相关论文: Higher-Order Cone Programming
The state space of an operator system of $n$-by-$n$ matrices has, in a sense, many normal cones. Merely this convex geometrical property implies smoothness qualities and a clustering property of exposed faces. The latter holds since each…
Exponential integrators based on contour integral representations lead to powerful numerical solvers for a variety of ODEs, PDEs, and other time-evolution equations. They are embarrassingly parallelizable and lead to global-in-time…
A set is called semidefinite representable or semidefinite programming (SDP) representable if it can be represented as the projection of a higher dimensional set which is represented by some Linear Matrix Inequality (LMI). This paper…
This paper is an attempt to remedy the problem of slow convergence for first-order numerical algorithms by proposing an adaptive conditioning heuristic. First, we propose a parallelizable numerical algorithm that is capable of solving…
The Lasserre hierarchy of semidefinite programming (SDP) relaxations is an effective scheme for finding computationally feasible SDP approximations of polynomial optimization over compact semi-algebraic sets. In this paper, we show that,…
The paper addresses parametric inequality systems described by polynomial functions in finite dimensions, where state-dependent infinite parameter sets are given by finitely many polynomial inequalities and equalities. Such systems can be…
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…
We present an analysis of sets of matrices with rank less than or equal to a specified number $s$. We provide a simple formula for the normal cone to such sets, and use this to show that these sets are prox-regular at all points with rank…
In this paper, we define a new, special second order cone as a type-$k$ second order cone. We focus on the case of $k=2$, which can be viewed as SOCO with an additional {\em complicating variable}. For this new problem, we develop the…
In this work we present an extension of Chubanov's algorithm to the case of homogeneous feasibility problems over a symmetric cone K. As in Chubanov's method for linear feasibility problems, the algorithm consists of a basic procedure and a…
This paper introduces a new storage-optimal first-order method (FOM), CertSDP, for solving a special class of semidefinite programs (SDPs) to high accuracy. The class of SDPs that we consider, the exact QMP-like SDPs, is characterized by…
We study a class of polynomial optimization problems with a robust polynomial matrix inequality (PMI) constraint where the uncertainty set itself is defined also by a PMI. These can be viewed as matrix generalizations of semi-infinite…
Constructor rewriting systems are said to be cons-free if, roughly, constructor terms in the right-hand sides of rules are subterms of constructor terms in the left-hand side; the computational intuition is that rules cannot build new data…
This paper examines the feasible region of a standard conic program represented as the intersection of a closed convex cone and a set of linear equalities. It is recently shown that when Slater constraint qualification (strict feasibility)…
We compare four key hierarchies for solving Constrained Polynomial Optimization Problems (CPOP): Sum of Squares (SOS), Sum of Diagonally Dominant Polynomials (SDSOS), Sum of Nonnegative Circuits (SONC), and the Sherali Adams (SA)…
Many problems of theoretical and practical interest involve finding an optimum over a family of convex functions. For instance, finding the projection on the convex functions in $H^k(\Omega)$, and optimizing functionals arising from some…
We consider the class of polynomial optimization problems $\inf \{f(x):x\in K\}$ for which the quadratic module generated by the polynomials that define $K$ and the polynomial $c-f$ (for some scalar $c$) is Archimedean. For such problems,…
The cone of positive-semidefinite (PSD) matrices is fundamental in convex optimization, and we extend this notion to tensors, defining PSD tensors, which correspond to separable quantum states. We study the convex optimization problem over…
Matrix completion results deal with the question of when a partially specified symmetric matrix can be completed to a member of certain matrix cones. Results from positive semidefinite matrix completion and completely positive matrix…
The error bound property for a solution set defined by a set-valued mapping refers to an inequality that bounds the distance between vectors closed to a solution of the given set by a residual function. The error bound property is a…