Determinantal sets, singularities and application to optimal control in medical imagery

Control theory has recently been involved in the field of nuclear magnetic resonance imagery. The goal is to control the magnetic field optimally in order to improve the contrast between two biological matters on the pictures. Geometric optimal control leads us here to analyze mero-morphic vector fields depending upon physical parameters , and having their singularities defined by a deter-minantal variety. The involved matrix has polynomial entries with respect to both the state variables and the parameters. Taking into account the physical constraints of the problem, one needs to classify, with respect to the parameters, the number of real singularities lying in some prescribed semi-algebraic set. We develop a dedicated algorithm for real root classification of the singularities of the rank defects of a polynomial matrix, cut with a given semi-algebraic set. The algorithm works under some genericity assumptions which are easy to check. These assumptions are not so restrictive and are satisfied in the aforementioned application. As more general strategies for real root classification do, our algorithm needs to compute the critical loci of some maps, intersections with the boundary of the semi-algebraic domain, etc. In order to compute these objects, the determinantal structure is exploited through a stratifi-cation by the rank of the polynomial matrix. This speeds up the computations by a factor 100. Furthermore, our implementation is able to solve the application in medical imagery, which was out of reach of more general algorithms for real root classification. For instance, computational results show that the contrast problem where one of the matters is water is partitioned into three distinct classes

Solving rank-constrained semidefinite programs in exact arithmetic

We consider the problem of minimizing a linear function over an affine section of the cone of positive semidefinite matrices, with the additional constraint that the feasible matrix has prescribed rank. When the rank constraint is active, this is a non-convex optimization problem, otherwise it is a semidefinite program. Both find numerous applications especially in systems control theory and combinatorial optimization, but even in more general contexts such as polynomial optimization or real algebra. While numerical algorithms exist for solving this problem, such as interior-point or Newton-like algorithms, in this paper we propose an approach based on symbolic computation. We design an exact algorithm for solving rank-constrained semidefinite programs, whose complexity is essentially quadratic on natural degree bounds associated to the given optimization problem: for subfamilies of the problem where the size of the feasible matrix is fixed, the complexity is polynomial in the number of variables. The algorithm works under assumptions on the input data: we prove that these assumptions are generically satisfied. We also implement it in Maple and discuss practical experiments.Comment: Published at ISSAC 2016. Extended version submitted to the Journal of Symbolic Computatio

Real root finding for rank defects in linear Hankel matrices

International audienceLet $H_0, \ldots, H_n$ be $m \times m$matrices with entries in \QQ and Hankel structure, i.e. constant skew diagonals.We consider the linear Hankel matrix H(\vecx)=H_0+\X_1H_1+\cdots+\X_nH_n and the problem of computing sample points in each connected component of the real algebraic set defined by the rank constraint {\sf rank}(H(\vecx))\leq r, for a given integer $r \leq m-1$. Computing sample points in real algebraic sets defined by rank defects in linear matrices is a general problem that finds applications in many areas such as control theory, computational geometry, optimization, etc. Moreover, Hankel matrices appear in many areas of engineering sciences. Also, since Hankel matrices are symmetric, any algorithmic development for this problem can be seen as a first step towards a dedicated exact algorithm for solving semi-definite programming problems, i.e. linear matrix inequalities. Under some genericity assumptions on the input (such as smoothness of an incidence variety), we design a probabilistic algorithm for tackling this problem. It is an adaptation of the so-called critical point method that takes advantage of the special structure of the problem. Its complexity reflects this: it is essentially quadratic in specific degree bounds on an incidence variety. We report on practical experiments and analyze how the algorithm takes advantage of this special structure. A first implementation outperforms existing implementations for computing sample points in general real algebraic sets: it tackles examples that are out of reach of the state-of-the-art