278 research outputs found
Nonnegative polynomial optimization over unit spheres and convex programming relaxations
We consider approximation algorithms for nonnegative polynomial optimization over unit spheres. Such optimization models have wide applications, e.g., in signal and image processing, high order statistics, and computer vision. Since polynomial functions are nonconvex, the problems under consideration are all NP-hard. In this paper, based on convex polynomial optimization relaxations, we propose polynomial-time approximation algorithms with new approximation bounds. Numerical results are reported to show the effectiveness of the proposed approximation algorithms
Polynomial Norms
In this paper, we study polynomial norms, i.e. norms that are the
root of a degree- homogeneous polynomial . We first show
that a necessary and sufficient condition for to be a norm is for
to be strictly convex, or equivalently, convex and positive definite. Though
not all norms come from roots of polynomials, we prove that any
norm can be approximated arbitrarily well by a polynomial norm. We then
investigate the computational problem of testing whether a form gives a
polynomial norm. We show that this problem is strongly NP-hard already when the
degree of the form is 4, but can always be answered by testing feasibility of a
semidefinite program (of possibly large size). We further study the problem of
optimizing over the set of polynomial norms using semidefinite programming. To
do this, we introduce the notion of r-sos-convexity and extend a result of
Reznick on sum of squares representation of positive definite forms to positive
definite biforms. We conclude with some applications of polynomial norms to
statistics and dynamical systems
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
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