Primal robustness and semidefinite cones

This paper reformulates and streamlines the core tools of robust stability and performance for LTI systems using now-standard methods in convex optimization. In particular, robustness analysis can be formulated directly as a primal convex (semidefinite program or SDP) optimization problem using sets of gramians whose closure is a semidefinite cone. This allows various constraints such as structured uncertainty to be included directly, and worst-case disturbances and perturbations constructed directly from the primal variables. Well known results such as the KYP lemma and various scaled small gain tests can also be obtained directly through standard SDP duality. To readers familiar with robustness and SDPs, the framework should appear obvious, if only in retrospect. But this is also part of its appeal and should enhance pedagogy, and we hope suggest new research. There is a key lemma proving closure of a grammian that is also obvious but our current proof appears unnecessarily cumbersome, and a final aim of this paper is to enlist the help of experts in robust control and convex optimization in finding simpler alternatives.Comment: A shorter version submitted to CDC 1

Witnesses of causal nonseparability: an introduction and a few case studies

It was recently realised that quantum theory allows for so-called causally nonseparable processes, which are incompatible with any definite causal order. This was first suggested on a rather abstract level by the formalism of process matrices, which only assumes that quantum theory holds locally in some observers' laboratories, but does not impose a global causal structure; it was then shown, on a more practical level, that the quantum switch---a new resource for quantum computation that goes beyond causally ordered circuits---provided precisely a physical example of a causally nonseparable process. To demonstrate that a given process is causally nonseparable, we introduced in [Ara\'ujo et al., New J. Phys. 17, 102001 (2015)] the concept of witnesses of causal nonseparability. Here we present a shorter introduction to this concept, and concentrate on some explicit examples to show how to construct and use such witnesses in practice.Comment: 15 pages, 7 figure

Witnessing causal nonseparability

Our common understanding of the physical world deeply relies on the notion that events are ordered with respect to some time parameter, with past events serving as causes for future ones. Nonetheless, it was recently found that it is possible to formulate quantum mechanics without any reference to a global time or causal structure. The resulting framework includes new kinds of quantum resources that allow performing tasks - in particular, the violation of causal inequalities - which are impossible for events ordered according to a global causal order. However, no physical implementation of such resources is known. Here we show that a recently demonstrated resource for quantum computation - the quantum switch - is a genuine example of "indefinite causal order". We do this by introducing a new tool - the causal witness - which can detect the causal nonseparability of any quantum resource that is incompatible with a definite causal order. We show however that the quantum switch does not violate any causal nequality.Comment: 15 + 12 pages, 5 figures. Published versio

A Newton-bracketing method for a simple conic optimization problem

For the Lagrangian-DNN relaxation of quadratic optimization problems (QOPs), we propose a Newton-bracketing method to improve the performance of the bisection-projection method implemented in BBCPOP [to appear in ACM Tran. Softw., 2019]. The relaxation problem is converted into the problem of finding the largest zero $y^*$ of a continuously differentiable (except at $y^*$) convex function $g : \mathbb{R} \rightarrow \mathbb{R}$ such that $g(y) = 0$ if $y \leq y^*$ and $g(y) > 0$ otherwise. In theory, the method generates lower and upper bounds of $y^*$ both converging to $y^*$. Their convergence is quadratic if the right derivative of $g$ at $y^*$ is positive. Accurate computation of $g'(y)$ is necessary for the robustness of the method, but it is difficult to achieve in practice. As an alternative, we present a secant-bracketing method. We demonstrate that the method improves the quality of the lower bounds obtained by BBCPOP and SDPNAL+ for binary QOP instances from BIQMAC. Moreover, new lower bounds for the unknown optimal values of large scale QAP instances from QAPLIB are reported.Comment: 19 pages, 2 figure

Improving Efficiency and Scalability of Sum of Squares Optimization: Recent Advances and Limitations

It is well-known that any sum of squares (SOS) program can be cast as a semidefinite program (SDP) of a particular structure and that therein lies the computational bottleneck for SOS programs, as the SDPs generated by this procedure are large and costly to solve when the polynomials involved in the SOS programs have a large number of variables and degree. In this paper, we review SOS optimization techniques and present two new methods for improving their computational efficiency. The first method leverages the sparsity of the underlying SDP to obtain computational speed-ups. Further improvements can be obtained if the coefficients of the polynomials that describe the problem have a particular sparsity pattern, called chordal sparsity. The second method bypasses semidefinite programming altogether and relies instead on solving a sequence of more tractable convex programs, namely linear and second order cone programs. This opens up the question as to how well one can approximate the cone of SOS polynomials by second order representable cones. In the last part of the paper, we present some recent negative results related to this question.Comment: Tutorial for CDC 201

Improving compressed sensing with the diamond norm

In low-rank matrix recovery, one aims to reconstruct a low-rank matrix from a minimal number of linear measurements. Within the paradigm of compressed sensing, this is made computationally efficient by minimizing the nuclear norm as a convex surrogate for rank. In this work, we identify an improved regularizer based on the so-called diamond norm, a concept imported from quantum information theory. We show that -for a class of matrices saturating a certain norm inequality- the descent cone of the diamond norm is contained in that of the nuclear norm. This suggests superior reconstruction properties for these matrices. We explicitly characterize this set of matrices. Moreover, we demonstrate numerically that the diamond norm indeed outperforms the nuclear norm in a number of relevant applications: These include signal analysis tasks such as blind matrix deconvolution or the retrieval of certain unitary basis changes, as well as the quantum information problem of process tomography with random measurements. The diamond norm is defined for matrices that can be interpreted as order-4 tensors and it turns out that the above condition depends crucially on that tensorial structure. In this sense, this work touches on an aspect of the notoriously difficult tensor completion problem.Comment: 25 pages + Appendix, 7 Figures, published versio