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

Transformation of structure-shy programs with application to XPath queries and strategic functions

Various programming languages allow the construction of structure-shy programs. Such programs are defined generically for many different datatypes and only specify specific behavior for a few relevant subtypes. Typical examples are XML query languages that allow selection of subdocuments without exhaustively specifying intermediate element tags. Other examples are languages and libraries for polytypic or strategic functional programming and for adaptive object-oriented programming. In this paper, we present an algebraic approach to transformation of declarative structure-shy programs, in particular for strategic functions and XML queries. We formulate a rich set of algebraic laws, not just for transformation of structure-shy programs, but also for their conversion into structure-sensitive programs and vice versa. We show how subsets of these laws can be used to construct effective rewrite systems for specialization, generalization, and optimization of structure-shy programs. We present a type-safe encoding of these rewrite systems in Haskell which itself uses strategic functional programming techniques. We discuss the application of these rewrite systems for XPath query optimization and for query migration in the context of schema evolution

SOS-convex Semi-algebraic Programs and its Applications to Robust Optimization: A Tractable Class of Nonsmooth Convex Optimization

In this paper, we introduce a new class of nonsmooth convex functions called SOS-convex semialgebraic functions extending the recently proposed notion of SOS-convex polynomials. This class of nonsmooth convex functions covers many common nonsmooth functions arising in the applications such as the Euclidean norm, the maximum eigenvalue function and the least squares functions with $\ell_1$-regularization or elastic net regularization used in statistics and compressed sensing. We show that, under commonly used strict feasibility conditions, the optimal value and an optimal solution of SOS-convex semi-algebraic programs can be found by solving a single semi-definite programming problem (SDP). We achieve the results by using tools from semi-algebraic geometry, convex-concave minimax theorem and a recently established Jensen inequality type result for SOS-convex polynomials. As an application, we outline how the derived results can be applied to show that robust SOS-convex optimization problems under restricted spectrahedron data uncertainty enjoy exact SDP relaxations. This extends the existing exact SDP relaxation result for restricted ellipsoidal data uncertainty and answers the open questions left in [Optimization Letters 9, 1-18(2015)] on how to recover a robust solution from the semi-definite programming relaxation in this broader setting

Transformation of structure-shy programs : applied to XPath queries and strategic functions

Various programming languages allow the construction of structure-shy programs. Such programs are defined generically for many different datatypes and only specify specific behavior for a few relevant subtypes. Typical examples are XML query languages that allow selection of subdocuments without exhaustively specifying intermediate element tags. Other examples are languages and libraries for polytypic or strategic functional programming and for adaptive object-oriented programming. In this paper, we present an algebraic approach to transformation of declarative structure-shy programs, in particular for strategic functions and XML queries. We formulate a rich set of algebraic laws, not just for transformation of structure-shy programs, but also for their conversion into structure-sensitive programs and vice versa. We show how subsets of these laws can be used to construct effective rewrite systems for specialization, generalization, and optimization of structure-shy programs. We present a type-safe encoding of these rewrite systems in Haskell which itself uses strategic functional programming techniques.(undefined

Some Applications of Polynomial Optimization in Operations Research and Real-Time Decision Making

We demonstrate applications of algebraic techniques that optimize and certify polynomial inequalities to problems of interest in the operations research and transportation engineering communities. Three problems are considered: (i) wireless coverage of targeted geographical regions with guaranteed signal quality and minimum transmission power, (ii) computing real-time certificates of collision avoidance for a simple model of an unmanned vehicle (UV) navigating through a cluttered environment, and (iii) designing a nonlinear hovering controller for a quadrotor UV, which has recently been used for load transportation. On our smaller-scale applications, we apply the sum of squares (SOS) relaxation and solve the underlying problems with semidefinite programming. On the larger-scale or real-time applications, we use our recently introduced "SDSOS Optimization" techniques which result in second order cone programs. To the best of our knowledge, this is the first study of real-time applications of sum of squares techniques in optimization and control. No knowledge in dynamics and control is assumed from the reader