A note on Probably Certifiably Correct algorithms

Many optimization problems of interest are known to be intractable, and while there are often heuristics that are known to work on typical instances, it is usually not easy to determine a posteriori whether the optimal solution was found. In this short note, we discuss algorithms that not only solve the problem on typical instances, but also provide a posteriori certificates of optimality, probably certifiably correct (PCC) algorithms. As an illustrative example, we present a fast PCC algorithm for minimum bisection under the stochastic block model and briefly discuss other examples

Multidimensional bisection: a dual viewpoint

AbstractThis paper provides an alternative viewpoint of multidimensional bisection global optimization methods of Wood. A dual coordinate representation of convex bodies is introduced which leads to an easy implementation and eliminates the need to see the geometry of intersecting simplexes. Although developed in the context of global optimization, the techniques deal more generally with regions represented as the union of convex bodies. With this dual framework the algorithm can be implemented efficiently using any multiattribute index data structure that allows for quick range queries. A C version using a “multi-key double linked skip list” based on Pugh's skip list has been implemented

A Modified Levenberg-Marquardt Method for the Bidirectional Relay Channel

This paper presents an optimization approach for a system consisting of multiple bidirectional links over a two-way amplify-and-forward relay. It is desired to improve the fairness of the system. All user pairs exchange information over one relay station with multiple antennas. Due to the joint transmission to all users, the users are subject to mutual interference. A mitigation of the interference can be achieved by max-min fair precoding optimization where the relay is subject to a sum power constraint. The resulting optimization problem is non-convex. This paper proposes a novel iterative and low complexity approach based on a modified Levenberg-Marquardt method to find near optimal solutions. The presented method finds solutions close to the standard convex-solver based relaxation approach.Comment: submitted to IEEE Transactions on Vehicular Technology We corrected small mistakes in the proof of Lemma 2 and Proposition

Polynomial Optimization with Applications to Stability Analysis and Control - Alternatives to Sum of Squares

In this paper, we explore the merits of various algorithms for polynomial optimization problems, focusing on alternatives to sum of squares programming. While we refer to advantages and disadvantages of Quantifier Elimination, Reformulation Linear Techniques, Blossoming and Groebner basis methods, our main focus is on algorithms defined by Polya's theorem, Bernstein's theorem and Handelman's theorem. We first formulate polynomial optimization problems as verifying the feasibility of semi-algebraic sets. Then, we discuss how Polya's algorithm, Bernstein's algorithm and Handelman's algorithm reduce the intractable problem of feasibility of semi-algebraic sets to linear and/or semi-definite programming. We apply these algorithms to different problems in robust stability analysis and stability of nonlinear dynamical systems. As one contribution of this paper, we apply Polya's algorithm to the problem of H_infinity control of systems with parametric uncertainty. Numerical examples are provided to compare the accuracy of these algorithms with other polynomial optimization algorithms in the literature.Comment: AIMS Journal of Discrete and Continuous Dynamical Systems - Series