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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…

最优化与控制 · 数学 2018-12-31 Xiaolong Kuang , Bissan Ghaddar , Joe Naoum-Sawaya , Luis F. Zuluaga

The problem of optimizing over the cone of nonnegative polynomials is a fundamental problem in computational mathematics, with applications to polynomial optimization, control, machine learning, game theory, and combinatorics, among others.…

最优化与控制 · 数学 2018-06-20 Georgina Hall

We study T-semidefinite programming (SDP) relaxation for constrained polynomial optimization problems (POPs). T-SDP relaxation for unconstrained POPs was introduced by Zheng, Huang and Hu in 2022. In this work, we propose a T-SDP relaxation…

最优化与控制 · 数学 2024-05-15 Hiroki Marumo , Sunyoung Kim , Makoto Yamashita

The Moment/Sum-of-squares hierarchy provides a way to compute the global minimizers of polynomial optimization problems (POP), at the cost of solving a sequence of increasingly large semidefinite programs (SDPs). We consider large-scale…

最优化与控制 · 数学 2023-09-13 Johannes Aspman , Gilles Bareilles , Vyacheslav Kungurtsev , Jakub Marecek , Martin Takáč

A polynomial optimization problem (POP) consists of minimizing a multivariate real polynomial on a semi-algebraic set $K$ described by polynomial inequalities and equations. In its full generality it is a non-convex, multi-extremal,…

最优化与控制 · 数学 2014-05-29 Cédric Josz , Didier Henrion

Sum of squares (SOS) optimization is a powerful technique for solving problems where the positivity of a polynomials must be enforced. The common approach to solve an SOS problem is by relaxation to a Semidefinite Program (SDP). The main…

最优化与控制 · 数学 2024-10-29 Daniel Keren , Margarita Osadchy , Roi Poranne

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…

最优化与控制 · 数学 2020-07-20 Ngoc Hoang Anh Mai , Victor Magron , Jean-Bernard Lasserre

We consider polynomial optimization problems (POP) on a semialgebraic set contained in the nonnegative orthant (every POP on a compact set can be put in this format by a simple translation of the origin). Such a POP can be converted to an…

最优化与控制 · 数学 2025-06-12 Ngoc Hoang Anh Mai , Victor Magron , Jean-Bernard Lasserre , Kim-Chuan Toh

We introduce a method for proving lower bounds on the efficacy of semidefinite programming (SDP) relaxations for combinatorial problems. In particular, we show that the cut, TSP, and stable set polytopes on $n$-vertex graphs are not the…

计算复杂性 · 计算机科学 2014-11-25 James R. Lee , Prasad Raghavendra , David Steurer

It is well-known that any sum of squares (SOS) program can be cast as a semidefinite program (SDP) of a particular structure and that therein lies the computational bottleneck for SOS programs, as the SDPs generated by this procedure are…

最优化与控制 · 数学 2017-10-05 Amir Ali Ahmadi , Georgina Hall , Antonis Papachristodoulou , James Saunderson , Yang Zheng

Completely positive (CP) tensors, which correspond to a generalization of CP matrices, allow to reformulate or approximate a general polynomial optimization problem (POP) with a conic optimization problem over the cone of CP tensors.…

最优化与控制 · 数学 2018-08-22 Xiaolong Kuang , Luis F. Zuluaga

In recent years, copositive programming has received significant attention for its ability to model hard problems in both discrete and continuous optimization. Several relaxations of copositive programs based on semidefinite programming…

最优化与控制 · 数学 2025-01-08 Marilena Palomba , Lucas Slot , Luis Felipe Vargas , Monaldo Mastrolilli

In this paper, we examine linear programming (LP) relaxations based on Bernstein polynomials for polynomial optimization problems (POPs). We present a progression of increasingly more precise LP relaxations based on expressing the given…

最优化与控制 · 数学 2015-09-04 Mohamed Amin Ben Sassi , Sriram Sankaranarayanan

We present a hierarchy of semidefinite programs (SDPs) for the problem of fitting a shape-constrained (multivariate) polynomial to noisy evaluations of an unknown shape-constrained function. These shape constraints include convexity or…

最优化与控制 · 数学 2022-10-31 Mihaela Curmei , Georgina Hall

Polynomial optimization problems (POPs) can be reformulated as geometric convex conic programs, as shown by Kim, Kojima, and Toh (SIOPT 30:1251-1273, 2020), though such formulations remain NP-hard. In this work, we prove that several…

最优化与控制 · 数学 2025-12-09 Di Hou , Tianyun Tang , Kim-Chuan Toh

We devise a scheme for solving an iterative sequence of linear programs (LPs) or second order cone programs (SOCPs) to approximate the optimal value of any semidefinite program (SDP) or sum of squares (SOS) program. The first LP and…

最优化与控制 · 数学 2016-02-01 Amir Ali Ahmadi , Georgina Hall

This thesis explores algorithmic applications and limitations of convex relaxation hierarchies for approximating some discrete and continuous optimization problems. - We show a dichotomy of approximability of constraint satisfaction…

计算复杂性 · 计算机科学 2025-09-01 Mrinalkanti Ghosh

We study the problem of maximizing the geometric mean of $d$ low-degree non-negative forms on the real or complex sphere in $n$ variables. We show that this highly non-convex problem is NP-hard even when the forms are quadratic and is…

最优化与控制 · 数学 2021-03-23 Chenyang Yuan , Pablo A. Parrilo

In this paper, we study a class of fractional semi-infinite polynomial programming problems involving s.o.s-convex polynomial functions. For such a problem, by a conic reformulation proposed in our previous work and the quadratic modules…

最优化与控制 · 数学 2022-12-29 Feng Guo , Meijun Zhang

We consider min-max optimization problems for polynomial functions, where a multivariate polynomial is maximized with respect to a subset of variables, and the resulting maximal value is minimized with respect to the remaining variables.…

最优化与控制 · 数学 2023-06-27 Francis Bach
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