Finding Minimal Cost Herbrand Models with Branch-Cut-and-Price

Given (1) a set of clauses $T$ in some first-order language $\cal L$ and (2) a cost function $c : B_{{\cal L}} \rightarrow \mathbb{R}_{+}$, mapping each ground atom in the Herbrand base $B_{{\cal L}}$ to a non-negative real, then the problem of finding a minimal cost Herbrand model is to either find a Herbrand model $\cal I$ of $T$ which is guaranteed to minimise the sum of the costs of true ground atoms, or establish that there is no Herbrand model for $T$. A branch-cut-and-price integer programming (IP) approach to solving this problem is presented. Since the number of ground instantiations of clauses and the size of the Herbrand base are both infinite in general, we add the corresponding IP constraints and IP variables `on the fly' via `cutting' and `pricing' respectively. In the special case of a finite Herbrand base we show that adding all IP variables and constraints from the outset can be advantageous, showing that a challenging Markov logic network MAP problem can be solved in this way if encoded appropriately

Semidefinite Relaxations for Stochastic Optimal Control Policies

Recent results in the study of the Hamilton Jacobi Bellman (HJB) equation have led to the discovery of a formulation of the value function as a linear Partial Differential Equation (PDE) for stochastic nonlinear systems with a mild constraint on their disturbances. This has yielded promising directions for research in the planning and control of nonlinear systems. This work proposes a new method obtaining approximate solutions to these linear stochastic optimal control (SOC) problems. A candidate polynomial with variable coefficients is proposed as the solution to the SOC problem. A Sum of Squares (SOS) relaxation is then taken to the partial differential constraints, leading to a hierarchy of semidefinite relaxations with improving sub-optimality gap. The resulting approximate solutions are shown to be guaranteed over- and under-approximations for the optimal value function.Comment: Preprint. Accepted to American Controls Conference (ACC) 2014 in Portland, Oregon. 7 pages, colo

Spatially Selective Artificial-Noise Aided Transmit Optimization for MISO Multi-Eves Secrecy Rate Maximization

Consider an MISO channel overheard by multiple eavesdroppers. Our goal is to design an artificial noise (AN)-aided transmit strategy, such that the achievable secrecy rate is maximized subject to the sum power constraint. AN-aided secure transmission has recently been found to be a promising approach for blocking eavesdropping attempts. In many existing studies, the confidential information transmit covariance and the AN covariance are not simultaneously optimized. In particular, for design convenience, it is common to prefix the AN covariance as a specific kind of spatially isotropic covariance. This paper considers joint optimization of the transmit and AN covariances for secrecy rate maximization (SRM), with a design flexibility that the AN can take any spatial pattern. Hence, the proposed design has potential in jamming the eavesdroppers more effectively, based upon the channel state information (CSI). We derive an optimization approach to the SRM problem through both analysis and convex conic optimization machinery. We show that the SRM problem can be recast as a single-variable optimization problem, and that resultant problem can be efficiently handled by solving a sequence of semidefinite programs. Our framework deals with a general setup of multiple multi-antenna eavesdroppers, and can cater for additional constraints arising from specific application scenarios, such as interference temperature constraints in interference networks. We also generalize the framework to an imperfect CSI case where a worst-case robust SRM formulation is considered. A suboptimal but safe solution to the outage-constrained robust SRM design is also investigated. Simulation results show that the proposed AN-aided SRM design yields significant secrecy rate gains over an optimal no-AN design and the isotropic AN design, especially when there are more eavesdroppers.Comment: To appear in IEEE Trans. Signal Process., 201

New Dependencies of Hierarchies in Polynomial Optimization

We compare four key hierarchies for solving Constrained Polynomial Optimization Problems (CPOP): Sum of Squares (SOS), Sum of Diagonally Dominant Polynomials (SDSOS), Sum of Nonnegative Circuits (SONC), and the Sherali Adams (SA) hierarchies. We prove a collection of dependencies among these hierarchies both for general CPOPs and for optimization problems on the Boolean hypercube. Key results include for the general case that the SONC and SOS hierarchy are polynomially incomparable, while SDSOS is contained in SONC. A direct consequence is the non-existence of a Putinar-like Positivstellensatz for SDSOS. On the Boolean hypercube, we show as a main result that Schm\"udgen-like versions of the hierarchies SDSOS*, SONC*, and SA* are polynomially equivalent. Moreover, we show that SA* is contained in any Schm\"udgen-like hierarchy that provides a O(n) degree bound.Comment: 26 pages, 4 figure

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