Partitioning Procedure for Polynomial Optimization: Application to Portfolio Decisions with Higher Order Moments

We consider the problem of finding the minimum of a real-valued multivariate polynomial function constrained in a compact set defined by polynomial inequalities and equalities. This problem, called polynomial optimization problem (POP), is generally nonconvex and has been of growing interest to many researchers in recent years. Our goal is to tackle POPs using decomposition. Towards this goal we introduce a partitioning procedure. The problem manipulations are in line with the pattern used in the Benders decomposition [1], namely relaxation preceded by projection. Stengle’s and Putinar’s Positivstellensatz are employed to derive the so-called feasibility and optimality constraints, respectively. We test the performance of the proposed method on a collection of benchmark problems and we present the numerical results. As an application, we consider the problem of selecting an investment portfolio optimizing the mean, variance, skewness and kurtosis of the portfolio.Polynomial optimization, Semidefinite relaxations, Positivstellensatz, Sum of squares, Benders decomposition, Portfolio optimization

Certified Algorithms: Worst-Case Analysis and Beyond

In this paper, we introduce the notion of a certified algorithm. Certified algorithms provide worst-case and beyond-worst-case performance guarantees. First, a ?-certified algorithm is also a ?-approximation algorithm - it finds a ?-approximation no matter what the input is. Second, it exactly solves ?-perturbation-resilient instances (?-perturbation-resilient instances model real-life instances). Additionally, certified algorithms have a number of other desirable properties: they solve both maximization and minimization versions of a problem (e.g. Max Cut and Min Uncut), solve weakly perturbation-resilient instances, and solve optimization problems with hard constraints. In the paper, we define certified algorithms, describe their properties, present a framework for designing certified algorithms, provide examples of certified algorithms for Max Cut/Min Uncut, Minimum Multiway Cut, k-medians and k-means. We also present some negative results

ILP-based approaches to partitioning recurrent workloads upon heterogeneous multiprocessors

The problem of partitioning systems of independent constrained-deadline sporadic tasks upon heterogeneous multiprocessor platforms is considered. Several different integer linear program (ILP) formulations of this problem, offering different tradeoffs between effectiveness (as quantified by speedup bound) and running time efficiency, are presented

Polynomial-time T-depth Optimization of Clifford+T circuits via Matroid Partitioning

Most work in quantum circuit optimization has been performed in isolation from the results of quantum fault-tolerance. Here we present a polynomial-time algorithm for optimizing quantum circuits that takes the actual implementation of fault-tolerant logical gates into consideration. Our algorithm re-synthesizes quantum circuits composed of Clifford group and T gates, the latter being typically the most costly gate in fault-tolerant models, e.g., those based on the Steane or surface codes, with the purpose of minimizing both T-count and T-depth. A major feature of the algorithm is the ability to re-synthesize circuits with additional ancillae to reduce T-depth at effectively no cost. The tested benchmarks show up to 65.7% reduction in T-count and up to 87.6% reduction in T-depth without ancillae, or 99.7% reduction in T-depth using ancillae.Comment: Version 2 contains substantial improvements and extensions to the previous version. We describe a new, more robust algorithm and achieve significantly improved experimental result

Convex Combinatorial Optimization

We introduce the convex combinatorial optimization problem, a far reaching generalization of the standard linear combinatorial optimization problem. We show that it is strongly polynomial time solvable over any edge-guaranteed family, and discuss several applications