Rational Optimization using Sum-of-Squares Techniques

Motivated by many control applications, this paper deals with the global solutions of unconstrained optimization problems. First, a simple SOS method is presented to find the infimum of a polynomial, which can be handled efficiently using the relevant software tools. The main idea of this method is to introduce a perturbation variable whose approaching to zero results in a solution with any arbitrary precision. The proposed technique is then extended to the case of rational functions. The primary advantages of this approach over the existing ones are its simplicity and capability of treating problems for which the existing methods are not efficient, as demonstrated in three numerical examples

Border Basis relaxation for polynomial optimization

A relaxation method based on border basis reduction which improves the efficiency of Lasserre's approach is proposed to compute the optimum of a polynomial function on a basic closed semi algebraic set. A new stopping criterion is given to detect when the relaxation sequence reaches the minimum, using a sparse flat extension criterion. We also provide a new algorithm to reconstruct a finite sum of weighted Dirac measures from a truncated sequence of moments, which can be applied to other sparse reconstruction problems. As an application, we obtain a new algorithm to compute zero-dimensional minimizer ideals and the minimizer points or zero-dimensional G-radical ideals. Experimentations show the impact of this new method on significant benchmarks.Comment: Accepted for publication in Journal of Symbolic Computatio

Global optimization of polynomials using gradient tentacles and sums of squares

In this work, the combine the theory of generalized critical values with the theory of iterated rings of bounded elements (real holomorphy rings). We consider the problem of computing the global infimum of a real polynomial in several variables. Every global minimizer lies on the gradient variety. If the polynomial attains a minimum, it is therefore equivalent to look for the greatest lower bound on its gradient variety. Nie, Demmel and Sturmfels proved recently a theorem about the existence of sums of squares certificates for such lower bounds. Based on these certificates, they find arbitrarily tight relaxations of the original problem that can be formulated as semidefinite programs and thus be solved efficiently. We deal here with the more general case when the polynomial is bounded from belo w but does not necessarily attain a minimum. In this case, the method of Nie, Demmel and Sturmfels might yield completely wrong results. In order to overcome this problem, we replace the gradient variety by larger semialgebraic sets which we call gradient tentacles. It now gets substantially harder to prove the existence of the necessary sums of squares certificates.Comment: 22 page

Robust control of systems with real parameter uncertainty and unmodelled dynamics

Two significant contributions have been made during this research period in the research 'Robust Control of Systems with Real Parameter Uncertainty and Unmodelled Dynamics' under NASA Research Grant NAG-1-1102. They are: (1) a fast algorithm for computing the optimal H(sub infinity) norm for the four-block, the two block, or the one-block optimal H(sub infinity) optimization problem; and (2) a construction of an optimal H infinity controller without numerical difficulty. In using GD (Glover and Doyle) or DGKF (Doyle, Glover, Khargonekar, and Francis) approach to solve the standard H infinity norm which required bisection search. In this research period, we developed a very fast iterative algorithm for this computation. Our algorithm was developed based on hyperbolic interpolations which is much faster than any existing algorithm. The lower bound of the parameter, gamma, in the H infinity Riccati equation for solution existence is shown to be the square root of the supremum over all frequencies of the maximum eigenvalue of a given transfer matrix which can be computed easily. The lower band of gamma such that the H infinity Riccati equation has positive semidefinite solution can be also obtained by hyperbolic interpolation search. Another significant result in this research period is the elimination of the numerical difficulties arising in the construction of an optimal H infinity controller by directly applying the Glover and Doyle's state-space formulas. With the fast iterative algorithm for the computation of the optimal H infinity norm and the reliable construction of an optimal H infinity controller, we are ready to apply these tools in the design of robust controllers for the systems with unmodelled uncertainties. These tools will be also very useful when we consider systems with structured uncertainties

Bundle-based pruning in the max-plus curse of dimensionality free method

Recently a new class of techniques termed the max-plus curse of dimensionality-free methods have been developed to solve nonlinear optimal control problems. In these methods the discretization in state space is avoided by using a max-plus basis expansion of the value function. This requires storing only the coefficients of the basis functions used for representation. However, the number of basis functions grows exponentially with respect to the number of time steps of propagation to the time horizon of the control problem. This so called "curse of complexity" can be managed by applying a pruning procedure which selects the subset of basis functions that contribute most to the approximation of the value function. The pruning procedures described thus far in the literature rely on the solution of a sequence of high dimensional optimization problems which can become computationally expensive. In this paper we show that if the max-plus basis functions are linear and the region of interest in state space is convex, the pruning problem can be efficiently solved by the bundle method. This approach combining the bundle method and semidefinite formulations is applied to the quantum gate synthesis problem, in which the state space is the special unitary group (which is non-convex). This is based on the observation that the convexification of the unitary group leads to an exact relaxation. The results are studied and validated via examples

Computing quantum discord is NP-complete

We study the computational complexity of quantum discord (a measure of quantum correlation beyond entanglement), and prove that computing quantum discord is NP-complete. Therefore, quantum discord is computationally intractable: the running time of any algorithm for computing quantum discord is believed to grow exponentially with the dimension of the Hilbert space so that computing quantum discord in a quantum system of moderate size is not possible in practice. As by-products, some entanglement measures (namely entanglement cost, entanglement of formation, relative entropy of entanglement, squashed entanglement, classical squashed entanglement, conditional entanglement of mutual information, and broadcast regularization of mutual information) and constrained Holevo capacity are NP-hard/NP-complete to compute. These complexity-theoretic results are directly applicable in common randomness distillation, quantum state merging, entanglement distillation, superdense coding, and quantum teleportation; they may offer significant insights into quantum information processing. Moreover, we prove the NP-completeness of two typical problems: linear optimization over classical states and detecting classical states in a convex set, providing evidence that working with classical states is generically computationally intractable.Comment: The (published) journal version http://iopscience.iop.org/1367-2630/16/3/033027/article is more updated than the arXiv versions, and is accompanied with a general scientific summary for non-specialists in computational complexit

Exact relaxation for polynomial optimization on semi-algebraic sets

In this paper, we study the problem of computing by relaxation hierarchies the infimum of a real polynomial function f on a closed basic semialgebraic set and the points where this infimum is reached, if they exist. We show that when the infimum is reached, a relaxation hierarchy constructed from the Karush-Kuhn-Tucker ideal is always exact and that the vanishing ideal of the KKT minimizer points is generated by the kernel of the associated moment matrix in that degree, even if this ideal is not zero-dimensional. We also show that this relaxation allows to detect when there is no KKT minimizer. We prove that the exactness of the relaxation depends only on the real points which satisfy these constraints.This exploits representations of positive polynomials as elementsof the preordering modulo the KKT ideal, which only involves polynomials in the initial set of variables. Applications to global optimization, optimization on semialgebraic sets defined by regular sets of constraints, optimization on finite semialgebraic sets, real radical computation are given