Generating Non-Linear Interpolants by Semidefinite Programming

Interpolation-based techniques have been widely and successfully applied in the verification of hardware and software, e.g., in bounded-model check- ing, CEGAR, SMT, etc., whose hardest part is how to synthesize interpolants. Various work for discovering interpolants for propositional logic, quantifier-free fragments of first-order theories and their combinations have been proposed. However, little work focuses on discovering polynomial interpolants in the literature. In this paper, we provide an approach for constructing non-linear interpolants based on semidefinite programming, and show how to apply such results to the verification of programs by examples.Comment: 22 pages, 4 figure

Higher-Order Newton Methods with Polynomial Work per Iteration

We present generalizations of Newton's method that incorporate derivatives of an arbitrary order $d$ but maintain a polynomial dependence on dimension in their cost per iteration. At each step, our $d^{\text{th}}$-order method uses semidefinite programming to construct and minimize a sum of squares-convex approximation to the $d^{\text{th}}$-order Taylor expansion of the function we wish to minimize. We prove that our $d^{\text{th}}$-order method has local convergence of order $d$. This results in lower oracle complexity compared to the classical Newton method. We show on numerical examples that basins of attraction around local minima can get larger as $d$ increases. Under additional assumptions, we present a modified algorithm, again with polynomial cost per iteration, which is globally convergent and has local convergence of order $d$

An SDP Approach For Solving Quadratic Fractional Programming Problems

This paper considers a fractional programming problem (P) which minimizes a ratio of quadratic functions subject to a two-sided quadratic constraint. As is well-known, the fractional objective function can be replaced by a parametric family of quadratic functions, which makes (P) highly related to, but more difficult than a single quadratic programming problem subject to a similar constraint set. The task is to find the optimal parameter $\lambda^*$ and then look for the optimal solution if $\lambda^*$ is attained. Contrasted with the classical Dinkelbach method that iterates over the parameter, we propose a suitable constraint qualification under which a new version of the S-lemma with an equality can be proved so as to compute $\lambda^*$ directly via an exact SDP relaxation. When the constraint set of (P) is degenerated to become an one-sided inequality, the same SDP approach can be applied to solve (P) {\it without any condition}. We observe that the difference between a two-sided problem and an one-sided problem lies in the fact that the S-lemma with an equality does not have a natural Slater point to hold, which makes the former essentially more difficult than the latter. This work does not, either, assume the existence of a positive-definite linear combination of the quadratic terms (also known as the dual Slater condition, or a positive-definite matrix pencil), our result thus provides a novel extension to the so-called "hard case" of the generalized trust region subproblem subject to the upper and the lower level set of a quadratic function.Comment: 26 page

Convex Hulls of Algebraic Sets

This article describes a method to compute successive convex approximations of the convex hull of a set of points in R^n that are the solutions to a system of polynomial equations over the reals. The method relies on sums of squares of polynomials and the dual theory of moment matrices. The main feature of the technique is that all computations are done modulo the ideal generated by the polynomials defining the set to the convexified. This work was motivated by questions raised by Lov\'asz concerning extensions of the theta body of a graph to arbitrary real algebraic varieties, and hence the relaxations described here are called theta bodies. The convexification process can be seen as an incarnation of Lasserre's hierarchy of convex relaxations of a semialgebraic set in R^n. When the defining ideal is real radical the results become especially nice. We provide several examples of the method and discuss convergence issues. Finite convergence, especially after the first step of the method, can be described explicitly for finite point sets.Comment: This article was written for the "Handbook of Semidefinite, Cone and Polynomial Optimization: Theory, Algorithms, Software and Applications