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相关论文: A Moment-SOS Hierarchy for Robust Polynomial Matri…

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We introduce a sublevel Moment-SOS hierarchy where each SDP relaxation can be viewed as an intermediate (or interpolation) between the d-th and (d+1)-th order SDP relaxations of the Moment-SOS hierarchy (dense or sparse version). With the…

最优化与控制 · 数学 2021-01-14 Tong Chen , Jean-Bernard Lasserre , Victor Magron , Edouard Pauwels

The moment sum of squares (moment-SOS) hierarchy produces sequences of upper and lower bounds on functionals of the exit time solution of a polynomial stochastic differential equation with polynomial constraints, at the price of solving…

最优化与控制 · 数学 2021-01-18 Didier Henrion , Mauricio Junca , Mauricio Velasco

This paper introduces a Moment-Quaternion-Sum-of-Squares (QSOS) hierarchy for solving a class of quaternion polynomial optimization problems. This hierarchy is formulated directly in the quaternion domain and consists of a sequence of…

最优化与控制 · 数学 2026-05-13 Yanqing Liu , Jie Wang

This paper studies distributionally robust optimization (DRO) with polynomial robust constraints. We give a Moment-SOS relaxation approach to solve the DRO. This reduces to solving linear conic optimization with semidefinite constraints.…

最优化与控制 · 数学 2025-05-13 Jiawang Nie , Suhan Zhong

This paper studies generalized semi-infinite programs (GSIPs) given by polynomials. We propose a hierarchy of polynomial optimization relaxations to solve them. They are based on Lagrange multiplier expressions and polynomial extensions.…

最优化与控制 · 数学 2025-04-15 Xiaomeng Hu , Jiawang Nie

The behaviour of the moment-sums-of-squares (moment-SOS) hierarchy for polynomial optimal control problems on compact sets has been explored to a large extent. Our contribution focuses on the case of non-compact control sets. We describe a…

最优化与控制 · 数学 2025-07-08 Karolına Sehnalová , Didier Henrion , Milan Korda , Martin Kružík

In this paper, we study the sparsity-adapted complex moment-Hermitian sum of squares (moment-HSOS) hierarchy for complex polynomial optimization problems, where the sparsity includes correlative sparsity and term sparsity. We compare the…

最优化与控制 · 数学 2025-04-29 Jie Wang , Victor Magron

In this paper, we introduce a new class of nonsmooth convex functions called SOS-convex semialgebraic functions extending the recently proposed notion of SOS-convex polynomials. This class of nonsmooth convex functions covers many common…

最优化与控制 · 数学 2017-02-09 N. H. Chieu , J. W. Feng , W. Gao , G. Li , D. Wu

This paper studies matrix constrained polynomial optimization. We investigate how to get explicit expressions for Lagrange multiplier matrices from the first order optimality conditions. The existence of these expressions can be shown under…

最优化与控制 · 数学 2026-01-13 Lei Huang , Jiawang Nie , Jiajia Wang , Lingling Xie

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

The Moment-SOS hierarchy initially introduced in optimization in 2000, is based on the theory of the K-moment problem and its dual counterpart, polynomials that are positive on K. It turns out that this methodology can be also applied to…

最优化与控制 · 数学 2018-08-13 Jean Lasserre

We describe a parametric univariate quadratic optimization problem for which the moment-SOS hierarchy has finite but increasingly slow convergence when the parameter tends to its limit value. We estimate the order of finite convergence as a…

最优化与控制 · 数学 2025-07-08 Didier Henrion , Adrien Le Franc , Victor Magron

The moment-sum of squares hierarchy by Lasserre has become an established technique for solving polynomial optimization problems. It provides a monotonically increasing series of tight bounds, but has well-known scalability limitations. For…

最优化与控制 · 数学 2024-02-09 Daria Shaydurova , Volker Kaibel , Sebastian Sager

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

Effective Positivstellens\"atze provide convergence rates for the moment-sum-of-squares (SoS) hierarchy for polynomial optimization (POP). In this paper, we add a qualitative property to the recent advances in those effective…

最优化与控制 · 数学 2025-02-26 Corbinian Schlosser

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…

最优化与控制 · 数学 2021-06-10 Jie Wang , Victor Magron , Jean B. Lasserre , Ngoc Hoang Anh Mai

The Arrow Decomposition (AD) technique, initially introduced in [Mathematical Programming 190(1-2) (2021), pp 105-134], demonstrated superior scalability over the classical chordal decomposition in the context of Linear Matrix Inequalities…

最优化与控制 · 数学 2025-09-04 Marouan Handa , Marek Tyburec , Giovanni Fantuzzi , Victor Magron , Michal Kočvara

Global polynomial optimization is an important tool across applied mathematics, with many applications in operations research, engineering, and physical sciences. In various settings, the polynomials depend on external parameters that may…

最优化与控制 · 数学 2024-06-14 Richard L. Zhu , Mathias Oster , Yuehaw Khoo

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…

最优化与控制 · 数学 2026-04-14 Giovanni Fantuzzi , Didier Henrion , Martin Kru{ž}ík , Ajay Murali , Stephan Weis

We revisit the convergence analysis of two approximation hierarchies for polynomial optimization on the unit sphere. The first one is based on the moment-sos approach and gives semidefinite bounds for which Fang and Fawzi (2021) showed an…

最优化与控制 · 数学 2026-02-23 Alexander Taveira Blomenhofer , Monique Laurent