3,496 research outputs found

    Computation with Polynomial Equations and Inequalities arising in Combinatorial Optimization

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    The purpose of this note is to survey a methodology to solve systems of polynomial equations and inequalities. The techniques we discuss use the algebra of multivariate polynomials with coefficients over a field to create large-scale linear algebra or semidefinite programming relaxations of many kinds of feasibility or optimization questions. We are particularly interested in problems arising in combinatorial optimization.Comment: 28 pages, survey pape

    Convex Hulls of Algebraic Sets

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    This article describes a method to compute successive convex approximations of the convex hull of a set of points in R^n that are the solutions to a system of polynomial equations over the reals. The method relies on sums of squares of polynomials and the dual theory of moment matrices. The main feature of the technique is that all computations are done modulo the ideal generated by the polynomials defining the set to the convexified. This work was motivated by questions raised by Lov\'asz concerning extensions of the theta body of a graph to arbitrary real algebraic varieties, and hence the relaxations described here are called theta bodies. The convexification process can be seen as an incarnation of Lasserre's hierarchy of convex relaxations of a semialgebraic set in R^n. When the defining ideal is real radical the results become especially nice. We provide several examples of the method and discuss convergence issues. Finite convergence, especially after the first step of the method, can be described explicitly for finite point sets.Comment: This article was written for the "Handbook of Semidefinite, Cone and Polynomial Optimization: Theory, Algorithms, Software and Applications

    Recognizing Graph Theoretic Properties with Polynomial Ideals

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    Many hard combinatorial problems can be modeled by a system of polynomial equations. N. Alon coined the term polynomial method to describe the use of nonlinear polynomials when solving combinatorial problems. We continue the exploration of the polynomial method and show how the algorithmic theory of polynomial ideals can be used to detect k-colorability, unique Hamiltonicity, and automorphism rigidity of graphs. Our techniques are diverse and involve Nullstellensatz certificates, linear algebra over finite fields, Groebner bases, toric algebra, convex programming, and real algebraic geometry.Comment: 20 pages, 3 figure

    Optimal designs for rational function regression

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    We consider optimal non-sequential designs for a large class of (linear and nonlinear) regression models involving polynomials and rational functions with heteroscedastic noise also given by a polynomial or rational weight function. The proposed method treats D-, E-, A-, and Φp\Phi_p-optimal designs in a unified manner, and generates a polynomial whose zeros are the support points of the optimal approximate design, generalizing a number of previously known results of the same flavor. The method is based on a mathematical optimization model that can incorporate various criteria of optimality and can be solved efficiently by well established numerical optimization methods. In contrast to previous optimization-based methods proposed for similar design problems, it also has theoretical guarantee of its algorithmic efficiency; in fact, the running times of all numerical examples considered in the paper are negligible. The stability of the method is demonstrated in an example involving high degree polynomials. After discussing linear models, applications for finding locally optimal designs for nonlinear regression models involving rational functions are presented, then extensions to robust regression designs, and trigonometric regression are shown. As a corollary, an upper bound on the size of the support set of the minimally-supported optimal designs is also found. The method is of considerable practical importance, with the potential for instance to impact design software development. Further study of the optimality conditions of the main optimization model might also yield new theoretical insights.Comment: 25 pages. Previous version updated with more details in the theory and additional example

    A sequential semidefinite programming method and an application in passive reduced-order modeling

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    We consider the solution of nonlinear programs with nonlinear semidefiniteness constraints. The need for an efficient exploitation of the cone of positive semidefinite matrices makes the solution of such nonlinear semidefinite programs more complicated than the solution of standard nonlinear programs. In particular, a suitable symmetrization procedure needs to be chosen for the linearization of the complementarity condition. The choice of the symmetrization procedure can be shifted in a very natural way to certain linear semidefinite subproblems, and can thus be reduced to a well-studied problem. The resulting sequential semidefinite programming (SSP) method is a generalization of the well-known SQP method for standard nonlinear programs. We present a sensitivity result for nonlinear semidefinite programs, and then based on this result, we give a self-contained proof of local quadratic convergence of the SSP method. We also describe a class of nonlinear semidefinite programs that arise in passive reduced-order modeling, and we report results of some numerical experiments with the SSP method applied to problems in that class

    Mutually Unbiased Bases and Semi-definite Programming

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    A complex Hilbert space of dimension six supports at least three but not more than seven mutually unbiased bases. Two computer-aided analytical methods to tighten these bounds are reviewed, based on a discretization of parameter space and on Grobner bases. A third algorithmic approach is presented: the non-existence of more than three mutually unbiased bases in composite dimensions can be decided by a global optimization method known as semidefinite programming. The method is used to confirm that the spectral matrix cannot be part of a complete set of seven mutually unbiased bases in dimension six.Comment: 11 pages

    Benchmarking the Variational Reduced Density Matrix Theory in the Doubly Occupied Configuration Interaction Space with Integrable Pairing Models

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    The variational reduced density matrix theory has been recently applied with great success to models within the truncated doubly occupied configuration interaction space, which corresponds to the seniority zero subspace. Conservation of the seniority quantum number restricts the Hamiltonians to be based on the SU(2) algebra. Among them there is a whole family of exactly solvable Richardson-Gaudin pairing Hamiltonians. We benchmark the variational theory against two different exactly solvable models, the Richardson-Gaudin-Kitaev and the reduced BCS Hamiltonians. We obtain exact numerical results for the so-called PQGT N-representability conditions in both cases for systems that go from 10 to 100 particles. However, when random single-particle energies as appropriate for small superconducting grains are considered, the exactness is lost but still a high accuracy is obtained.Fil: Rubio García, A.. Instituto de Estructura de la Materia; España. Consejo Superior de Investigaciones Científicas; EspañaFil: Alcoba, Diego Ricardo. Consejo Nacional de Investigaciones Científicas y Técnicas. Oficina de Coordinación Administrativa Ciudad Universitaria. Instituto de Física de Buenos Aires. Universidad de Buenos Aires. Facultad de Ciencias Exactas y Naturales. Instituto de Física de Buenos Aires; ArgentinaFil: Capuzzi, Pablo. Consejo Nacional de Investigaciones Científicas y Técnicas. Oficina de Coordinación Administrativa Ciudad Universitaria. Instituto de Física de Buenos Aires. Universidad de Buenos Aires. Facultad de Ciencias Exactas y Naturales. Instituto de Física de Buenos Aires; ArgentinaFil: Dukelsky, J.. Consejo Superior de Investigaciones Científicas; España. Instituto de Estructura de la Materia; Españ
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