18,698 research outputs found
Bounds for deterministic and stochastic dynamical systems using sum-of-squares optimization
We describe methods for proving upper and lower bounds on infinite-time
averages in deterministic dynamical systems and on stationary expectations in
stochastic systems. The dynamics and the quantities to be bounded are assumed
to be polynomial functions of the state variables. The methods are
computer-assisted, using sum-of-squares polynomials to formulate sufficient
conditions that can be checked by semidefinite programming. In the
deterministic case, we seek tight bounds that apply to particular local
attractors. An obstacle to proving such bounds is that they do not hold
globally; they are generally violated by trajectories starting outside the
local basin of attraction. We describe two closely related ways past this
obstacle: one that requires knowing a subset of the basin of attraction, and
another that considers the zero-noise limit of the corresponding stochastic
system. The bounding methods are illustrated using the van der Pol oscillator.
We bound deterministic averages on the attracting limit cycle above and below
to within 1%, which requires a lower bound that does not hold for the unstable
fixed point at the origin. We obtain similarly tight upper and lower bounds on
stochastic expectations for a range of noise amplitudes. Limitations of our
methods for certain types of deterministic systems are discussed, along with
prospects for improvement.Comment: 25 pages; Added new Section 7.2; Added references; Corrected typos;
Submitted to SIAD
The linearization problem of a binary quadratic problem and its applications
We provide several applications of the linearization problem of a binary
quadratic problem. We propose a new lower bounding strategy, called the
linearization-based scheme, that is based on a simple certificate for a
quadratic function to be non-negative on the feasible set. Each
linearization-based bound requires a set of linearizable matrices as an input.
We prove that the Generalized Gilmore-Lawler bounding scheme for binary
quadratic problems provides linearization-based bounds. Moreover, we show that
the bound obtained from the first level reformulation linearization technique
is also a type of linearization-based bound, which enables us to provide a
comparison among mentioned bounds. However, the strongest linearization-based
bound is the one that uses the full characterization of the set of linearizable
matrices. Finally, we present a polynomial-time algorithm for the linearization
problem of the quadratic shortest path problem on directed acyclic graphs. Our
algorithm gives a complete characterization of the set of linearizable matrices
for the quadratic shortest path problem
Quadratic diameter bounds for dual network flow polyhedra
Both the combinatorial and the circuit diameters of polyhedra are of interest
to the theory of linear programming for their intimate connection to a
best-case performance of linear programming algorithms.
We study the diameters of dual network flow polyhedra associated to -flows
on directed graphs and prove quadratic upper bounds for both of them:
the minimum of and for the combinatorial
diameter, and for the circuit diameter. The latter
strengthens the cubic bound implied by a result in [De Loera, Hemmecke, Lee;
2014].
Previously, bounds on these diameters have only been known for bipartite
graphs. The situation is much more involved for general graphs. In particular,
we construct a family of dual network flow polyhedra with members that violate
the circuit diameter bound for bipartite graphs by an arbitrary additive
constant. Further, it provides examples of circuit diameter
A refined error analysis for fixed-degree polynomial optimization over the simplex
We consider the problem of minimizing a fixed-degree polynomial over the
standard simplex. This problem is well known to be NP-hard, since it contains
the maximum stable set problem in combinatorial optimization as a special case.
In this paper, we revisit a known upper bound obtained by taking the minimum
value on a regular grid, and a known lower bound based on P\'olya's
representation theorem. More precisely, we consider the difference between
these two bounds and we provide upper bounds for this difference in terms of
the range of function values. Our results refine the known upper bounds in the
quadratic and cubic cases, and they asymptotically refine the known upper bound
in the general case.Comment: 13 page
Certification of inequalities involving transcendental functions: combining SDP and max-plus approximation
We consider the problem of certifying an inequality of the form ,
, where is a multivariate transcendental function, and
is a compact semialgebraic set. We introduce a certification method, combining
semialgebraic optimization and max-plus approximation. We assume that is
given by a syntaxic tree, the constituents of which involve semialgebraic
operations as well as some transcendental functions like , ,
, etc. We bound some of these constituents by suprema or infima of
quadratic forms (max-plus approximation method, initially introduced in optimal
control), leading to semialgebraic optimization problems which we solve by
semidefinite relaxations. The max-plus approximation is iteratively refined and
combined with branch and bound techniques to reduce the relaxation gap.
Illustrative examples of application of this algorithm are provided, explaining
how we solved tight inequalities issued from the Flyspeck project (one of the
main purposes of which is to certify numerical inequalities used in the proof
of the Kepler conjecture by Thomas Hales).Comment: 7 pages, 3 figures, 3 tables, Appears in the Proceedings of the
European Control Conference ECC'13, July 17-19, 2013, Zurich, pp. 2244--2250,
copyright EUCA 201
Semidefinite approximation for mixed binary quadratically constrained quadratic programs
Motivated by applications in wireless communications, this paper develops
semidefinite programming (SDP) relaxation techniques for some mixed binary
quadratically constrained quadratic programs (MBQCQP) and analyzes their
approximation performance. We consider both a minimization and a maximization
model of this problem. For the minimization model, the objective is to find a
minimum norm vector in -dimensional real or complex Euclidean space, such
that concave quadratic constraints and a cardinality constraint are
satisfied with both binary and continuous variables. {\color{blue}By employing
a special randomized rounding procedure, we show that the ratio between the
norm of the optimal solution of the minimization model and its SDP relaxation
is upper bounded by \cO(Q^2(M-Q+1)+M^2) in the real case and by
\cO(M(M-Q+1)) in the complex case.} For the maximization model, the goal is
to find a maximum norm vector subject to a set of quadratic constraints and a
cardinality constraint with both binary and continuous variables. We show that
in this case the approximation ratio is bounded from below by
\cO(\epsilon/\ln(M)) for both the real and the complex cases. Moreover, this
ratio is tight up to a constant factor
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