168 research outputs found
Lower bounds on the size of semidefinite programming relaxations
We introduce a method for proving lower bounds on the efficacy of
semidefinite programming (SDP) relaxations for combinatorial problems. In
particular, we show that the cut, TSP, and stable set polytopes on -vertex
graphs are not the linear image of the feasible region of any SDP (i.e., any
spectrahedron) of dimension less than , for some constant .
This result yields the first super-polynomial lower bounds on the semidefinite
extension complexity of any explicit family of polytopes.
Our results follow from a general technique for proving lower bounds on the
positive semidefinite rank of a matrix. To this end, we establish a close
connection between arbitrary SDPs and those arising from the sum-of-squares SDP
hierarchy. For approximating maximum constraint satisfaction problems, we prove
that SDPs of polynomial-size are equivalent in power to those arising from
degree- sum-of-squares relaxations. This result implies, for instance,
that no family of polynomial-size SDP relaxations can achieve better than a
7/8-approximation for MAX-3-SAT
Graph Embedding Techniques for Bounding Condition Numbers of Incomplete Factor Preconditioning
We extend graph embedding techniques for bounding the spectral condition number of preconditioned systems involving symmetric, irreducibly diagonally dominant M-matrices to systems where the preconditioner is not diagonally dominant. In particular, this allows us to bound the spectral condition number when the preconditioner is based on an incomplete factorization. We provide a review of previous techniques, describe our extension, and give examples both of a bound for a model problem, and of ways in which our techniques give intuitive way of looking at incomplete factor preconditioners
Real Algebraic Geometry With a View Toward Moment Problems and Optimization
Continuing the tradition initiated in MFO workshop held in 2014, the aim of this workshop was to foster the interaction between real algebraic geometry, operator theory, optimization, and algorithms for systems control. A particular emphasis was given to moment problems through an interesting dialogue between researchers working on these problems in finite and infinite dimensional settings, from which emerged new challenges and interdisciplinary applications
New Dependencies of Hierarchies in Polynomial Optimization
We compare four key hierarchies for solving Constrained Polynomial
Optimization Problems (CPOP): Sum of Squares (SOS), Sum of Diagonally Dominant
Polynomials (SDSOS), Sum of Nonnegative Circuits (SONC), and the Sherali Adams
(SA) hierarchies. We prove a collection of dependencies among these hierarchies
both for general CPOPs and for optimization problems on the Boolean hypercube.
Key results include for the general case that the SONC and SOS hierarchy are
polynomially incomparable, while SDSOS is contained in SONC. A direct
consequence is the non-existence of a Putinar-like Positivstellensatz for
SDSOS. On the Boolean hypercube, we show as a main result that Schm\"udgen-like
versions of the hierarchies SDSOS*, SONC*, and SA* are polynomially equivalent.
Moreover, we show that SA* is contained in any Schm\"udgen-like hierarchy that
provides a O(n) degree bound.Comment: 26 pages, 4 figure
Matrix Convex Hulls of Free Semialgebraic Sets
This article resides in the realm of the noncommutative (free) analog of real
algebraic geometry - the study of polynomial inequalities and equations over
the real numbers - with a focus on matrix convex sets and their projections
. A free semialgebraic set which is convex as well as bounded and open
can be represented as the solution set of a Linear Matrix Inequality (LMI), a
result which suggests that convex free semialgebraic sets are rare. Further,
Tarski's transfer principle fails in the free setting: The projection of a free
convex semialgebraic set need not be free semialgebraic. Both of these results,
and the importance of convex approximations in the optimization community,
provide impetus and motivation for the study of the free (matrix) convex hull
of free semialgebraic sets.
This article presents the construction of a sequence of LMI domains
in increasingly many variables whose projections are
successively finer outer approximations of the matrix convex hull of a free
semialgebraic set . It is based on free analogs of
moments and Hankel matrices. Such an approximation scheme is possibly the best
that can be done in general. Indeed, natural noncommutative transcriptions of
formulas for certain well known classical (commutative) convex hulls does not
produce the convex hulls in the free case. This failure is illustrated on one
of the simplest free nonconvex .
A basic question is which free sets are the projection of a free
semialgebraic set ? Techniques and results of this paper bear upon this
question which is open even for convex sets.Comment: 41 pages; includes table of contents; supplementary material (a
Mathematica notebook) can be found at
http://www.math.auckland.ac.nz/~igorklep/publ.htm
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