166 research outputs found
Relative Entropy Relaxations for Signomial Optimization
Signomial programs (SPs) are optimization problems specified in terms of
signomials, which are weighted sums of exponentials composed with linear
functionals of a decision variable. SPs are non-convex optimization problems in
general, and families of NP-hard problems can be reduced to SPs. In this paper
we describe a hierarchy of convex relaxations to obtain successively tighter
lower bounds of the optimal value of SPs. This sequence of lower bounds is
computed by solving increasingly larger-sized relative entropy optimization
problems, which are convex programs specified in terms of linear and relative
entropy functions. Our approach relies crucially on the observation that the
relative entropy function -- by virtue of its joint convexity with respect to
both arguments -- provides a convex parametrization of certain sets of globally
nonnegative signomials with efficiently computable nonnegativity certificates
via the arithmetic-geometric-mean inequality. By appealing to representation
theorems from real algebraic geometry, we show that our sequences of lower
bounds converge to the global optima for broad classes of SPs. Finally, we also
demonstrate the effectiveness of our methods via numerical experiments
A unified framework for solving a general class of conditional and robust set-membership estimation problems
In this paper we present a unified framework for solving a general class of
problems arising in the context of set-membership estimation/identification
theory. More precisely, the paper aims at providing an original approach for
the computation of optimal conditional and robust projection estimates in a
nonlinear estimation setting where the operator relating the data and the
parameter to be estimated is assumed to be a generic multivariate polynomial
function and the uncertainties affecting the data are assumed to belong to
semialgebraic sets. By noticing that the computation of both the conditional
and the robust projection optimal estimators requires the solution to min-max
optimization problems that share the same structure, we propose a unified
two-stage approach based on semidefinite-relaxation techniques for solving such
estimation problems. The key idea of the proposed procedure is to recognize
that the optimal functional of the inner optimization problems can be
approximated to any desired precision by a multivariate polynomial function by
suitably exploiting recently proposed results in the field of parametric
optimization. Two simulation examples are reported to show the effectiveness of
the proposed approach.Comment: Accpeted for publication in the IEEE Transactions on Automatic
Control (2014
Certification of Real Inequalities -- Templates and Sums of Squares
We consider the problem of certifying lower bounds for real-valued
multivariate transcendental functions. The functions we are dealing with are
nonlinear and involve semialgebraic operations as well as some transcendental
functions like , , , etc. Our general framework is to use
different approximation methods to relax the original problem into polynomial
optimization problems, which we solve by sparse sums of squares relaxations. In
particular, we combine the ideas of the maxplus estimators (originally
introduced in optimal control) and of the linear templates (originally
introduced in static analysis by abstract interpretation). The nonlinear
templates control the complexity of the semialgebraic relaxations at the price
of coarsening the maxplus approximations. In that way, we arrive at a new -
template based - certified global optimization method, which exploits both the
precision of sums of squares relaxations and the scalability of abstraction
methods. We analyze the performance of the method on problems from the global
optimization literature, as well as medium-size inequalities issued from the
Flyspeck project.Comment: 27 pages, 3 figures, 4 table
Positive trigonometric polynomials for strong stability of difference equations
We follow a polynomial approach to analyse strong stability of linear
difference equations with rationally independent delays. Upon application of
the Hermite stability criterion on the discrete-time homogeneous characteristic
polynomial, assessing strong stability amounts to deciding positive
definiteness of a multivariate trigonometric polynomial matrix. This latter
problem is addressed with a converging hierarchy of linear matrix inequalities
(LMIs). Numerical experiments indicate that certificates of strong stability
can be obtained at a reasonable computational cost for state dimension and
number of delays not exceeding 4 or 5
Limitations of semidefinite programs for separable states and entangled games
Semidefinite programs (SDPs) are a framework for exact or approximate
optimization that have widespread application in quantum information theory. We
introduce a new method for using reductions to construct integrality gaps for
SDPs. These are based on new limitations on the sum-of-squares (SoS) hierarchy
in approximating two particularly important sets in quantum information theory,
where previously no -round integrality gaps were known: the set of
separable (i.e. unentangled) states, or equivalently, the
norm of a matrix, and the set of quantum correlations; i.e. conditional
probability distributions achievable with local measurements on a shared
entangled state. In both cases no-go theorems were previously known based on
computational assumptions such as the Exponential Time Hypothesis (ETH) which
asserts that 3-SAT requires exponential time to solve. Our unconditional
results achieve the same parameters as all of these previous results (for
separable states) or as some of the previous results (for quantum
correlations). In some cases we can make use of the framework of
Lee-Raghavendra-Steurer (LRS) to establish integrality gaps for any SDP, not
only the SoS hierarchy. Our hardness result on separable states also yields a
dimension lower bound of approximate disentanglers, answering a question of
Watrous and Aaronson et al. These results can be viewed as limitations on the
monogamy principle, the PPT test, the ability of Tsirelson-type bounds to
restrict quantum correlations, as well as the SDP hierarchies of
Doherty-Parrilo-Spedalieri, Navascues-Pironio-Acin and Berta-Fawzi-Scholz.Comment: 47 pages. v2. small changes, fixes and clarifications. published
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