36,854 research outputs found
Conic Optimization Theory: Convexification Techniques and Numerical Algorithms
Optimization is at the core of control theory and appears in several areas of
this field, such as optimal control, distributed control, system
identification, robust control, state estimation, model predictive control and
dynamic programming. The recent advances in various topics of modern
optimization have also been revamping the area of machine learning. Motivated
by the crucial role of optimization theory in the design, analysis, control and
operation of real-world systems, this tutorial paper offers a detailed overview
of some major advances in this area, namely conic optimization and its emerging
applications. First, we discuss the importance of conic optimization in
different areas. Then, we explain seminal results on the design of hierarchies
of convex relaxations for a wide range of nonconvex problems. Finally, we study
different numerical algorithms for large-scale conic optimization problems.Comment: 18 page
Sparse sum-of-squares certificates on finite abelian groups
Let G be a finite abelian group. This paper is concerned with nonnegative
functions on G that are sparse with respect to the Fourier basis. We establish
combinatorial conditions on subsets S and T of Fourier basis elements under
which nonnegative functions with Fourier support S are sums of squares of
functions with Fourier support T. Our combinatorial condition involves
constructing a chordal cover of a graph related to G and S (the Cayley graph
Cay(,S)) with maximal cliques related to T. Our result relies on two
main ingredients: the decomposition of sparse positive semidefinite matrices
with a chordal sparsity pattern, as well as a simple but key observation
exploiting the structure of the Fourier basis elements of G.
We apply our general result to two examples. First, in the case where , by constructing a particular chordal cover of the half-cube
graph, we prove that any nonnegative quadratic form in n binary variables is a
sum of squares of functions of degree at most , establishing
a conjecture of Laurent. Second, we consider nonnegative functions of degree d
on (when d divides N). By constructing a particular chordal
cover of the d'th power of the N-cycle, we prove that any such function is a
sum of squares of functions with at most nonzero Fourier
coefficients. Dually this shows that a certain cyclic polytope in
with N vertices can be expressed as a projection of a section
of the cone of psd matrices of size . Putting gives a
family of polytopes with LP extension complexity
and SDP extension complexity
. To the best of our knowledge, this is the
first explicit family of polytopes in increasing dimensions where
.Comment: 34 page
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