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This paper studies the hierarchy of sparse matrix Moment-SOS relaxations for solving sparse polynomial optimization problems with matrix constraints. First, we prove a sufficient and necessary condition for the sparse hierarchy to be tight.…

Optimization and Control · Mathematics 2025-10-06 Jiawang Nie , Zheng Qu , Xindong Tang , Linghao Zhang

This paper studies the polynomial optimization problem whose feasible set is a union of several basic closed semialgebraic sets. We propose a unified hierarchy of Moment-SOS relaxations to solve it globally. Under some assumptions, we prove…

Optimization and Control · Mathematics 2024-05-21 Jiawang Nie , Linghao Zhang

We consider a new hierarchy of semidefinite relaxations for the general polynomial optimization problem $(P):\:f^{\ast}=\min \{\,f(x):x\in K\,\}$ on a compact basic semi-algebraic set $K\subset\R^n$. This hierarchy combines some advantages…

Optimization and Control · Mathematics 2015-06-29 Jean-Bernard Lasserre , Toh Kim-Chuan , Yang Shouguang

An algorithm which computes a solution of a set optimization problem is provided. The graph of the objective map is assumed to be given by finitely many linear inequalities. A solution is understood to be a set of points in the domain…

Optimization and Control · Mathematics 2014-05-29 Andreas Löhne , Carola Schrage

We present a novel, general, and unifying point of view on sparse approaches to polynomial optimization. Solving polynomial optimization problems to global optimality is a ubiquitous challenge in many areas of science and engineering.…

Optimization and Control · Mathematics 2024-03-07 Gennadiy Averkov , Benjamin Peters , Sebastian Sager

We propose a method for verifying that a given feasible point for a polynomial optimization problem is globally optimal. The approach relies on the Lasserre hierarchy and the result of Lasserre regarding the importance of the convexity of…

Optimization and Control · Mathematics 2021-01-05 Sikun Xu , Ruoyi Ma , Daniel K. Molzahn , Hassan Hijazi , Cédric Josz

Polynomial optimization problems represent a wide class of optimization problems, with a large number of real-world applications. Current approaches for polynomial optimization, such as the sum of squares (SOS) method, rely on large-scale…

Optimization and Control · Mathematics 2025-07-04 Dimitris Bertsimas , Dick den Hertog , Thodoris Koukouvinos

This work concerns the distance in 2-norm from a matrix polynomial to a nearest polynomial with a specified number of its eigenvalues at specified locations in the complex plane. Perturbations are allowed only on the constant coefficient…

Numerical Analysis · Mathematics 2013-06-24 Michael Karow , Emre Mengi

Correspondence problems are often modelled as quadratic optimization problems over permutations. Common scalable methods for approximating solutions of these NP-hard problems are the spectral relaxation for non-convex energies and the…

Graphics · Computer Science 2017-05-18 Nadav Dym , Haggai Maron , Yaron Lipman

Convexification is a core technique in global polynomial optimization. Currently, there are two main approaches competing in theory and practice: the approach of nonlinear programming and the approach based on positivity certificates from…

Optimization and Control · Mathematics 2021-09-29 Gennadiy Averkov , Benjamin Peters , Sebastian Sager

We consider the problem of approximating the reachable set of a discrete-time polynomial system from a semialgebraic set of initial conditions under general semialgebraic set constraints. Assuming inclusion in a given simple set like a box…

Optimization and Control · Mathematics 2019-06-06 Victor Magron , Pierre-Loic Garoche , Didier Henrion , Xavier Thirioux

We show that (i) any constrained polynomial optimization problem (POP) has an equivalent formulation on a variety contained in an Euclidean sphere and (ii) the resulting semidefinite relaxations in the moment-SOS hierarchy have the constant…

Optimization and Control · Mathematics 2020-07-20 Ngoc Hoang Anh Mai , Victor Magron , Jean-Bernard Lasserre

We present a branch-and-bound algorithm to improve the lower bounds obtained by SONC/SAGE. The running time is fixed-parameter tractable in the number of variables. Furthermore, we describe a new heuristic to obtain a candidate for the…

Optimization and Control · Mathematics 2021-06-01 Henning Seidler

This paper studies the problem of selecting a submatrix of a positive definite matrix in order to achieve a desired bound on the smallest eigenvalue of the submatrix. Maximizing this smallest eigenvalue has applications to selecting input…

Systems and Control · Computer Science 2017-09-08 Andrew Clark , Qiqiang Hou , Linda Bushnell , Radha Poovendran

A relaxation method based on border basis reduction which improves the efficiency of Lasserre's approach is proposed to compute the optimum of a polynomial function on a basic closed semi algebraic set. A new stopping criterion is given to…

Algebraic Geometry · Mathematics 2015-08-25 Marta Abril Bucero , Bernard Mourrain

We consider the problem of finding optimally stable polynomial approximations to the exponential for application to one-step integration of initial value ordinary and partial differential equations. The objective is to find the largest…

Numerical Analysis · Mathematics 2013-01-10 David I. Ketcheson , Aron J. Ahmadia

This paper discusses how to find the global minimum of functions that are summations of small polynomials (``small'' means involving a small number of variables). Some sparse sum of squares (SOS) techniques are proposed. We compare their…

Optimization and Control · Mathematics 2011-11-09 Jiawang Nie , James Demmel

Convex relaxation methods are powerful tools for studying the lowest energy of many-body problems. By relaxing the representability conditions for marginals to a set of local constraints, along with a global semidefinite constraint, a…

Optimization and Control · Mathematics 2025-07-15 Yi Wang , Rizheng Huang , Yuehaw Khoo

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

Standard quadratic optimization problems (StQPs) provide a versatile modelling tool in various applications. In this paper, we consider StQPs with a hard sparsity constraint, referred to as sparse StQPs. We focus on various tractable convex…

Optimization and Control · Mathematics 2023-10-09 Immanuel Bomze , Bo Peng , Yuzhou Qiu , E. Alper Yıldırım