3,496 research outputs found
Computation with Polynomial Equations and Inequalities arising in Combinatorial Optimization
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
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
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
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 -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
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
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
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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