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We exhibit a convex polynomial optimization problem for which the diagonally-dominant sum-of-squares (DSOS) and the scaled diagonally-dominant sum-of-squares (SDSOS) hierarchies, based on linear programming and second-order conic…

最优化与控制 · 数学 2018-06-26 Cédric Josz

In this paper, we address the effective degree bound problem for Lasserre's hierarchy of moment-sum-of-squares (SOS) relaxations in polynomial optimization involving $n$ variables. We assume that the first $n$ equality constraint…

最优化与控制 · 数学 2025-06-03 Zheng Hua , Zheng Qu

Lasserre's moment-SOS hierarchy consists of approximating instances of the generalized moment problem (GMP) with moment relaxations and sums-of-squares (SOS) strenghtenings that boil down to convex semidefinite programming (SDP) problems.…

最优化与控制 · 数学 2022-08-05 Matteo Tacchi

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

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

Recently a moment-sum-of-squares hierarchy for exit location estimation of stochastic processes has been presented. When restricting to the special case of the unit ball, we show that the solutions approach the optimal value by a…

最优化与控制 · 数学 2024-03-12 Corbinian Schlosser , Matteo Tacchi

In this paper, we propose a general sparse decomposition of dynamical systems provided that the vector field and constraint set possess certain sparse structures, which we call subsystems. This notion is based on causal dependence in the…

最优化与控制 · 数学 2024-08-06 Corbinian Schlosser , Milan Korda

A new sparse SOS decomposition algorithm is proposed based on a new sparsity pattern, called cross sparsity patterns. The new sparsity pattern focuses on the sparsity of terms and thus is different from the well-known correlative sparsity…

最优化与控制 · 数学 2019-01-23 Jie Wang , Haokun Li , Bican Xia

We report the experimental results on certifying 1% global optimality of solutions of AC-OPF instances from PGLiB via the CS-TSSOS hierarchy -- a moment-SOS based hierarchy that exploits both correlative and term sparsity, which can provide…

最优化与控制 · 数学 2022-07-21 Jie Wang , Victor Magron , Jean B. Lasserre

Finding a global solution to the optimal power flow (OPF) problem is difficult due to its nonconvexity. A convex relaxation in the form of semidefinite programming (SDP) has attracted much attention lately as it yields a global solution in…

最优化与控制 · 数学 2016-03-04 Cédric Josz , Jean Maeght , Patrick Panciatici , Jean Charles Gilbert

In recent years, optimization theory has been greatly impacted by the advent of sum of squares (SOS) optimization. The reliance of this technique on large-scale semidefinite programs however, has limited the scale of problems to which it…

最优化与控制 · 数学 2018-08-31 Amir Ali Ahmadi , Anirudha Majumdar

This paper proposes a bilevel hierarchy of strengthened complex moment relaxations for complex polynomial optimization. The key trick entails considering a class of positive semidefinite conditions that arise naturally in characterizing the…

最优化与控制 · 数学 2025-05-12 Jie Wang

Transmission system operators need to adapt their decision-making tools to the technological evolutions of the twenty first century. A computation inherent to most tools seeks to find alternating-current power flows that minimize power loss…

最优化与控制 · 数学 2016-08-15 Cédric Josz

We consider the Moment-SOS hierarchy in polynomial optimization. We first provide a sufficient condition to solve the truncated K-moment problem associated with a given degree-$2n$ pseudo-moment sequence $\phi$ n and a semi-algebraic set $K…

最优化与控制 · 数学 2025-01-13 Jean B Lasserre

Chvatal-Gomory (CG) cuts and the Bienstock-Zuckerberg hierarchy capture useful linear programs that the standard bounded degree Lasserre/Sum-of-Squares SOS hierarchy fails to capture. In this paper we present a novel polynomial time SOS…

最优化与控制 · 数学 2019-12-24 Monaldo Mastrolilli

Convex relaxations of non-convex optimal power flow (OPF) problems have recently attracted significant interest. While existing relaxations globally solve many OPF problems, there are practical problems for which existing relaxations fail…

最优化与控制 · 数学 2014-11-18 Daniel K. Molzahn , Ian A. Hiskens

This paper proposes a novel higher-order multi-scale (HOMS) computational method, which is highly targeted for efficient, high-accuracy and low-computational-cost simulation of hygro-thermo-mechanical (H-T-M) coupling problems in…

数值分析 · 数学 2025-12-11 Hao Dong , Yifei Ding , Jiale Linghu , Yufeng Nie , Yaochuang Han

We consider the linear conic optimization problem with the cone of nonnegative polynomials. Its dual optimization problem is the generalized moment problem. Moment-SOS relaxations are powerful for solving them. This paper studies finite…

最优化与控制 · 数学 2024-07-08 Lei Huang , Jiawang Nie , Ya-Xiang Yuan

This paper considers polynomial optimization with unbounded sets. We give a homogenization formulation and propose a hierarchy of Moment-SOS relaxations to solve it. Under the assumptions that the feasible set is closed at infinity and the…

最优化与控制 · 数学 2026-05-05 Lei Huang , Jiawang Nie , Ya-Xiang Yuan

In this paper, we study the global optimality of polynomial portfolio optimization (PPO). The PPO is a kind of portfolio selection model with high-order moments and flexible risk preference parameters. We introduce a perturbation sample…

最优化与控制 · 数学 2023-09-06 Liu Yang , Yi Yang , Suhan Zhong