On Difference-of-SOS and Difference-of-Convex-SOS Decompositions for Polynomials

In this paper, we are interested in developing polynomial decomposition techniques to reformulate real valued multivariate polynomials into difference-of-sums-of-squares (namely, D-SOS) and difference-of-convex-sums-of-squares (namely, DC-SOS). Firstly, we prove that the set of D-SOS and DC-SOS polynomials are vector spaces and equivalent to the set of real valued polynomials. Moreover, the problem of finding D-SOS and DC-SOS decompositions are equivalent to semidefinite programs (SDP) which can be solved to any desired precision in polynomial time. Some important algebraic properties and the relationships among the set of sums-of-squares (SOS) polynomials, positive semidefinite (PSD) polynomials, convex-sums-of-squares (CSOS) polynomials, SOS-convex polynomials, D-SOS and DC-SOS polynomials are discussed. Secondly, we focus on establishing several practical algorithms for constructing D-SOS and DC-SOS decompositions for any polynomial without solving SDP. Using DC-SOS decomposition, we can reformulate polynomial optimization problems in the realm of difference-of-convex (DC) programming, which can be handled by efficient DC programming approaches. Some examples illustrate how to use our methods for constructing D-SOS and DC-SOS decompositions. Numerical performance of D-SOS and DC-SOS decomposition algorithms and their parallelized methods are tested on a synthetic dataset with 1750 randomly generated large and small sized sparse and dense polynomials. Some real-world applications in higher order moment portfolio optimization problems, eigenvalue complementarity problems, Euclidean distance matrix completion problems, and Boolean polynomial programs are also presented.Comment: 47 pages, 19 figure

Coordinate shadows of semi-definite and Euclidean distance matrices

We consider the projected semi-definite and Euclidean distance cones onto a subset of the matrix entries. These two sets are precisely the input data defining feasible semi-definite and Euclidean distance completion problems. We classify when these sets are closed, and use the boundary structure of these two sets to elucidate the Krislock-Wolkowicz facial reduction algorithm. In particular, we show that under a chordality assumption, the "minimal cones" of these problems admit combinatorial characterizations. As a byproduct, we record a striking relationship between the complexity of the general facial reduction algorithm (singularity degree) and facial exposedness of conic images under a linear mapping.Comment: 21 page

Euclidean Distance Matrices: Essential Theory, Algorithms and Applications

Euclidean distance matrices (EDM) are matrices of squared distances between points. The definition is deceivingly simple: thanks to their many useful properties they have found applications in psychometrics, crystallography, machine learning, wireless sensor networks, acoustics, and more. Despite the usefulness of EDMs, they seem to be insufficiently known in the signal processing community. Our goal is to rectify this mishap in a concise tutorial. We review the fundamental properties of EDMs, such as rank or (non)definiteness. We show how various EDM properties can be used to design algorithms for completing and denoising distance data. Along the way, we demonstrate applications to microphone position calibration, ultrasound tomography, room reconstruction from echoes and phase retrieval. By spelling out the essential algorithms, we hope to fast-track the readers in applying EDMs to their own problems. Matlab code for all the described algorithms, and to generate the figures in the paper, is available online. Finally, we suggest directions for further research.Comment: - 17 pages, 12 figures, to appear in IEEE Signal Processing Magazine - change of title in the last revisio

Euclidean distance geometry and applications

Euclidean distance geometry is the study of Euclidean geometry based on the concept of distance. This is useful in several applications where the input data consists of an incomplete set of distances, and the output is a set of points in Euclidean space that realizes the given distances. We survey some of the theory of Euclidean distance geometry and some of the most important applications: molecular conformation, localization of sensor networks and statics.Comment: 64 pages, 21 figure