathematics 2022-12-02 Jiawang Nie , Liu Yang , Suhan Zhong , Guangming Zhou

We describe a parametric univariate quadratic optimization problem for which the moment-SOS hierarchy has finite but increasingly slow convergence when the parameter tends to its limit value. We estimate the order of finite convergence as a…

Optimization and Control · Mathematics 2025-07-08 Didier Henrion , Adrien Le Franc , Victor Magron

We show how to construct highly symmetric algorithms for matrix multiplication. In particular, we consider algorithms which decompose the matrix multiplication tensor into a sum of rank-1 tensors, where the decomposition itself consists of…

Computational Complexity · Computer Science 2016-12-13 Joshua A. Grochow , Cristopher Moore

This paper introduces a framework to study discrete optimization problems which are parametric in the following sense: their constraint matrices correspond to matrices over the ring $\mathbb{Z}[x]$ of polynomials in one variable. We…

Optimization and Control · Mathematics 2024-03-08 Marcel Celaya , Stefan Kuhlmann , Robert Weismantel

This paper addresses a class of general nonsmooth and nonconvex composite optimization problems subject to nonlinear equality constraints. We assume that a part of the objective function and the functional constraints exhibit local…

Optimization and Control · Mathematics 2025-03-04 Lahcen El Bourkhissi , Ion Necoara , Panagiotis Patrinos , Quoc Tran-Dinh

This paper investigates energy-minimization finite-element approaches for the computation of nematic liquid crystal equilibrium configurations. We compare the performance of these methods when the necessary unit-length constraint is…

Numerical Analysis · Mathematics 2014-12-31 J. H. Adler , D. B. Emerson , S. P. MacLachlan , T. A. Manteuffel

Osborne's iteration is a method for balancing $n\times n$ matrices which is widely used in linear algebra packages, as balancing preserves eigenvalues and stabilizes their numeral computation. The iteration can be implemented in any norm…

Data Structures and Algorithms · Computer Science 2017-04-26 Rafail Ostrovsky , Yuval Rabani , Arman Yousefi

Unlike the matrix case, computing low-rank approximations of tensors is NP-hard and numerically ill-posed in general. Even the best rank-1 approximation of a tensor is NP-hard. In this paper, we use convex optimization to develop…

Statistics Theory · Mathematics 2016-09-14 Anil Aswani

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 use the augmented Lagrangian formalism to derive discontinuous Galerkin formulations for problems in nonlinear elasticity. In elasticity stress is typically a symmetric function of strain, leading to symmetric tangent stiffness matrices…

Computational Engineering, Finance, and Science · Computer Science 2022-02-18 Peter Hansbo , Mats G. Larson

Fast matrix multiplication algorithms may be useful, provided that their running time is good in practice. Particularly, the leading coefficient of their arithmetic complexity needs to be small. Many sub-cubic algorithms have large leading…

Data Structures and Algorithms · Computer Science 2020-08-11 Gal Beniamini , Nathan Cheng , Olga Holtz , Elaye Karstadt , Oded Schwartz

Receding horizon optimal control problems compute the solution at each time step to operate the system on a near-optimal path. However, in many practical cases, the boundary conditions, such as external inputs, constraint equations, or the…

Optimization and Control · Mathematics 2021-02-02 Abhishek Gupta , Shreshta Rajakumar Deshpande , Marcello Canova

A polynomial optimization problem (POP) asks for minimizing a polynomial function given a finite set of polynomial constraints (equations and inequalities). This problem is well-known to be hard in general, as it encodes many hard…

Optimization and Control · Mathematics 2024-01-24 Luis Felipe Vargas

A common formulation of constrained reinforcement learning involves multiple rewards that must individually accumulate to given thresholds. In this class of problems, we show a simple example in which the desired optimal policy cannot be…

Machine Learning · Computer Science 2023-09-22 Miguel Calvo-Fullana , Santiago Paternain , Luiz F. O. Chamon , Alejandro Ribeiro
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