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This work proposes a new moment-SOS hierarchy, called CS-TSSOS, for solving large-scale sparse polynomial optimization problems. Its novelty is to exploit simultaneously correlative sparsity and term sparsity by combining advantages of two…

Optimization and Control · Mathematics 2021-06-10 Jie Wang , Victor Magron , Jean B. Lasserre , Ngoc Hoang Anh Mai

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…

Optimization and Control · Mathematics 2024-03-26 Jared Miller , Roy S. Smith

Signomial programs (SPs) are optimization problems specified in terms of signomials, which are weighted sums of exponentials composed with linear functionals of a decision variable. SPs are non-convex optimization problems in general, and…

Optimization and Control · Mathematics 2014-09-29 Venkat Chandrasekaran , Parikshit Shah

We propose two novel conditional gradient-based methods for solving structured stochastic convex optimization problems with a large number of linear constraints. Instances of this template naturally arise from SDP-relaxations of…

Machine Learning · Computer Science 2020-07-09 Maria-Luiza Vladarean , Ahmet Alacaoglu , Ya-Ping Hsieh , Volkan Cevher

This paper studies how to solve semi-infinite polynomial programming (SIPP) problems by semidefinite relaxation method. We first introduce two SDP relaxation methods for solving polynomial optimization problems with finitely many…

Optimization and Control · Mathematics 2013-06-11 Li Wang , Feng Guo

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

In this paper we derive a moment relaxation for large-scale nonsmooth optimization problems with graphical structure and spherical constraints. In contrast to classical moment relaxations for global polynomial optimization that suffer from…

Optimization and Control · Mathematics 2023-09-27 Robin Kenis , Emanuel Laude , Panagiotis Patrinos

We propose a solution approach for the problem (P) of minimizing an unconstrained binary polynomial optimization problem. We call this method PQCR (Polynomial Quadratic Convex Reformulation). The resolution is based on a 3-phase method. The…

Data Structures and Algorithms · Computer Science 2019-01-24 Sourour Elloumi , Amélie Lambert , Arnaud Lazare

Recent results in the study of the Hamilton Jacobi Bellman (HJB) equation have led to the discovery of a formulation of the value function as a linear Partial Differential Equation (PDE) for stochastic nonlinear systems with a mild…

Optimization and Control · Mathematics 2014-02-13 Matanya B. Horowitz , Joel W. Burdick

We present a method for finding lower bounds on the global infima of integral variational problems, wherein $\int_\Omega f(x,u(x),\nabla u(x)){\rm d}x$ is minimized over functions $u\colon\Omega\subset\mathbb{R}^n\to\mathbb{R}^m$ satisfying…

Optimization and Control · Mathematics 2023-08-15 Alexander Chernyavsky , Jason J. Bramburger , Giovanni Fantuzzi , David Goluskin

We study the problem of minimizing a multivariate polynomial function over the unit hypercube. By representing the polynomial through a hypergraph and exploiting its sparsity structure, we establish a new sufficient condition under which…

Optimization and Control · Mathematics 2026-04-29 Aida Khajavirad

The paper deals with the problem of finding sparse solutions to systems of polynomial equations possibly perturbed by noise. In particular, we show how these solutions can be recovered from group-sparse solutions of a derived system of…

Information Theory · Computer Science 2014-07-17 Fabien Lauer , Henrik Ohlsson

The dynamics of many systems from physics, economics, chemistry, and biology can be modelled through polynomial functions. In this paper, we provide a computational means to find positively invariant sets of polynomial dynamical systems by…

Dynamical Systems · Mathematics 2022-08-25 Elias August , Mauricio Barahona

This work considers the infinite-time discounted optimal control problem for continuous time input-affine polynomial dynamical systems subject to polynomial state and box input constraints. We propose a sequence of sum-of-squares (SOS)…

Optimization and Control · Mathematics 2017-03-22 Milan Korda , Didier Henrion , Colin N. Jones

We give new algorithms based on the sum-of-squares method for tensor decomposition. Our results improve the best known running times from quasi-polynomial to polynomial for several problems, including decomposing random overcomplete…

Data Structures and Algorithms · Computer Science 2016-10-07 Tengyu Ma , Jonathan Shi , David Steurer

We introduce a problem class we call Polynomial Constraint Satisfaction Problems, or PCSP. Where the usual CSPs from computer science and optimization have real-valued score functions, and partition functions from physics have monomials,…

Discrete Mathematics · Computer Science 2010-01-14 Alexander D. Scott , Gregory B. Sorkin

In this article we provide an experimental algorithm that in many cases gives us an upper bound of the global infimum of a real polynomial on $\R^{n}$. It is very well known that to find the global infimum of a real polynomial on $\R^{n}$,…

Optimization and Control · Mathematics 2018-09-25 María López Quijorna

The moment-sum-of-squares (moment-SOS) hierarchy is one of the most celebrated and widely applied methods for approximating the minimum of an n-variate polynomial over a feasible region defined by polynomial (in)equalities. A key feature of…

Optimization and Control · Mathematics 2023-05-25 Sander Gribling , Sven Polak , Lucas Slot

There is a recent surge of interest in nonconvex reformulations via low-rank factorization for stochastic convex semidefinite optimization problem in the purpose of efficiency and scalability. Compared with the original convex formulations,…

Optimization and Control · Mathematics 2018-02-27 Jinshan Zeng , Ke Ma , Yuan Yao

A function of a matrix is polyconvex when it can be expressed as a convex function of the matrix minors. Polyconvexity is a regularity condition ensuring existence of minimizers in nonlinear elasticity and, more broadly, in vectorial…

Optimization and Control · Mathematics 2026-04-14 Giovanni Fantuzzi , Didier Henrion , Martin Kru{ž}ík , Ajay Murali , Stephan Weis
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